# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001181
**Filing Date:** 2025-8
**Character Count:** 754660
**Document Hash:** 8c450e6d97664dd77fc10112b18c0ff8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001181.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001181

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266054

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/NEUBERGER BERMAN STRATEGIC INCOME FUND (Series ID: S000036382)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000111249 | JNL/NEUBERGER BERMAN STRATEGIC INCOME FUND (A) |  |
| C000111250 | JNL/NEUBERGER BERMAN STRATEGIC INCOME FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/Neuberger Berman Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000036382

- **c. LEI of Series:** 3QOU4YV63J0L1CL2VU56

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1267603169.99

**Total Liabilities:** $213344347.85

**Net Assets:** $1054258822.14

**Delayed Delivery Securities:** $159630999.62

**Cash Not Reported:** $8254619.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -116.887413701915 | **1-Year:** -5593.189155244629 | **5-Year:** -19980.612921106229 | **10-Year:** -81334.450045080716 | **30-Year:** -254287.152390786373

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

- **3-Month:** -296.135196983506 | **1-Year:** -11030.816057020310 | **5-Year:** -48338.465671652952 | **10-Year:** -22556.059941451135 | **30-Year:** -26324.736776441544

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111249 | 0.23%                | 0.53%                | 1.74%                |
| Class ID C000111250 | 0.22%                | 0.59%                | 1.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1471220.26              | $-8210435.18                               |
| Month 2  | $-1979153.60             | $643448.31                                 |
| Month 3  | $-1293966.84             | $12552590.89                               |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| M&T Bank Corporation                                                                     | M&T Bank Corporation                                                                     | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1057967.10   | 0.10%             | 2500-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MED Commercial Mortgage Trust 2024-MOB                                                   | MED Commercial Mortgage Trust 2024-MOB                                                   | CUSIP: 55287BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      760000 | PA      | $751168.72    | 0.07%             | 2026-04-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                | MGM Resorts International                                                                | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      425000 | PA      | $431848.12    | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1386435.89   | 0.13%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                                   | Morgan Stanley Capital I Trust 2018-L1                                                   | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      669000 | PA      | $661669.70    | 0.06%             | 2028-09-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H4                                                   | Morgan Stanley Capital I Trust 2018-H4                                                   | CUSIP: 61691RAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      534000 | PA      | $496646.38    | 0.05%             | 2028-12-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      730000 | PA      | $739320.57    | 0.07%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                              | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                              | CUSIP: 61767CBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      256000 | PA      | $237368.47    | 0.02%             | 2027-05-17      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L7                                                   | Morgan Stanley Capital I Trust 2021-L7                                                   | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      495000 | PA      | $463681.05    | 0.04%             | 2038-12-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 202                                       | Morgan Stanley Residential Mortgage Loan Trust 202                                       | CUSIP: 61776QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      633379 | PA      | $636042.32    | 0.06%             | 2029-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                                 | CUSIP: 61776UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430906 | PA      | $428704.00    | 0.04%             | 2069-07-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                                 | CUSIP: 61776UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316000 | PA      | $312373.55    | 0.03%             | 2069-07-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                                 | CUSIP: 61777QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       91773 | PA      | $92217.00     | 0.01%             | 2069-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                                 | CUSIP: 61777QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      114000 | PA      | $115190.55    | 0.01%             | 2069-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                              | Mozart Debt Merger Sub Inc.                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      230000 | PA      | $220831.98    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                              | Mozart Debt Merger Sub Inc.                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      515000 | PA      | $511034.06    | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MVW 2025-1 LLC                                                                           | MVW 2025-1 LLC                                                                           | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      530742 | PA      | $534061.28    | 0.05%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MVW 2025-1 LLC                                                                           | MVW 2025-1 LLC                                                                           | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      428454 | PA      | $432382.61    | 0.04%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM14 Trust                                                                     | OBX 2024-NQM14 Trust                                                                     | CUSIP: 67119XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      715000 | PA      | $707158.09    | 0.07%             | 2028-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS Mortgage Trust                                                             | ORL 2024-GLKS Mortgage Trust                                                             | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697000 | PA      | $695692.78    | 0.07%             | 2026-12-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-3BP                                                   | NYC Commercial Mortgage Trust 2025-3BP                                                   | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      553000 | PA      | $547467.68    | 0.05%             | 2027-02-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-3BP                                                   | NYC Commercial Mortgage Trust 2025-3BP                                                   | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      635000 | PA      | $623881.98    | 0.06%             | 2027-02-16      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| OBX 2025-HE1 Trust                                                                       | OBX 2025-HE1 Trust                                                                       | CUSIP: 67121CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1297163 | PA      | $1291034.69   | 0.12%             | 2055-02-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| OBX 2025-HE1 Trust                                                                       | OBX 2025-HE1 Trust                                                                       | CUSIP: 67121CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      244000 | PA      | $239611.15    | 0.02%             | 2055-02-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM7 Trust                                                                      | OBX 2025-NQM7 Trust                                                                      | CUSIP: 67121DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710760 | PA      | $713466.54    | 0.07%             | 2055-05-25      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM1 Trust                                                                      | OBX 2024-NQM1 Trust                                                                      | CUSIP: 67448LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      678717 | PA      | $682196.47    | 0.06%             | 2027-12-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $930282.50    | 0.09%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      520000 | PA      | $516302.38    | 0.05%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                                        | Perrigo Finance Unlimited Company                                                        | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | US        |      330000 | PA      | $333167.46    | 0.03%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      185000 | PA      | $172235.00    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      505000 | PA      | $351606.25    | 0.03%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      885000 | PA      | $696938.39    | 0.07%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PetSmart, LLC                                                                            | PetSmart, LLC                                                                            | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $248346.78    | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      375000 | PA      | $378525.72    | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55464.72     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust 2021-1                                                   | Prestige Auto Receivables Trust 2021-1                                                   | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1350000 | PA      | $1313268.93   | 0.12%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                    | Prime Security Services Borrower, LLC                                                    | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      870000 | PA      | $871992.04    | 0.08%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PRM Trust 2025-PRM6                                                                      | PRM Trust 2025-PRM6                                                                      | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1565000 | PA      | $1551954.63   | 0.15%             | 2028-07-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                              | Prosus N.V.                                                                              | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $1778436.95   | 0.17%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Loan Trust 2005-1                                             | Provident Funding Mortgage Loan Trust 2005-1                                             | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $341754.26    | 0.03%             | 2029-09-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Queen Mergerco, Inc.                                                                     | Queen Mergerco, Inc.                                                                     | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      495000 | PA      | $511050.51    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      235000 | PA      | $241798.16    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      545000 | PA      | $562183.45    | 0.05%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                                                                 | RHP Hotel Properties, LP                                                                 | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      105000 | PA      | $102698.38    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                                                                 | RHP Hotel Properties, LP                                                                 | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      295000 | PA      | $303719.92    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RLJ III-EM Columbus Lessee, LLC                                                          | RLJ III-EM Columbus Lessee, LLC                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      320000 | PA      | $298697.80    | 0.03%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust 2024-CNTR                                                                     | ROCK Trust 2024-CNTR                                                                     | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $823129.36    | 0.08%             | 2029-11-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROCK Trust 2024-CNTR                                                                     | ROCK Trust 2024-CNTR                                                                     | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1689000 | PA      | $1758061.86   | 0.17%             | 2041-11-15      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                      | Rakuten Group, Inc.                                                                      | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | US        |      215000 | PA      | $235947.42    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                | Raizen Fuels Finance S.A.                                                                | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | US        |      225000 | PA      | $208462.50    | 0.02%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                | Raizen Fuels Finance S.A.                                                                | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | US        |      240000 | PA      | $238075.50    | 0.02%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holding LLC                                                            | Raven Acquisition Holding LLC                                                            | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $149894.26    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      140000 | PA      | $125734.44    | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Star Holdings                                                                            | Star Holdings                                                                            | CUSIP: 85513AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $363406.42    | 0.03%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Star Parent, Inc.                                                                        | Star Parent, Inc.                                                                        | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      210000 | PA      | $221170.27    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78959.56     | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      530000 | PA      | $547628.99    | 0.05%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-5                                               | Starwood Mortgage Residential Trust 2021-5                                               | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4088895 | PA      | $3489030.41   | 0.33%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                      | Station Casinos LLC                                                                      | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      295000 | PA      | $301715.85    | 0.03%             | 2032-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      911420 | PA      | $926463.53    | 0.09%             | 2029-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | Sumitomo Mitsui Financial Group, Inc.                                                    | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |      340000 | PA      | $334378.85    | 0.03%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                            | Surgery Center Holdings, Inc.                                                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      475000 | PA      | $484308.01    | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                      | Suzano Austria GmbH                                                                      | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |      950000 | PA      | $949445.87    | 0.09%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                           | Synopsys, Inc.                                                                           | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      885000 | PA      | $879808.86    | 0.08%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                   | TCO Commercial Mortgage Trust 2024-DPM                                                   | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $374062.69    | 0.04%             | 2029-12-17      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| TICP CLO VII, Ltd.                                                                       | TICP CLO VII, Ltd.                                                                       | CUSIP: 87248TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1001268.00   | 0.09%             | 2033-04-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                                       | TKC Holdings, Inc.                                                                       | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $214723.43    | 0.02%             | 2028-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1047731.08   | 0.10%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1437356.17   | 0.14%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1387286.28   | 0.13%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ASGN Incorporated                                                                        | ASGN Incorporated                                                                        | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      295000 | PA      | $287839.68    | 0.03%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3265000 | PA      | $2212435.18   | 0.21%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer, LLC                                                                   | AAR Escrow Issuer, LLC                                                                   | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $243451.36    | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1799189.22   | 0.17%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17870000 | PA      | $17863011.04  | 1.69%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    33475000 | PA      | $34015055.52  | 3.23%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      241000 | PA      | $216401.89    | 0.02%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ashland LLC                                                                              | Ashland LLC                                                                              | CUSIP: 044209AM6<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |      195000 | PA      | $201770.19    | 0.02%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                       | Athene Holding Ltd                                                                       | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      895000 | PA      | $890287.07    | 0.08%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlas LuxCo 4 S.a r.l.                                                                   | Atlas LuxCo 4 S.a r.l.                                                                   | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | US        |      655000 | PA      | $634908.01    | 0.06%             | 2028-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Avient Corporation                                                                       | Avient Corporation                                                                       | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67017.11     | 0.01%             | 2030-08-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Avient Corporation                                                                       | Avient Corporation                                                                       | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      310000 | PA      | $312451.76    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                               | Avis Budget Rental Car Funding (AESOP) LLC                                               | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1045000 | PA      | $1050467.34   | 0.10%             | 2026-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                               | Avis Budget Rental Car Funding (AESOP) LLC                                               | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $665728.44    | 0.06%             | 2029-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                               | Avis Budget Rental Car Funding (AESOP) LLC                                               | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      495000 | PA      | $503570.78    | 0.05%             | 2030-08-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                               | Avis Budget Rental Car Funding (AESOP) LLC                                               | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      299000 | PA      | $304455.46    | 0.03%             | 2030-08-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V.                                              | Axalta Coating Systems Dutch Holding B B.V.                                              | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | US        |      290000 | PA      | $305627.47    | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                   | Azorra Finance Limited                                                                   | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |      215000 | PA      | $223890.76    | 0.02%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                   | Azorra Finance Limited                                                                   | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |      155000 | PA      | $158082.43    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Trust 2024-BHP                                                                     | BAMLL Trust 2024-BHP                                                                     | CUSIP: 05493WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      656000 | PA      | $662471.57    | 0.06%             | 2026-08-17      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C17                                                            | BBCMS Mortgage Trust 2022-C17                                                            | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8185429 | PA      | $539512.28    | 0.05%             | 2055-09-17      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                           | BBCMS 2018-TALL Mortgage Trust                                                           | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680000 | PA      | $642099.79    | 0.06%             | 2037-03-16      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                           | BBCMS 2018-TALL Mortgage Trust                                                           | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      433000 | PA      | $398369.70    | 0.04%             | 2037-03-16      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      117000 | PA      | $117438.75    | 0.01%             | 2500-12-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      965000 | PA      | $937283.17    | 0.09%             | 2500-12-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      155000 | PA      | $138531.25    | 0.01%             | 2500-12-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      135000 | PA      | $144787.50    | 0.01%             | 2500-12-31      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      575000 | PA      | $511028.38    | 0.05%             | 2500-12-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BPCE                                                                                     | BPCE                                                                                     | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |      555000 | PA      | $569192.68    | 0.05%             | 2035-05-30      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BPCE                                                                                     | BPCE                                                                                     | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1369919.66   | 0.13%             | 2046-01-14      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                                                       | BX Trust 2025-ROIC                                                                       | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1620000 | PA      | $1595688.50   | 0.15%             | 2027-03-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                       | BX Trust 2019-OC11                                                                       | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      775000 | PA      | $723703.29    | 0.07%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                       | BX Trust 2019-OC11                                                                       | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      923000 | PA      | $842678.79    | 0.08%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                                                   | BX Commercial Mortgage Trust 2021-VOLT                                                   | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      355054 | PA      | $353389.67    | 0.03%             | 2036-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                                                   | BX Commercial Mortgage Trust 2021-VOLT                                                   | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      672367 | PA      | $669214.80    | 0.06%             | 2036-09-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                                                   | BX Commercial Mortgage Trust 2021-VOLT                                                   | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      905854 | PA      | $901607.29    | 0.09%             | 2036-09-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL4                                                    | BX Commercial Mortgage Trust 2024-XL4                                                    | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      398674 | PA      | $399670.99    | 0.04%             | 2026-02-17      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                                 | BX Trust                                                                                 | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1086000 | PA      | $1081927.50   | 0.10%             | 2029-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                                 | BX Trust                                                                                 | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      335587 | PA      | $336321.34    | 0.03%             | 2026-02-17      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                                 | BX Trust                                                                                 | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      767689 | PA      | $769608.32    | 0.07%             | 2026-02-17      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                                    | BX Commercial Mortgage Trust 2024-XL5                                                    | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      969020 | PA      | $970534.37    | 0.09%             | 2026-03-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-KING                                                   | BX Commercial Mortgage Trust 2024-KING                                                   | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      815267 | PA      | $814757.14    | 0.08%             | 2026-05-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-KING                                                   | BX Commercial Mortgage Trust 2024-KING                                                   | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      930747 | PA      | $930166.58    | 0.09%             | 2026-05-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BX Trust 2024-VLT4                                                                       | BX Trust 2024-VLT4                                                                       | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1070000 | PA      | $1063980.72   | 0.10%             | 2026-06-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-LIFE                                                                       | BX Trust 2025-LIFE                                                                       | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2080000 | PA      | $2119602.58   | 0.20%             | 2035-06-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust 2025-IND                                                   | BLP Commercial Mortgage Trust 2025-IND                                                   | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1071000 | PA      | $1066981.07   | 0.10%             | 2027-03-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust 2025-IND                                                   | BLP Commercial Mortgage Trust 2025-IND                                                   | CUSIP: 05625BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      212000 | PA      | $209772.81    | 0.02%             | 2027-03-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2024-1 Ltd                                                       | Balboa Bay Loan Funding 2024-1 Ltd                                                       | CUSIP: 05766NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3014724.00   | 0.29%             | 2037-07-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                                     | Baldwin Insurance Group Holdings LLC                                                     | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $306870.94    | 0.03%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | Banco Bilbao Vizcaya Argentaria, S.A.                                                    | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | US        |      960000 | PA      | $973200.00    | 0.09%             | 2500-12-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-EDU1, LLC                                       | Bayview Opportunity Master Fund VII 2024-EDU1, LLC                                       | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      277988 | PA      | $276871.41    | 0.03%             | 2047-06-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-EDU1, LLC                                       | Bayview Opportunity Master Fund VII 2024-EDU1, LLC                                       | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      117517 | PA      | $120366.57    | 0.01%             | 2047-06-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                       | Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                       | CUSIP: 07336QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135161 | PA      | $135725.77    | 0.01%             | 2031-12-26      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                              | BMO 2024-5C3 Mortgage Trust                                                              | CUSIP: 09660QAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203000 | PA      | $212097.06    | 0.02%             | 2029-02-16      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 Mortgage Trust                                                              | BMO 2024-5C6 Mortgage Trust                                                              | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      168000 | PA      | $168354.83    | 0.02%             | 2029-12-17      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2285000 | PA      | $2190895.93   | 0.21%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |      255000 | PA      | $265659.30    | 0.03%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |      365000 | PA      | $378084.47    | 0.04%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $249973.55    | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CDI Escrow Issuer, Inc.                                                                  | CDI Escrow Issuer, Inc.                                                                  | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | PA      | $381323.01    | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2024-1                                                             | CCG Receivables Trust 2024-1                                                             | CUSIP: 12515PAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      362000 | PA      | $366129.26    | 0.03%             | 2028-04-14      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2024-1                                                             | CCG Receivables Trust 2024-1                                                             | CUSIP: 12515PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $560537.60    | 0.05%             | 2028-04-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |       65000 | PA      | $47498.88     | 0.00%             | 2029-01-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |      805000 | PA      | $745719.80    | 0.07%             | 2030-01-14      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11650000 | PA      | $11439493.82  | 1.09%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KPYS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1513480 | PA      | $1410498.03   | 0.13%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KQW28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1377933 | PA      | $1359838.66   | 0.13%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRCK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1410474 | PA      | $1439453.12   | 0.14%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136B04S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     1586716 | PA      | $181057.67    | 0.02%             | 2044-12-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BJWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     2927159 | PA      | $509719.92    | 0.05%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BSCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1501247 | PA      | $1494016.52   | 0.14%             | 2054-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BSPM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1865419 | PA      | $1855512.58   | 0.18%             | 2054-09-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BSW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1256744 | PA      | $1246705.41   | 0.12%             | 2053-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BTPD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1743245 | PA      | $1738068.49   | 0.16%             | 2054-11-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BU3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1868818 | PA      | $1878333.97   | 0.18%             | 2055-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                                          | Sierra Timeshare 2021-2 Receivables Funding LLC                                          | CUSIP: 82652RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      105438 | PA      | $102960.72    | 0.01%             | 2038-09-20      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-3 Receivables Funding LLC                                          | Sierra Timeshare 2024-3 Receivables Funding LLC                                          | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      780467 | PA      | $778583.16    | 0.07%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-3 Receivables Funding LLC                                          | Sierra Timeshare 2024-3 Receivables Funding LLC                                          | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330147 | PA      | $328810.84    | 0.03%             | 2041-08-20      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2025-1 Receivables Funding LLC                                          | Sierra Timeshare 2025-1 Receivables Funding LLC                                          | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      826828 | PA      | $829887.78    | 0.08%             | 2042-01-21      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Sierracol Energy Andina, LLC                                                             | Sierracol Energy Andina, LLC                                                             | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $199057.75    | 0.02%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 4, Ltd.                                                                  | Signal Peak CLO 4, Ltd.                                                                  | CUSIP: 82666XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2008076.00   | 0.19%             | 2037-07-18      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-1 Receivables Funding LLC                                          | Sierra Timeshare 2024-1 Receivables Funding LLC                                          | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      363404 | PA      | $366471.58    | 0.03%             | 2031-09-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-1 Receivables Funding LLC                                          | Sierra Timeshare 2024-1 Receivables Funding LLC                                          | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      108876 | PA      | $110507.54    | 0.01%             | 2031-09-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2023-1 Receivables Funding LLC                                          | Sierra Timeshare 2023-1 Receivables Funding LLC                                          | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      155095 | PA      | $157677.31    | 0.01%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2023-2 Receivables Funding LLC                                          | Sierra Timeshare 2023-2 Receivables Funding LLC                                          | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      416610 | PA      | $429290.14    | 0.04%             | 2040-09-20      | Fixed         | 9.44%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                     | Sirius XM Radio Inc.                                                                     | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      515000 | PA      | $457606.84    | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Operations Inc.                                                                | Six Flags Operations Inc.                                                                | CUSIP: 83001AAD4<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |      345000 | PA      | $354487.50    | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Operations Inc.                                                                | Six Flags Operations Inc.                                                                | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |      520000 | PA      | $535029.09    | 0.05%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XIX, Ltd.                                                               | Sixth Street CLO XIX, Ltd.                                                               | CUSIP: 83012BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $500845.00    | 0.05%             | 2037-10-26      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                              | Snam S.p.A.                                                                              | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | US        |      295000 | PA      | $297404.40    | 0.03%             | 2030-05-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Snam S.p.A.                                                                              | Snam S.p.A.                                                                              | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | US        |      290000 | PA      | $296110.36    | 0.03%             | 2035-05-28      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sociedad Quimica Y Minera De Chile S.A.                                                  | Sociedad Quimica Y Minera De Chile S.A.                                                  | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | US        |      140000 | PA      | $148400.00    | 0.01%             | 2033-11-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sociedad Quimica Y Minera De Chile S.A.                                                  | Sociedad Quimica Y Minera De Chile S.A.                                                  | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | US        |      170000 | PA      | $165902.81    | 0.02%             | 2034-09-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3050645 | PA      | $3052363.26   | 0.29%             | 2055-02-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3285310 | PA      | $3311865.95   | 0.31%             | 2055-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BV2T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2893810 | PA      | $2901944.65   | 0.28%             | 2055-05-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FQXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    18440000 | PA      | $788920.36    | 0.07%             | 2028-07-27      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FQXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     5615000 | PA      | $219619.50    | 0.02%             | 2029-03-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FQY23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     8100000 | PA      | $391967.91    | 0.04%             | 2028-09-27      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FRV57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    19725000 | PA      | $1149194.28   | 0.11%             | 2029-02-27      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FUEK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1586462 | PA      | $309051.15    | 0.03%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HH7J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1798536 | PA      | $1788726.04   | 0.17%             | 2054-08-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2037422 | PA      | $2028139.54   | 0.19%             | 2054-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHAY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2870189 | PA      | $2844232.83   | 0.27%             | 2054-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHDE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      571221 | PA      | $567602.56    | 0.05%             | 2054-11-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHFZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2065919 | PA      | $2055802.57   | 0.19%             | 2054-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                      | Lightning Power LLC                                                                      | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      415000 | PA      | $436773.02    | 0.04%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sodexo, Inc.                                                                             | Sodexo, Inc.                                                                             | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |      220000 | PA      | $226762.18    | 0.02%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2020-A Trust                                              | SoFi Professional Loan Program 2020-A Trust                                              | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      403000 | PA      | $348783.00    | 0.03%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      505000 | PA      | $380643.75    | 0.04%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     2310000 | PA      | $1735387.50   | 0.16%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions, LLC                                                                | Lindblad Expeditions, LLC                                                                | CUSIP: 535219AA7<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      280000 | PA      | $292846.25    | 0.03%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |      210000 | PA      | $210525.00    | 0.02%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      170000 | PA      | $168512.50    | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      625000 | PA      | $594531.25    | 0.06%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1155691.13   | 0.11%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |      640000 | PA      | $677600.00    | 0.06%             | 2500-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48736.64     | 0.00%             | 2029-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20432.07     | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1313385.08   | 0.12%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                                    | Ahlstrom Holding 3 Oy                                                                    | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | US        |      275000 | PA      | $262053.21    | 0.02%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      175000 | PA      | $180452.62    | 0.02%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      430000 | PA      | $443868.51    | 0.04%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                | Matador Resources Company                                                                | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      525000 | PA      | $524975.73    | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Company                                                                | Matador Resources Company                                                                | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129250.74    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                               | Mauser Packaging Solutions Holding Company                                               | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      530000 | PA      | $526035.26    | 0.05%             | 2027-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                  | Molina Healthcare, Inc.                                                                  | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      295000 | PA      | $300269.72    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                                   | Morgan Stanley Capital I Trust 2017-H1                                                   | CUSIP: 61691JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $228874.80    | 0.02%             | 2027-05-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                                   | Morgan Stanley Capital I Trust 2017-H1                                                   | CUSIP: 61691JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      387000 | PA      | $361259.43    | 0.03%             | 2027-05-17      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                    | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      405000 | PA      | $414948.06    | 0.04%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |      215000 | PA      | $196130.66    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC                                                                     | Noble Finance II LLC                                                                     | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      745000 | PA      | $758705.67    | 0.07%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                          | Nordea Bank Abp                                                                          | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $913500.00    | 0.09%             | 2500-12-31      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      485000 | PA      | $443843.14    | 0.04%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      155000 | PA      | $147517.13    | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      230000 | PA      | $234666.88    | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |      140000 | PA      | $141842.40    | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |      310000 | PA      | $328534.90    | 0.03%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                             | ONE 2021-PARK Mortgage Trust                                                             | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      278000 | PA      | $259855.33    | 0.02%             | 2036-03-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                             | ONE 2021-PARK Mortgage Trust                                                             | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      776000 | PA      | $718089.53    | 0.07%             | 2028-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                                         | One Market Plaza Trust 2017-1MKT                                                         | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      224247 | PA      | $214124.50    | 0.02%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                                         | One Market Plaza Trust 2017-1MKT                                                         | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      451000 | PA      | $418423.32    | 0.04%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                                         | One Market Plaza Trust 2017-1MKT                                                         | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      449000 | PA      | $410953.00    | 0.04%             | 2032-02-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      205000 | PA      | $213179.56    | 0.02%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66844.71     | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer, LLC                                                         | Stack Infrastructure Issuer, LLC                                                         | CUSIP: 85236KAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1101000 | PA      | $1110317.32   | 0.11%             | 2028-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      545000 | PA      | $515821.30    | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      300000 | PA      | $310555.25    | 0.03%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                        | 1261229 B.C. Ltd.                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | PA      | $580154.16    | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust 2024-APT                                                  | ONNI Commercial Mortgage Trust 2024-APT                                                  | CUSIP: 682939AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1053000 | PA      | $1075486.92   | 0.10%             | 2029-07-20      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                           | Opal Bidco SAS                                                                           | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239531.96    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                    | Open Text Corporation                                                                    | CUSIP: 683720AA4<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |      540000 | PA      | $510245.53    | 0.05%             | 2030-02-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Optics BidCo S.p.A.                                                                      | Optics BidCo S.p.A.                                                                      | CUSIP: 683879AB6<br>LEI: 254900QZ5RQ7MPFWE741 | Long             | DBT              | CORP              | US        |      410000 | PA      | $397752.63    | 0.04%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      325000 | PA      | $324467.55    | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OWN Equipment Fund I LLC                                                                 | OWN Equipment Fund I LLC                                                                 | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      864967 | PA      | $873901.33    | 0.08%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OWN Equipment Fund I LLC                                                                 | OWN Equipment Fund I LLC                                                                 | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      355628 | PA      | $358747.34    | 0.03%             | 2032-12-20      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Pk Alift Loan Funding 6 LP                                                               | Pk Alift Loan Funding 6 LP                                                               | CUSIP: 69291YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1583000 | PA      | $1587680.14   | 0.15%             | 2031-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                        | Taylor Morrison Communities, Inc.                                                        | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      175000 | PA      | $177369.55    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                               | Team Health Holdings, Inc.                                                               | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |       91356 | PA      | $99117.38     | 0.01%             | 2028-06-30      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132256.63    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46564.98     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO Bank N.V.                                                                       | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | US        |      700000 | PA      | $712059.60    | 0.07%             | 2035-12-03      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      670000 | PA      | $485390.61    | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Company, L.L.C.                                                   | Tennessee Gas Pipeline Company, L.L.C.                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $683455.56    | 0.06%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Terex Corporation                                                                        | Terex Corporation                                                                        | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      460000 | PA      | $460998.65    | 0.04%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| 3R Lux                                                                                   | 3R Lux                                                                                   | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $238583.29    | 0.02%             | 2031-02-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      415000 | PA      | $418774.14    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Toucan Finco Ltd.                                                                        | Toucan Finco Ltd.                                                                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $199121.54    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2022-4                                                         | Towd Point Mortgage Trust 2022-4                                                         | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1205432 | PA      | $1145212.24   | 0.11%             | 2031-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES2                                                      | Towd Point Mortgage Trust 2024-CES2                                                      | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1194748 | PA      | $1200500.69   | 0.11%             | 2031-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES1                                                      | Towd Point Mortgage Trust 2024-CES1                                                      | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1169438 | PA      | $1170809.81   | 0.11%             | 2031-09-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES1                                                      | Towd Point Mortgage Trust 2024-CES1                                                      | CUSIP: 89183CAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      138888 | PA      | $139124.92    | 0.01%             | 2031-09-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Public Limited Company                                  | Trafigura Securitisation Finance Public Limited Company                                  | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | US        |      477000 | PA      | $483238.06    | 0.05%             | 2027-05-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Public Limited Company                                  | Trafigura Securitisation Finance Public Limited Company                                  | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | US        |      996000 | PA      | $1008919.61   | 0.10%             | 2027-05-15      | Fixed         | 7.29%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147143.36    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser, LLC                                                                     | Verde Purchaser, LLC                                                                     | CUSIP: 92339LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $444067.17    | 0.04%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      415000 | PA      | $401278.36    | 0.04%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                      | PFS Financing Corp.                                                                      | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      708000 | PA      | $717388.08    | 0.07%             | 2028-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29953.91     | 0.00%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-7                                                        | Verus Securitization Trust 2024-7                                                        | CUSIP: 924925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      878519 | PA      | $875548.06    | 0.08%             | 2069-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-4                                                        | Verus Securitization Trust 2022-4                                                        | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      733480 | PA      | $737997.91    | 0.07%             | 2067-04-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-4                                                        | Verus Securitization Trust 2022-4                                                        | CUSIP: 92538NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      637012 | PA      | $621308.40    | 0.06%             | 2067-04-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-4                                                        | Verus Securitization Trust 2024-4                                                        | CUSIP: 92540GAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $313370.13    | 0.03%             | 2069-06-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-4                                                        | Verus Securitization Trust 2025-4                                                        | CUSIP: 92540UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      654215 | PA      | $655551.74    | 0.06%             | 2070-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-4                                                        | Verus Securitization Trust 2025-4                                                        | CUSIP: 92540UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      305000 | PA      | $307431.80    | 0.03%             | 2070-05-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |      460000 | PA      | $463919.43    | 0.04%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |      235000 | PA      | $253263.08    | 0.02%             | 2031-07-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                       | Republica Bolivariana de Venezuela                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | US        |     1719000 | PA      | $277188.75    | 0.03%             | 2034-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    24789224 | PA      | $945011.64    | 0.09%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd                                                        | Viking Ocean Cruises Ship VII Ltd                                                        | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      895000 | PA      | $893859.86    | 0.08%             | 2029-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Vistra Corp.                                                                             | Vistra Corp.                                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      490000 | PA      | $495897.87    | 0.05%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       85000 | PA      | $82824.66     | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      170000 | PA      | $180625.30    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    15816800 | PA      | $801538.12    | 0.08%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                          | Teva Pharmaceutical Finance Netherlands II B.V.                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      250000 | PA      | $276930.31    | 0.03%             | 2028-10-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      115000 | PA      | $120238.49    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1589843.57   | 0.15%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | US        |      555000 | PA      | $531673.24    | 0.05%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                               | VMED O2 UK Financing I PLC                                                               | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | US        |      215000 | PA      | $198844.20    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Volofin Finance (Ireland) Designated Activity Company                                    | Volofin Finance (Ireland) Designated Activity Company                                    | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      779428 | PA      | $784727.75    | 0.07%             | 2031-03-17      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| Volofin Finance (Ireland) Designated Activity Company                                    | Volofin Finance (Ireland) Designated Activity Company                                    | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      321768 | PA      | $328492.68    | 0.03%             | 2031-11-17      | Fixed         | 6.21%                 | No            |                  3 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $181055.21    | 0.02%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      265000 | PA      | $271409.16    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Windsor Holdings III, LLC                                                                | Windsor Holdings III, LLC                                                                | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |      325000 | PA      | $348294.12    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                 | Windstream Services, LLC                                                                 | CUSIP: 97381AAA0<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |      325000 | PA      | $340385.35    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Wireless Propco Funding LLC                                                              | Wireless Propco Funding LLC                                                              | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      285000 | PA      | $265220.66    | 0.03%             | 2030-06-25      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| Wireless Propco Funding LLC                                                              | Wireless Propco Funding LLC                                                              | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $999989.40    | 0.09%             | 2030-06-25      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| Ministerio De Hacienda Y Credito Publico                                                 | Ministerio De Hacienda Y Credito Publico                                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  4683600000 | PA      | $882709.99    | 0.08%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UPCB Finance VII Limited                                                                 | UPCB Finance VII Limited                                                                 | CUSIP: N/A<br>LEI: 5493006V3WX8F38SQ991       | Long             | DBT              | CORP              | KY        |      695000 | PA      | $806411.94    | 0.08%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| K2016470219 (South Africa) Ltd                                                           | K2016470219 (South Africa) Ltd                                                           | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |     4042071 | PA      | $4761.36      | 0.00%             | 2049-05-07      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $410765.42    | 0.04%             | 2078-10-03      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    12672097 | PA      | $703886.66    | 0.07%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                             | Petroleos de Venezuela, S.A.                                                             | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | US        |      905437 | PA      | $114311.42    | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ministerio De Hacienda Y Credito Publico                                                 | Ministerio De Hacienda Y Credito Publico                                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  6985900000 | PA      | $1249621.51   | 0.12%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      216000 | PA      | $57872.45     | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                                              | Eutelsat SA                                                                              | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342829.58    | 0.03%             | 2027-07-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ZF Friedrichshafen AG                                                                    | ZF Friedrichshafen AG                                                                    | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $712358.59    | 0.07%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                                   | Telefonica Europe B.V.                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230289.35    | 0.02%             | 2500-12-31      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     4439000 | PA      | $709808.03    | 0.07%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Allwyn International a.s.                                                                | Allwyn International a.s.                                                                | CUSIP: N/A<br>LEI: 3157001WZJ5O35EAL536       | Long             | DBT              | CORP              | CZ        |      245000 | PA      | $287827.35    | 0.03%             | 2027-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CTEC II GmbH                                                                             | CTEC II GmbH                                                                             | CUSIP: N/A<br>LEI: 98450044C9BACG3DA974       | Long             | DBT              | CORP              | DE        |      150000 | PA      | $149943.10    | 0.01%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                     | Gobierno de la Republica del Ecuador                                                     | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | US        |      210438 | PA      | $182818.01    | 0.02%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                     | Gobierno de la Republica del Ecuador                                                     | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | US        |      280371 | PA      | $202568.05    | 0.02%             | 2035-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United Group B.V.                                                                        | United Group B.V.                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      465000 | PA      | $546377.68    | 0.05%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                                                      | Verisure Holding AB                                                                      | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      450000 | PA      | $549727.78    | 0.05%             | 2028-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Snf Group                                                                                | Snf Group                                                                                | CUSIP: N/A<br>LEI: 969500F7036FEDYPRV54       | Long             | DBT              | CORP              | FR        |      235000 | PA      | $283570.00    | 0.03%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Vertical Midco GmbH                                                                      | Vertical Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |      924000 | PA      | $1085890.37   | 0.10%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      235000 | PA      | $263201.71    | 0.02%             | 2029-02-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Costa Rica                                                   | Gobierno de la Republica de Costa Rica                                                   | CUSIP: N/A<br>LEI: 549300DYYS8QPMR8OP36       | Long             | DBT              | NUSS              | US        |      240000 | PA      | $248700.00    | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Eroski Sociedad Cooperativa                                                              | Eroski Sociedad Cooperativa                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |      370000 | PA      | $467562.30    | 0.04%             | 2029-04-30      | Fixed         | 10.63%                | Yes           |                  2 | On Loan: No      |
| Veolia Environnement                                                                     | Veolia Environnement                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $562471.43    | 0.05%             | 2500-12-31      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wintershall Dea GmbH                                                                     | Wintershall Dea GmbH                                                                     | CUSIP: N/A<br>LEI: 529900PP4O3OCBMO9C52       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $330856.89    | 0.03%             | 2500-12-31      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                                 | Bayer Aktiengesellschaft                                                                 | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $945894.37    | 0.09%             | 2082-03-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Stedin Holding N.V.                                                                      | Stedin Holding N.V.                                                                      | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $227933.45    | 0.02%             | 2500-12-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Castellum Aktiebolag                                                                     | Castellum Aktiebolag                                                                     | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | DBT              | CORP              | SE        |      300000 | PA      | $345434.03    | 0.03%             | 2500-12-31      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Monitchem Holdco 3 S.A.                                                                  | Monitchem Holdco 3 S.A.                                                                  | CUSIP: N/A<br>LEI: 222100SJHJ1CNJMSW162       | Long             | DBT              | CORP              | LU        |      280000 | PA      | $331828.23    | 0.03%             | 2028-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| United Group B.V.                                                                        | United Group B.V.                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      470000 | PA      | $552252.71    | 0.05%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                          | Teva Pharmaceutical Finance Netherlands II B.V.                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      155000 | PA      | $177391.53    | 0.02%             | 2027-03-31      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   491420000 | PA      | $1199526.20   | 0.11%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |      560000 | PA      | $508200.00    | 0.05%             | 2033-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $444676.37    | 0.04%             | 2500-12-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Food Service Project SL                                                                  | Food Service Project SL                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |      110000 | PA      | $129844.09    | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1921840.11   | 0.18%             | 2500-12-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      465000 | PA      | $476822.90    | 0.05%             | 2500-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                                      | Verisure Holding AB                                                                      | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      495000 | PA      | $578164.33    | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Verisure Midholding AB                                                                   | Verisure Midholding AB                                                                   | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      771000 | PA      | $912577.47    | 0.09%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                          | Deuce Finco PLC                                                                          | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $407759.31    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CPUK Mortgage Finance Limited                                                            | CPUK Mortgage Finance Limited                                                            | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | GB        |      130000 | PA      | $177877.01    | 0.02%             | 2050-08-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |      175000 | PA      | $229805.23    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Amber FinCo PLC                                                                          | Amber FinCo PLC                                                                          | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      195000 | PA      | $239926.64    | 0.02%             | 2029-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                   | PT Pertamina (Persero)                                                                   | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |      260000 | PA      | $267847.53    | 0.03%             | 2044-05-30      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      406792 | PA      | $328150.65    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1371134.55   | 0.13%             | 2500-12-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                              | INEOS Quattro Finance 2 plc                                                              | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      180000 | PA      | $210954.00    | 0.02%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                    | Telecom Italia S.p.A.                                                                    | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      339000 | PA      | $448154.76    | 0.04%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| B&M European Value Retail S.A.                                                           | B&M European Value Retail S.A.                                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $649373.11    | 0.06%             | 2028-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Cullinan Holdco SCSp                                                                     | Cullinan Holdco SCSp                                                                     | CUSIP: N/A<br>LEI: 549300F81ZP47K818173       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $202543.90    | 0.02%             | 2026-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Benteler International Aktiengesellschaft                                                | Benteler International Aktiengesellschaft                                                | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |      157000 | PA      | $193608.16    | 0.02%             | 2028-05-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                                                                | Sappi Papier Holding GmbH                                                                | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      185000 | PA      | $213856.65    | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                             | Petroleos de Venezuela, S.A.                                                             | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | US        |     4956916 | PA      | $625810.65    | 0.06%             | 2026-05-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA.                                                                 | Lorca Telecom Bondco SA.                                                                 | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |     1210000 | PA      | $1423396.10   | 0.14%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11056000000 | PA      | $679363.45    | 0.06%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                     | Heimstaden Bostad AB                                                                     | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      400000 | PA      | $474714.11    | 0.05%             | 2500-12-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Grunenthal GmbH                                                                          | Grunenthal GmbH                                                                          | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      468000 | PA      | $554439.74    | 0.05%             | 2031-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ESR Group Limited                                                                        | ESR Group Limited                                                                        | CUSIP: N/A<br>LEI: 549300C81AR42BZUFZ09       | Long             | DBT              | CORP              | FI        |      230000 | PA      | $243367.08    | 0.02%             | 2030-05-24      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                                    | Ahlstrom Holding 3 Oy                                                                    | CUSIP: N/A<br>LEI: 743700UEY0YM039XN974       | Long             | DBT              | CORP              | FI        |      275000 | PA      | $316881.09    | 0.03%             | 2028-02-04      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: —       |
| AA Bond Co Limited                                                                       | AA Bond Co Limited                                                                       | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | GB        |       17321 | PA      | $23656.41     | 0.00%             | 2026-01-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| B&M European Value Retail S.A.                                                           | B&M European Value Retail S.A.                                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | GB        |      215000 | PA      | $313995.54    | 0.03%             | 2030-11-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Neopharmed Gentili S.p.A.                                                                | Neopharmed Gentili S.p.A.                                                                | CUSIP: N/A<br>LEI: 815600C8FD3DCB866E50       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $370008.43    | 0.04%             | 2030-04-08      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Energizer Gamma Acquisition B.V.                                                         | Energizer Gamma Acquisition B.V.                                                         | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |      350000 | PA      | $392695.17    | 0.04%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     2000000 | PA      | $308702.23    | 0.03%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United Group B.V.                                                                        | United Group B.V.                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240890.91    | 0.02%             | 2031-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                                          | Chase Home Lending Mortgage Trust Series 2024-2                                          | CUSIP: 16159HAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1058621 | PA      | $1064776.43   | 0.10%             | 2029-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-4                                          | Chase Home Lending Mortgage Trust Series 2024-4                                          | CUSIP: 16159NAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1172811 | PA      | $1180474.83   | 0.11%             | 2029-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                     | Heimstaden Bostad AB                                                                     | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | NL        |      360000 | PA      | $366109.89    | 0.03%             | 2031-10-13      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Maison Finco PLC                                                                         | Maison Finco PLC                                                                         | CUSIP: N/A<br>LEI: 9845007743J958DAS530       | Long             | DBT              | CORP              | GB        |      304000 | PA      | $412236.35    | 0.04%             | 2027-10-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $110023.15    | 0.01%             | 2028-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      140000 | PA      | $132068.43    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      195000 | PA      | $192019.30    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207356.42    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Odido Group Holding B.V.                                                                 | Odido Group Holding B.V.                                                                 | CUSIP: N/A<br>LEI: 724500FOAL1MNGOJKP07       | Long             | DBT              | CORP              | NL        |      120000 | PA      | $141034.62    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Aramark International Finance S.a r.l.                                                   | Aramark International Finance S.a r.l.                                                   | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |      245000 | PA      | $284419.01    | 0.03%             | 2033-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Forvia                                                                                   | Forvia                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      180000 | PA      | $208770.08    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1286000 | PA      | $356113.20    | 0.03%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Diamond Escrow Issuer, LLC                                                               | Diamond Escrow Issuer, LLC                                                               | CUSIP: 25259KAA8<br>LEI: 2549002I12VHJWR4RC85 | Long             | DBT              | CORP              | US        |      190000 | PA      | $200060.08    | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                                 | Diamondback Energy, Inc.                                                                 | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      610000 | PA      | $602890.08    | 0.06%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Proximus                                                                                 | Proximus                                                                                 | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |      300000 | PA      | $352501.73    | 0.03%             | 2500-12-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| A2a S.P.A.                                                                               | A2a S.P.A.                                                                               | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $365311.94    | 0.03%             | 2500-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                                 | Diamondback Energy, Inc.                                                                 | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      495000 | PA      | $459488.45    | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      220000 | PA      | $218625.00    | 0.02%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      315000 | PA      | $330750.00    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      430000 | PA      | $438600.00    | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      260000 | PA      | $260325.00    | 0.02%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                    | Dominion Energy, Inc.                                                                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1710000 | PA      | $1743570.21   | 0.17%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DCP Midstream, LLC                                                                       | DCP Midstream, LLC                                                                       | CUSIP: 26439XAH6<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1655044.97   | 0.16%             | 2036-11-03      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                           | EFMT 2024-INV2                                                                           | CUSIP: 26844LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      495000 | PA      | $490991.19    | 0.05%             | 2069-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024-ELM                                                                       | ELM Trust 2024-ELM                                                                       | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      628000 | PA      | $629992.27    | 0.06%             | 2027-06-11      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024-ELM                                                                       | ELM Trust 2024-ELM                                                                       | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $907041.87    | 0.09%             | 2027-06-11      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                                                         | HT Troplast GmbH                                                                         | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |      110000 | PA      | $135904.29    | 0.01%             | 2028-07-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      900000 | PA      | $241158.60    | 0.02%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                                     | EchoStar Corporation                                                                     | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $308426.66    | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      395000 | PA      | $332746.95    | 0.03%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1062270.00   | 0.10%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      170000 | PA      | $164074.66    | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                     | Edison International                                                                     | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      982000 | PA      | $850145.37    | 0.08%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875CB6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |      135000 | PA      | $138375.00    | 0.01%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | US        |      120000 | PA      | $135498.10    | 0.01%             | 2500-12-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2024-A LLC                                                    | ELFI Graduate Loan Program 2024-A LLC                                                    | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      632647 | PA      | $640314.57    | 0.06%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1462579.20   | 0.14%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Enpro Inc.                                                                               | Enpro Inc.                                                                               | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184046.95    | 0.02%             | 2033-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Entergy Utility Enterprises, Inc.                                                        | Entergy Utility Enterprises, Inc.                                                        | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      495000 | PA      | $495823.68    | 0.05%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                        | Enterprise Products Operating LLC                                                        | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1255901.33   | 0.12%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                                 | Equitable Holdings, Inc.                                                                 | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      895000 | PA      | $914977.83    | 0.09%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                             | Evergy, Inc.                                                                             | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      625000 | PA      | $633887.50    | 0.06%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                                                    | Excelerate Energy Limited Partnership                                                    | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      380000 | PA      | $400466.75    | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corporation                                                                       | Exelon Corporation                                                                       | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      970000 | PA      | $985868.52    | 0.09%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                                      | FMG Resources (August 2006) Pty Ltd                                                      | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |       85000 | PA      | $83595.95     | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                                      | FMG Resources (August 2006) Pty Ltd                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |      280000 | PA      | $284104.40    | 0.03%             | 2032-04-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg S.a r.l.                                                                   | FS Luxembourg S.a r.l.                                                                   | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | US        |      185000 | PA      | $182567.74    | 0.02%             | 2033-06-25      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                   | Fair Isaac Corporation                                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      230000 | PA      | $232637.51    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      802864 | PA      | $699315.49    | 0.07%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DN4H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1463671 | PA      | $1368652.35   | 0.13%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      365000 | PA      | $361619.01    | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      473000 | PA      | $443006.12    | 0.04%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EDP, S.A.                                                                                | EDP, S.A.                                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      300000 | PA      | $361336.36    | 0.03%             | 2054-05-29      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                            | Cheplapharm Arzneimittel GmbH                                                            | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239769.50    | 0.02%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      268400 | PA      | $223377.27    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DNG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      405720 | PA      | $389537.98    | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apa Infrastructure Limited                                                               | Apa Infrastructure Limited                                                               | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      300000 | PA      | $386956.79    | 0.04%             | 2083-11-09      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Engineering S.R.L.                                                                       | Engineering S.R.L.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      200000 | PA      | $248564.08    | 0.02%             | 2028-05-15      | Fixed         | 11.13%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DNMP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      456119 | PA      | $397433.94    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DP5B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      670976 | PA      | $674494.00    | 0.06%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      514175 | PA      | $508226.52    | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                       | Huntington Bancshares Incorporated                                                       | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      134000 | PA      | $135921.56    | 0.01%             | 2500-12-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                       | Huntington Bancshares Incorporated                                                       | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      383000 | PA      | $378978.50    | 0.04%             | 2500-12-31      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                       | Huntington Bancshares Incorporated                                                       | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      585000 | PA      | $598465.65    | 0.06%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                              | Crescent Energy Finance LLC                                                              | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      495000 | PA      | $483491.17    | 0.05%             | 2032-04-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                              | Crescent Energy Finance LLC                                                              | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      120000 | PA      | $114839.14    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |      495000 | PA      | $444638.70    | 0.04%             | 2043-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |      846000 | PA      | $841770.00    | 0.08%             | 2500-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                                       | MIWD Holdco II LLC                                                                       | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |      240000 | PA      | $228337.16    | 0.02%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| MSWF Commercial Mortgage Trust 2023-2                                                    | MSWF Commercial Mortgage Trust 2023-2                                                    | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1080000 | PA      | $1155742.13   | 0.11%             | 2033-11-18      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                                    | MSWF Commercial Mortgage Trust 2023-2                                                    | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $248430.07    | 0.02%             | 2033-12-16      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                                    | MSWF Commercial Mortgage Trust 2023-1                                                    | CUSIP: 55376CBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      329000 | PA      | $337271.19    | 0.03%             | 2033-05-17      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                                                            | Vattenfall AB                                                                            | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $420030.80    | 0.04%             | 2083-08-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                                        | Perrigo Finance Unlimited Company                                                        | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |      235000 | PA      | $283520.18    | 0.03%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MV24 Capital B.V.                                                                        | MV24 Capital B.V.                                                                        | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      161110 | PA      | $156171.20    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MVW 2024-2 LLC                                                                           | MVW 2024-2 LLC                                                                           | CUSIP: 55389QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      912479 | PA      | $903886.97    | 0.09%             | 2042-03-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Optics BidCo S.p.A.                                                                      | Optics BidCo S.p.A.                                                                      | CUSIP: N/A<br>LEI: 254900QZ5RQ7MPFWE741       | Long             | DBT              | CORP              | IT        |      308000 | PA      | $398124.61    | 0.04%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Flora Food Management B.V.                                                               | Flora Food Management B.V.                                                               | CUSIP: N/A<br>LEI: 2549002VGA888UKFKS25       | Long             | DBT              | CORP              | NL        |      660000 | PA      | $789132.46    | 0.07%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                     | Government of the Republic of Panama                                                     | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |      690000 | PA      | $672750.00    | 0.06%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Panther Escrow Issuer LLC                                                                | Panther Escrow Issuer LLC                                                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $140282.25    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Roquette Freres                                                                          | Roquette Freres                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237651.54    | 0.02%             | 2500-12-31      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                                                  | Ziggo Bond Company B.V.                                                                  | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      135000 | PA      | $149124.13    | 0.01%             | 2032-11-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    14700000 | PA      | $2195720.23   | 0.21%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Grifols, S.A.                                                                            | Grifols, S.A.                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      697000 | PA      | $858232.54    | 0.08%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Essendi S.A.                                                                             | Essendi S.A.                                                                             | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      180000 | PA      | $221985.98    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| British Telecommunications Public Limited Company                                        | British Telecommunications Public Limited Company                                        | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1177733.43   | 0.11%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Banijay Entertainment                                                                    | Banijay Entertainment                                                                    | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |      775000 | PA      | $953015.97    | 0.09%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden AB                                                                            | Heimstaden AB                                                                            | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |      452000 | PA      | $556616.83    | 0.05%             | 2030-01-29      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| MVW 2024-2 LLC                                                                           | MVW 2024-2 LLC                                                                           | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      578041 | PA      | $572797.94    | 0.05%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                          | MVW 2021-1W LLC                                                                          | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      304227 | PA      | $288117.88    | 0.03%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |      265000 | PA      | $226906.25    | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                           | Park Intermediate Holdings LLC                                                           | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      460000 | PA      | $459278.19    | 0.04%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                           | Park Intermediate Holdings LLC                                                           | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41121.59     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                                 | Patrick Industries, Inc.                                                                 | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      260000 | PA      | $260738.62    | 0.02%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MVW 2022-1 LLC                                                                           | MVW 2022-1 LLC                                                                           | CUSIP: 55400UAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      445939 | PA      | $435369.49    | 0.04%             | 2039-11-21      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                                           | MVW 2023-2 LLC                                                                           | CUSIP: 55400WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      278481 | PA      | $282891.33    | 0.03%             | 2040-11-20      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                  | Pebblebrook Hotel Trust                                                                  | CUSIP: 70510LAA7<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      255000 | PA      | $256023.92    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PENN Entertainment, Inc.                                                                 | PENN Entertainment, Inc.                                                                 | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49846.47     | 0.00%             | 2027-01-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                            | Nidda Healthcare Holding GmbH                                                            | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      521000 | PA      | $624838.89    | 0.06%             | 2030-02-21      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                                         | TUI Cruises GmbH                                                                         | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      150000 | PA      | $177611.40    | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PENN Entertainment, Inc.                                                                 | PENN Entertainment, Inc.                                                                 | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $342919.05    | 0.03%             | 2029-07-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: —       |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      155000 | PA      | $164783.93    | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      235000 | PA      | $240825.77    | 0.02%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      255000 | PA      | $260984.29    | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Eleven Madison Trust 2015-11MD Mortgage Trust                                            | Eleven Madison Trust 2015-11MD Mortgage Trust                                            | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1008000 | PA      | $998115.75    | 0.09%             | 2025-09-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Eleven Madison Trust 2015-11MD Mortgage Trust                                            | Eleven Madison Trust 2015-11MD Mortgage Trust                                            | CUSIP: 556227AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      264000 | PA      | $259394.20    | 0.02%             | 2025-09-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      400000 | PA      | $393059.19    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $3276469.64   | 0.31%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                                      | Magnera Corporation                                                                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42420.53     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXIV, Limited                                                                  | Magnetite XXIV, Limited                                                                  | CUSIP: 55954WAS8<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | US        |     5200000 | PA      | $5205538.00   | 0.49%             | 2035-04-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International S.a r.l.                                                     | Cirsa Finance International S.a r.l.                                                     | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      195000 | PA      | $240324.02    | 0.02%             | 2029-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                             | Performance Food Group, Inc.                                                             | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      395000 | PA      | $404368.65    | 0.04%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                         | Permian Resources Operating, LLC                                                         | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129569.10    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Manhattan West 2020-1MW Mortgage Trust                                                   | Manhattan West 2020-1MW Mortgage Trust                                                   | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      458000 | PA      | $422209.13    | 0.04%             | 2027-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Manitowoc Company, Inc., The                                                             | Manitowoc Company, Inc., The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |      290000 | PA      | $306667.34    | 0.03%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                         | Permian Resources Operating, LLC                                                         | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      495000 | PA      | $499545.70    | 0.05%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SPX Flow, Inc.                                                                           | SPX Flow, Inc.                                                                           | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |      320000 | PA      | $331922.35    | 0.03%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                               | Reinsurance Group of America, Incorporated                                               | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249333.63    | 0.02%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                                            | Gobierno De La Republica Oriental Del Uruguay                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |      340000 | PA      | $313269.88    | 0.03%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                          | Santander UK Group Holdings PLC                                                          | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1018145.45   | 0.10%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                            | Santander Drive Auto Receivables Trust 2024-1                                            | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      379000 | PA      | $383076.49    | 0.04%             | 2027-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                                        | Masterbrand, Inc.                                                                        | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      215000 | PA      | $219696.12    | 0.02%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                               | Mauser Packaging Solutions Holding Company                                               | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      295000 | PA      | $300056.73    | 0.03%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                            | Santander Drive Auto Receivables Trust 2025-1                                            | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1939000 | PA      | $1971300.64   | 0.19%             | 2029-04-16      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      335000 | PA      | $227572.20    | 0.02%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MVC Acquisition Corp.                                                                    | MVC Acquisition Corp.                                                                    | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $70262.88     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MVC Acquisition Corp.                                                                    | MVC Acquisition Corp.                                                                    | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50867.38     | 0.00%             | 2029-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      440000 | PA      | $281733.32    | 0.03%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      275000 | PA      | $286803.00    | 0.03%             | 2035-01-13      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                              | McGraw-Hill Education, Inc.                                                              | CUSIP: 58064LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $286856.62    | 0.03%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MCE Finance Limited                                                                      | MCE Finance Limited                                                                      | CUSIP: 58547DAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $594104.58    | 0.06%             | 2027-07-17      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |      240000 | PA      | $224951.28    | 0.02%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                          | Charles Schwab Corporation, The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2257000 | PA      | $2094631.42   | 0.20%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                                       | MercadoLibre, Inc.                                                                       | CUSIP: 58733RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2048508.84   | 0.19%             | 2031-01-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group U.S. Holdings Inc.                                           | Merlin Entertainments Group U.S. Holdings Inc.                                           | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |      105000 | PA      | $93761.92     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Metinvest B.V.                                                                           | Metinvest B.V.                                                                           | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | US        |      565000 | PA      | $440423.22    | 0.04%             | 2029-10-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Metinvest B.V.                                                                           | Metinvest B.V.                                                                           | CUSIP: 591555AG2<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | US        |      105000 | PA      | $86979.03     | 0.01%             | 2027-10-01      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                          | Charles Schwab Corporation, The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      925000 | PA      | $911744.75    | 0.09%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                          | Charles Schwab Corporation, The                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      405000 | PA      | $402829.20    | 0.04%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder, Inc.                                                                     | Light & Wonder, Inc.                                                                     | CUSIP: 80874DAA4<br>LEI: 529900JXALYBOHXKFM62 | Long             | DBT              | CORP              | US        |      415000 | PA      | $399780.77    | 0.04%             | 2030-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                                     | Light and Wonder International, Inc.                                                     | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      170000 | PA      | $175107.37    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Metis Merger Subordinated LLC                                                            | Metis Merger Subordinated LLC                                                            | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24575.12     | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                                            | MetLife, Inc.                                                                            | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      445000 | PA      | $457193.00    | 0.04%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                                                   | Sealed Air Corporation                                                                   | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26299.56     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corporation                                                                   | Sealed Air Corporation                                                                   | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      460000 | PA      | $476826.46    | 0.05%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| United Parks And Resorts Inc.                                                            | United Parks And Resorts Inc.                                                            | CUSIP: 81282UAG7<br>LEI: 529900G0H4NV3IIK3269 | Long             | DBT              | CORP              | US        |      350000 | PA      | $342290.01    | 0.03%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corporation                                                               | Select Medical Corporation                                                               | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251509.50    | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      335000 | PA      | $339300.29    | 0.03%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                                                | Ally Bank                                                                                | CUSIP: 02007G4F7<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |      342266 | PA      | $344017.01    | 0.03%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                                                | Ally Bank                                                                                | CUSIP: 02007GZ63<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |      184716 | PA      | $186648.55    | 0.02%             | 2028-02-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                                                | Ally Bank                                                                                | CUSIP: 02007GZ71<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |      184716 | PA      | $186762.84    | 0.02%             | 2028-02-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                   | Sempra                                                                                   | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1343431.99   | 0.13%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                                                | Sensata Technologies B.V.                                                                | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |      135000 | PA      | $135151.78    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                               | Sensata Technologies, Inc.                                                               | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      355000 | PA      | $365034.32    | 0.03%             | 2032-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-4                                                            | Sequoia Mortgage Trust 2024-4                                                            | CUSIP: 81743BAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      999575 | PA      | $1003460.90   | 0.10%             | 2029-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |      396000 | PA      | $316800.00    | 0.03%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings, LLC                                                                 | Aris Water Holdings, LLC                                                                 | CUSIP: 04041NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      865000 | PA      | $891652.47    | 0.08%             | 2030-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                                | Arthur J. Gallagher & Co.                                                                | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      365000 | PA      | $350298.93    | 0.03%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                                                                  | Cloud Capital Holdco LP                                                                  | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      984000 | PA      | $995318.46    | 0.09%             | 2029-11-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                                                                  | Cloud Capital Holdco LP                                                                  | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638000 | PA      | $638676.73    | 0.06%             | 2031-11-24      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2025-NQM5                                                | BRAVO Residential Funding Trust 2025-NQM5                                                | CUSIP: 10569RAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1065000 | PA      | $1065770.21   | 0.10%             | 2065-02-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2025-NQM5                                                | BRAVO Residential Funding Trust 2025-NQM5                                                | CUSIP: 10569RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1117000 | PA      | $1126627.76   | 0.11%             | 2065-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1330721.98   | 0.13%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BroadStreet Partners, Inc.                                                               | BroadStreet Partners, Inc.                                                               | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      320000 | PA      | $316291.70    | 0.03%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank                                                                                | Ally Bank                                                                                | CUSIP: 02007GZ89<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |      184716 | PA      | $187079.64    | 0.02%             | 2028-02-15      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                                  | Allwyn Entertainment Financing (UK) PLC                                                  | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | US        |      235000 | PA      | $244532.31    | 0.02%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                            | Asbury Automotive Group, Inc.                                                            | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48377.43     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                                                   | Buckeye Partners, L.P.                                                                   | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      380000 | PA      | $394553.90    | 0.04%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127338.87    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                     | Alpha Generation LLC                                                                     | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      785000 | PA      | $809966.16    | 0.08%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                               | Altice France Holding S.A.                                                               | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |      200000 | PA      | $168356.75    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Serbia                                                     | Government of the Republic of Serbia                                                     | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | US        |      140000 | PA      | $141050.00    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      245000 | PA      | $262801.14    | 0.02%             | 2031-11-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Servicemaster Brands L.L.C.                                                              | Servicemaster Brands L.L.C.                                                              | CUSIP: 81761TAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      958480 | PA      | $818180.69    | 0.08%             | 2031-07-30      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Shea Homes Limited Partnership, A California Limited Partnership                         | Shea Homes Limited Partnership, A California Limited Partnership                         | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $183289.50    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                                     | Shift4 Payments, LLC                                                                     | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $446905.25    | 0.04%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2023-2 Receivables Funding LLC                                          | Sierra Timeshare 2023-2 Receivables Funding LLC                                          | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130405 | PA      | $134456.10    | 0.01%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2023-2 Receivables Funding LLC                                          | Sierra Timeshare 2023-2 Receivables Funding LLC                                          | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      220429 | PA      | $229323.21    | 0.02%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-2 Receivables Funding LLC                                          | Sierra Timeshare 2024-2 Receivables Funding LLC                                          | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519671 | PA      | $523367.64    | 0.05%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux S.a r.l.                                                                     | Ambipar Lux S.a r.l.                                                                     | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | US        |      170000 | PA      | $159149.53    | 0.02%             | 2031-02-06      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                     | Amentum Escrow Corp.                                                                     | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $97604.27     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                          | Sierra Timeshare 2021-1 Receivables Funding LLC                                          | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180061 | PA      | $176517.47    | 0.02%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                                          | Sierra Timeshare 2021-2 Receivables Funding LLC                                          | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      123635 | PA      | $120674.85    | 0.01%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company, Inc.                                                    | American Electric Power Company, Inc.                                                    | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1080192.78   | 0.10%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      185000 | PA      | $188946.77    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      140000 | PA      | $146732.99    | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      230000 | PA      | $236510.53    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      480000 | PA      | $497158.31    | 0.05%             | 2032-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                       | Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                       | CUSIP: 07336QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135161 | PA      | $136096.25    | 0.01%             | 2031-12-26      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C31                                                           | BBCMS Mortgage Trust 2024-5C31                                                           | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      279000 | PA      | $278717.46    | 0.03%             | 2029-12-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco, LLC                                                             | Beach Acquisition Bidco, LLC                                                             | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      405000 | PA      | $421240.72    | 0.04%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Transmontaigne Partners LLC                                                              | Transmontaigne Partners LLC                                                              | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $249739.62    | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |      105000 | PA      | $97209.02     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                                   | Beazer Homes USA, Inc.                                                                   | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80141.61     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                                   | Beazer Homes USA, Inc.                                                                   | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      310000 | PA      | $314594.99    | 0.03%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bell Canada inc.                                                                         | Bell Canada inc.                                                                         | CUSIP: 0778FPAP4<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | US        |      640000 | PA      | $656376.00    | 0.06%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bell Canada inc.                                                                         | Bell Canada inc.                                                                         | CUSIP: 0778FPAQ2<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45729.97     | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                        | Benchmark 2020-B16 Mortgage Trust                                                        | CUSIP: 08161NAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      391000 | PA      | $321663.46    | 0.03%             | 2030-01-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B40 Mortgage Trust                                                        | Benchmark 2023-B40 Mortgage Trust                                                        | CUSIP: 08163WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      321000 | PA      | $335965.73    | 0.03%             | 2033-12-16      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                         | Benchmark 2024-V8 Mortgage Trust                                                         | CUSIP: 08190AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1088000 | PA      | $1155779.46   | 0.11%             | 2029-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                         | Benchmark 2024-V6 Mortgage Trust                                                         | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225000 | PA      | $198054.52    | 0.02%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                         | Benchmark 2024-V6 Mortgage Trust                                                         | CUSIP: 081927AP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      544000 | PA      | $465587.51    | 0.04%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benteler International Aktiengesellschaft                                                | Benteler International Aktiengesellschaft                                                | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | US        |      370000 | PA      | $389425.00    | 0.04%             | 2028-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                                          | Blackstone Mortgage Trust, Inc.                                                          | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48610.12     | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                                          | Blackstone Mortgage Trust, Inc.                                                          | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |      345000 | PA      | $366951.34    | 0.03%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                           | Blackstone Private Credit Fund                                                           | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      670000 | PA      | $673014.20    | 0.06%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                                  | Blue Stream Issuer, LLC                                                                  | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      842000 | PA      | $849992.52    | 0.08%             | 2029-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       40000 | PA      | $29883.92     | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $837037.93    | 0.08%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       40000 | PA      | $19799.89     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       75000 | PA      | $53218.07     | 0.01%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       80000 | PA      | $37207.76     | 0.00%             | 2030-12-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       30000 | PA      | $21116.47     | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49758.77     | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      175000 | PA      | $165905.57    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                                  | CSAIL 2016-C7 Commercial Mortgage Trust                                                  | CUSIP: 12637UBC2<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |      930000 | PA      | $870947.98    | 0.08%             | 2026-11-18      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P Mortgage Trust                                                            | COMM 2024-277P Mortgage Trust                                                            | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1059924.60   | 0.10%             | 2029-08-06      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Bip-V Chinook                                                                            | Bip-V Chinook                                                                            | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $54318.99     | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CQP Holdco LP                                                                            | CQP Holdco LP                                                                            | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $70515.05     | 0.01%             | 2033-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      790000 | PA      | $684237.41    | 0.06%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      235000 | PA      | $217280.55    | 0.02%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1032469.09   | 0.10%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      970000 | PA      | $1002737.50   | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM Mortgage Trust                                                             | COMM 2024-CBM Mortgage Trust                                                             | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      472000 | PA      | $486420.73    | 0.05%             | 2029-12-12      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                                          | Cable One, Inc.                                                                          | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      130000 | PA      | $102383.81    | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Caci International Inc.                                                                  | Caci International Inc.                                                                  | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      190000 | PA      | $196271.32    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                              | Caesars Entertainment, Inc.                                                              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      175000 | PA      | $167031.81    | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                              | Caesars Entertainment, Inc.                                                              | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      245000 | PA      | $251193.40    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Calderys Financing, LLC                                                                  | Calderys Financing, LLC                                                                  | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |      210000 | PA      | $222889.14    | 0.02%             | 2028-06-01      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Calderys Financing, LLC                                                                  | Calderys Financing, LLC                                                                  | CUSIP: 12878AAA9<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155258.98    | 0.01%             | 2028-06-01      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      185000 | PA      | $170626.00    | 0.02%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      305000 | PA      | $314543.72    | 0.03%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3085000 | PA      | $3140233.84   | 0.30%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO III LTD                                                                     | TRESTLES CLO III LTD                                                                     | CUSIP: 89532TAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1001723.00   | 0.10%             | 2037-10-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                               | Trident TPI Holdings, Inc.                                                               | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |      255000 | PA      | $271452.44    | 0.03%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-11                                                | Chase Home Lending Mortgage Trust 2024-11                                                | CUSIP: 161919AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1067255 | PA      | $1081973.00   | 0.10%             | 2032-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-11                                                | Chase Home Lending Mortgage Trust 2024-11                                                | CUSIP: 161919AU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      165401 | PA      | $166691.36    | 0.02%             | 2046-05-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-11                                                | Chase Home Lending Mortgage Trust 2024-11                                                | CUSIP: 161919AV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      381696 | PA      | $382187.78    | 0.04%             | 2046-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                                          | Chase Home Lending Mortgage Trust Series 2024-2                                          | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      667346 | PA      | $670719.14    | 0.06%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                         | Trinitas CLO Ltd                                                                         | CUSIP: 89642DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1501234.50   | 0.14%             | 2034-07-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                           | Trivium Packaging Finance B.V.                                                           | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |      135000 | PA      | $144832.46    | 0.01%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                           | Trivium Packaging Finance B.V.                                                           | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |      145000 | PA      | $153234.61    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Tronox Incorporated                                                                      | Tronox Incorporated                                                                      | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      200000 | PA      | $172515.36    | 0.02%             | 2029-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Churchill Downs Incorporated                                                             | Churchill Downs Incorporated                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      345000 | PA      | $354565.94    | 0.03%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                      | Citigroup Commercial Mortgage Trust                                                      | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      635000 | PA      | $642000.11    | 0.06%             | 2028-06-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $1066917.20   | 0.10%             | 2500-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      935000 | PA      | $911731.99    | 0.09%             | 2500-12-31      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      650000 | PA      | $682636.26    | 0.06%             | 2500-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1765509.48   | 0.17%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                              | Citigroup Commercial Mortgage Trust 2017-P8                                              | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316000 | PA      | $272401.20    | 0.03%             | 2027-09-17      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2023-PRM3                                            | Citigroup Commercial Mortgage Trust 2023-PRM3                                            | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      532000 | PA      | $545264.36    | 0.05%             | 2028-07-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 Issuer, Ltd.                                                               | TRTX 2025-FL6 Issuer, Ltd.                                                               | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1078000 | PA      | $1078674.07   | 0.10%             | 2042-09-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88950.33     | 0.01%             | 2500-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                           | Citizens Financial Group, Inc.                                                           | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      275000 | PA      | $275672.84    | 0.03%             | 2500-12-31      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                           | Citizens Financial Group, Inc.                                                           | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      215000 | PA      | $208795.10    | 0.02%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                  | Civitas Resources, Inc.                                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41005.95     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                  | Civitas Resources, Inc.                                                                  | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30369.06     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                  | Civitas Resources, Inc.                                                                  | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      550000 | PA      | $558237.89    | 0.05%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                  | Civitas Resources, Inc.                                                                  | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      305000 | PA      | $312601.81    | 0.03%             | 2033-06-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57191.16     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $296525.63    | 0.03%             | 2027-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       80000 | PA      | $85166.87     | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25565.96     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      435000 | PA      | $445820.29    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Colgate Energy Partners III, LLC                                                         | Colgate Energy Partners III, LLC                                                         | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200732.04    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |      345000 | PA      | $258318.75    | 0.02%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |      225000 | PA      | $225281.25    | 0.02%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans 2021-B, LLC                                                    | College Ave Student Loans 2021-B, LLC                                                    | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      939670 | PA      | $887758.96    | 0.08%             | 2052-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      300000 | PA      | $259790.70    | 0.02%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      225000 | PA      | $226735.43    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      275000 | PA      | $272937.50    | 0.03%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      115000 | PA      | $109537.50    | 0.01%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Crockett Partners Equipment Company IIA LLC                                              | Crockett Partners Equipment Company IIA LLC                                              | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      654167 | PA      | $661422.14    | 0.06%             | 2030-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Crockett Partners Equipment Company IIA LLC                                              | Crockett Partners Equipment Company IIA LLC                                              | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      229167 | PA      | $233174.82    | 0.02%             | 2030-01-20      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H8 Mortgage Trust                                                             | Cross 2024-H8 Mortgage Trust                                                             | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      374389 | PA      | $375895.85    | 0.04%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H8 Mortgage Trust                                                             | Cross 2024-H8 Mortgage Trust                                                             | CUSIP: 22757GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285068 | PA      | $286197.60    | 0.03%             | 2069-12-25      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2024-4                                                 | GLS Auto Select Receivables Trust 2024-4                                                 | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255000 | PA      | $255362.69    | 0.02%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi T.A.O.                                                          | Turkiye Vakiflar Bankasi T.A.O.                                                          | CUSIP: 90015WAP8<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309427.83    | 0.03%             | 2034-10-05      | Fixed         | 8.99%                 | Yes           |                  2 | On Loan: No      |
| 1211 Avenue of The Americas                                                              | 1211 Avenue of The Americas                                                              | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      912000 | PA      | $868365.27    | 0.08%             | 2025-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2024-4                                                 | GLS Auto Select Receivables Trust 2024-4                                                 | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      272000 | PA      | $274194.17    | 0.03%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2025-1                                                 | GLS Auto Select Receivables Trust 2025-1                                                 | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269000 | PA      | $270539.24    | 0.03%             | 2028-09-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2025-1                                                 | GLS Auto Select Receivables Trust 2025-1                                                 | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      318000 | PA      | $321100.56    | 0.03%             | 2029-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Corporation De Securite Garda World                                                      | Corporation De Securite Garda World                                                      | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      335000 | PA      | $344267.76    | 0.03%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Corporation De Securite Garda World                                                      | Corporation De Securite Garda World                                                      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      115000 | PA      | $118148.49    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Gates Corporation                                                                        | Gates Corporation                                                                        | CUSIP: 367398AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $119401.39    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                     | Genesis Energy, L.P.                                                                     | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      185000 | PA      | $187736.61    | 0.02%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                     | Genesis Energy, L.P.                                                                     | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      235000 | PA      | $245692.48    | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                     | Genesis Energy, L.P.                                                                     | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      199000 | PA      | $206953.82    | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                     | Genesis Energy, L.P.                                                                     | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      520000 | PA      | $544326.80    | 0.05%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                                       | Global Partners LP                                                                       | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |      145000 | PA      | $147015.71    | 0.01%             | 2033-07-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Financial Company                                                        | Global Atlantic Financial Company                                                        | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      635000 | PA      | $623073.18    | 0.06%             | 2051-10-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Financial Company                                                        | Global Atlantic Financial Company                                                        | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      685000 | PA      | $714958.48    | 0.07%             | 2054-10-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      400000 | PA      | $411872.93    | 0.04%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities 2024-2, LLC                                                      | Business Jet Securities 2024-2, LLC                                                      | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      411642 | PA      | $409912.85    | 0.04%             | 2030-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities 2024-1, LLC                                                      | Business Jet Securities 2024-1, LLC                                                      | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      717628 | PA      | $730760.64    | 0.07%             | 2030-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities 2024-1, LLC                                                      | Business Jet Securities 2024-1, LLC                                                      | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      391855 | PA      | $398085.14    | 0.04%             | 2030-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA2                                                   | BX Commercial Mortgage Trust 2024-GPA2                                                   | CUSIP: 12433DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      979000 | PA      | $980834.84    | 0.09%             | 2026-11-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-GW                                                                         | BX Trust 2025-GW                                                                         | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1196000 | PA      | $1198244.89   | 0.11%             | 2042-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2023-XL3                                                    | BX Commercial Mortgage Trust 2023-XL3                                                    | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      304304 | PA      | $305064.49    | 0.03%             | 2025-12-15      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $128812.79    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $348666.17    | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $319855.62    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                                   | 200 Park Funding Trust                                                                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $444396.78    | 0.04%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1636093.75   | 0.16%             | 2500-12-31      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $123904.58    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $335941.43    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $59427.23     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2061428.91   | 0.20%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $66750.76     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CONE Trust 2024-DFW1                                                                     | CONE Trust 2024-DFW1                                                                     | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      416000 | PA      | $413959.19    | 0.04%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                       | MetroNet Infrastructure Issuer LLC                                                       | CUSIP: 59170JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1350020 | PA      | $1373843.94   | 0.13%             | 2027-10-20      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                                  | Micron Technology, Inc.                                                                  | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1982393.23   | 0.19%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                 | UKG Inc.                                                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      835000 | PA      | $866528.77    | 0.08%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      460000 | PA      | $460549.82    | 0.04%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp                                                                             | U.S. Bancorp                                                                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     3445000 | PA      | $3313032.39   | 0.31%             | 2500-12-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| U S I, Inc.                                                                              | U S I, Inc.                                                                              | CUSIP: 90346KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $63320.11     | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications                                                              | Midcontinent Communications                                                              | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      380000 | PA      | $402893.32    | 0.04%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Midwest Gaming Borrower, LLC                                                             | Midwest Gaming Borrower, LLC                                                             | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |      425000 | PA      | $409355.92    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings Corporation                                                                 | UWM Holdings Corporation                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $205269.59    | 0.02%             | 2030-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      720000 | PA      | $709321.03    | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONE Trust 2024-DFW1                                                                     | CONE Trust 2024-DFW1                                                                     | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446000 | PA      | $445997.64    | 0.04%             | 2041-08-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                             | Connecticut Avenue Securities Trust 2022-R03                                             | CUSIP: 20753XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2252000 | PA      | $2339669.68   | 0.22%             | 2042-03-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1356880.28   | 0.13%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                           | U.S. Bank National Association                                                           | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |      489036 | PA      | $494174.83    | 0.05%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                           | U.S. Bank National Association                                                           | CUSIP: 90357PBE3<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |      594755 | PA      | $592064.93    | 0.06%             | 2032-02-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                           | U.S. Bank National Association                                                           | CUSIP: 90357PBG8<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |      443894 | PA      | $442368.78    | 0.04%             | 2032-02-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| U.S. Acute Care Solutions, LLC                                                           | U.S. Acute Care Solutions, LLC                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $154872.74    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       81391 | PA      | $41611.15     | 0.00%             | 2034-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |      189913 | PA      | $95193.89     | 0.01%             | 2035-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |      271305 | PA      | $134295.98    | 0.01%             | 2036-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                             | Connecticut Avenue Securities Trust 2022-R04                                             | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2733000 | PA      | $2815320.15   | 0.27%             | 2042-03-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                                             | Connecticut Avenue Securities Trust 2021-R03                                             | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      311000 | PA      | $312794.03    | 0.03%             | 2041-12-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       29640 | PA      | $14153.10     | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |      110760 | PA      | $42504.15     | 0.00%             | 2034-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                                             | Connecticut Avenue Securities Trust 2021-R03                                             | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      750000 | PA      | $765851.93    | 0.07%             | 2041-12-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R02                                             | Connecticut Avenue Securities Trust 2022-R02                                             | CUSIP: 20754BAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2035000 | PA      | $2127569.50   | 0.20%             | 2042-01-27      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       93600 | PA      | $43524.00     | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       78000 | PA      | $36270.00     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                       | Millicom International Cellular SA                                                       | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $2239423.74   | 0.21%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Milos CLO, Ltd.                                                                          | Milos CLO, Ltd.                                                                          | CUSIP: 60162PAL6<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1752693.25   | 0.17%             | 2030-10-21      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Minera Mexico, S.A. de C.V.                                                              | Minera Mexico, S.A. de C.V.                                                              | CUSIP: 60284MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $284394.12    | 0.03%             | 2032-02-12      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                  | Minerva Luxembourg S.A.                                                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | US        |      165000 | PA      | $178259.79    | 0.02%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                             | Connecticut Avenue Securities Trust 2021-R01                                             | CUSIP: 20754LAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1416000 | PA      | $1429810.53   | 0.14%             | 2041-12-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                             | Connecticut Avenue Securities Trust 2021-R01                                             | CUSIP: 20754RAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      960000 | PA      | $983356.70    | 0.09%             | 2041-10-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      340000 | PA      | $312308.36    | 0.03%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      115000 | PA      | $105873.26    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Minerva Merger Sub Inc                                                                   | Minerva Merger Sub Inc                                                                   | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | PA      | $373877.22    | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      280000 | PA      | $274934.97    | 0.03%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                             | Connecticut Avenue Securities Trust 2025-R02                                             | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      899000 | PA      | $901750.31    | 0.09%             | 2045-02-27      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                             | Connecticut Avenue Securities Trust 2025-R02                                             | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      624000 | PA      | $623997.25    | 0.06%             | 2045-02-27      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      510000 | PA      | $497451.22    | 0.05%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                           | Tapestry, Inc.                                                                           | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      865000 | PA      | $868162.61    | 0.08%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Limited                                                                     | Taseko Mines Limited                                                                     | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41851.46     | 0.00%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-7                                                        | Verus Securitization Trust 2024-7                                                        | CUSIP: 924925AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      611449 | PA      | $607851.13    | 0.06%             | 2069-09-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-3                                                        | Verus Securitization Trust 2025-3                                                        | CUSIP: 924928AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $366692.15    | 0.03%             | 2070-05-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-6                                                        | Verus Securitization Trust 2021-6                                                        | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3374725 | PA      | $2947449.98   | 0.28%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R02                                             | Connecticut Avenue Securities Trust 2023-R02                                             | CUSIP: 20755AAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      964000 | PA      | $1005816.20   | 0.10%             | 2043-01-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R02                                             | Connecticut Avenue Securities Trust 2023-R02                                             | CUSIP: 20755AAD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      270000 | PA      | $294321.57    | 0.03%             | 2043-01-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-6                                                        | Verus Securitization Trust 2021-6                                                        | CUSIP: 92538MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1213575 | PA      | $1054670.96   | 0.10%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                              | Wayfair LLC                                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105366.60    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      625000 | PA      | $617968.75    | 0.06%             | 2500-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      780000 | PA      | $799457.57    | 0.08%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1803594.71   | 0.17%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                           | Wells Fargo Commercial Mortgage Trust 2017-C39                                           | CUSIP: 95000XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      601000 | PA      | $553928.78    | 0.05%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Securities, Inc.                                         | Wells Fargo Commercial Mortgage Securities, Inc.                                         | CUSIP: 95003PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      579000 | PA      | $583627.08    | 0.06%             | 2027-07-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Securities, Inc.                                         | Wells Fargo Commercial Mortgage Securities, Inc.                                         | CUSIP: 95003PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      454000 | PA      | $458467.68    | 0.04%             | 2027-07-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R08                                             | Connecticut Avenue Securities Trust 2022-R08                                             | CUSIP: 20755DAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      338000 | PA      | $352576.25    | 0.03%             | 2042-07-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R08                                             | Connecticut Avenue Securities Trust 2022-R08                                             | CUSIP: 20755DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2146000 | PA      | $2314866.81   | 0.22%             | 2042-07-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                 | Wesco Distribution, Inc.                                                                 | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      460000 | PA      | $478087.07    | 0.05%             | 2032-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                 | Wesco Distribution, Inc.                                                                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      270000 | PA      | $279001.18    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      500000 | PA      | $427671.05    | 0.04%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1160747.26   | 0.11%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-1                                             | Westlake Automobile Receivables Trust 2025-1                                             | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      966000 | PA      | $981152.39    | 0.09%             | 2028-01-18      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75693.93     | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70218.85     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer, LLC                                                                     | White Cap Buyer, LLC                                                                     | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $309462.77    | 0.03%             | 2028-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Williams Companies, Inc., The                                                            | Williams Companies, Inc., The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2162664.46   | 0.21%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                                  | Williams Scotsman, Inc.                                                                  | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      190000 | PA      | $199801.01    | 0.02%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                                  | Williams Scotsman, Inc.                                                                  | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      225000 | PA      | $233671.46    | 0.02%             | 2030-04-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Structured Trust VIII                                                      | Willis Engine Structured Trust VIII                                                      | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      536000 | PA      | $535984.51    | 0.05%             | 2031-06-16      | Fixed         | 6.07%                 | No            |                  3 | On Loan: No      |
| Wynn Macau, Limited                                                                      | Wynn Macau, Limited                                                                      | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | US        |      435000 | PA      | $434303.00    | 0.04%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                                   | XHR LP                                                                                   | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      190000 | PA      | $184146.08    | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                                                | XPO, Inc.                                                                                | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      640000 | PA      | $670309.17    | 0.06%             | 2032-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| XP Inc.                                                                                  | XP Inc.                                                                                  | CUSIP: 98379XAB0<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | US        |      280000 | PA      | $283277.60    | 0.03%             | 2029-07-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R01                                             | Connecticut Avenue Securities Trust 2025-R01                                             | CUSIP: 20755JAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      743000 | PA      | $741499.59    | 0.07%             | 2045-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                             | Connecticut Avenue Securities Trust 2025-R04                                             | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2602031.12   | 0.25%             | 2045-05-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R01                                             | Connecticut Avenue Securities Trust 2023-R01                                             | CUSIP: 207932AB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1526000 | PA      | $1609734.98   | 0.15%             | 2042-12-26      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2019-R06                                             | Connecticut Avenue Securities Trust 2019-R06                                             | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      670000 | PA      | $698938.57    | 0.07%             | 2029-06-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                               | XPLR Infrastructure Operating Partners, LP                                               | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      195000 | PA      | $208268.87    | 0.02%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners, LP                                               | XPLR Infrastructure Operating Partners, LP                                               | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       55000 | PA      | $58965.91     | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: —       |
| ConocoPhillips Company                                                                   | ConocoPhillips Company                                                                   | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      640000 | PA      | $606980.42    | 0.06%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finan                                       | Consolidated Communications LLC/Fidium Fiber Finan                                       | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1203444.76   | 0.11%             | 2030-05-20      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                     | Constellation Energy Generation, LLC                                                     | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      345000 | PA      | $370736.52    | 0.04%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                              | Continental Resources, Inc.                                                              | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2228383.88   | 0.21%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105231.13    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      315000 | PA      | $303322.80    | 0.03%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12845000 | PA      | $12857760.22  | 1.22%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3415000 | PA      | $3462818.20   | 0.33%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |       50000 | PA      | $48000.00     | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |      160000 | PA      | $154000.00    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32330.92     | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                                | Zayo Group Holdings, Inc.                                                                | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      185000 | PA      | $173493.43    | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                                | Cougar JV Subsidiary, LLC                                                                | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $426535.42    | 0.04%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |      625000 | PA      | $621093.75    | 0.06%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ziply Fiber Issuer LLC                                                                   | Ziply Fiber Issuer LLC                                                                   | CUSIP: 98979QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1057000 | PA      | $1134819.30   | 0.11%             | 2029-03-20      | Fixed         | 11.17%                | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    19090000 | PA      | $1005741.17   | 0.10%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     4837000 | PA      | $1382037.06   | 0.13%             | 2037-08-12      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Co-operative Group Limited                                                               | Co-operative Group Limited                                                               | CUSIP: N/A<br>LEI: 213800TKR59ER8Z69V16       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138439.96    | 0.01%             | 2026-07-08      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      175063 | PA      | $180848.92    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2336944 | PA      | $2380576.76   | 0.23%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1873213 | PA      | $1905260.66   | 0.18%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2562759 | PA      | $2563142.61   | 0.24%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1415740 | PA      | $1439961.45   | 0.14%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3129772 | PA      | $3131707.09   | 0.30%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1624657 | PA      | $1651437.09   | 0.16%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWNZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      110326 | PA      | $113885.95    | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132E03E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      955148 | PA      | $956783.11    | 0.09%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132E0B68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1106304 | PA      | $1112519.57   | 0.11%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1068377 | PA      | $932587.26    | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BBZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1083630 | PA      | $938790.24    | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      989723 | PA      | $992128.58    | 0.09%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BT5R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1242705 | PA      | $1223667.95   | 0.12%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133C9Z48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1215418 | PA      | $1246846.93   | 0.12%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      182358 | PA      | $159294.85    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      420000 | PA      | $433757.18    | 0.04%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAM5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      130000 | PA      | $135591.87    | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      280000 | PA      | $283946.08    | 0.03%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                          | AdaptHealth LLC                                                                          | CUSIP: 00653VAA9<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105064.08    | 0.01%             | 2028-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                               | Adient Global Holdings Ltd                                                               | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40940.47     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |      900000 | PA      | $936243.00    | 0.09%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI S.A.                                                   | Aeropuertos Dominicanos Siglo XXI S.A.                                                   | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | US        |      580000 | PA      | $603034.19    | 0.06%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings, LLC                                                                   | Ahead DB Holdings, LLC                                                                   | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      375000 | PA      | $375958.77    | 0.04%             | 2028-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Safeway Inc.                                                                             | Safeway Inc.                                                                             | CUSIP: 013092AB7<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      260000 | PA      | $259730.00    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                                               | Albertsons Companies, Inc.                                                               | CUSIP: 01309QAB4<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20642.82     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 1 S.a r.l.                                                              | Albion Financing 1 S.a r.l.                                                              | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | US        |      370000 | PA      | $378527.54    | 0.04%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      175000 | PA      | $175293.48    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      445000 | PA      | $452270.22    | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      505000 | PA      | $522433.00    | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51007.80     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15477.29     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      260000 | PA      | $252901.08    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KPUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1776957 | PA      | $1706082.58   | 0.16%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KRN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3799000 | PA      | $3945175.64   | 0.37%             | 2042-02-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KTJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2460000 | PA      | $2611024.07   | 0.25%             | 2042-03-25      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KUE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1550000 | PA      | $1684348.42   | 0.16%             | 2042-03-25      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1869000 | PA      | $1967622.46   | 0.19%             | 2042-04-25      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1265000 | PA      | $1344270.72   | 0.13%             | 2042-06-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      593000 | PA      | $601504.27    | 0.06%             | 2044-02-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NCA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1613000 | PA      | $1629298.56   | 0.15%             | 2044-03-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Manuchar                                                                                 | Manuchar                                                                                 | CUSIP: N/A<br>LEI: 549300FLR1EUBYCDGT49       | Long             | DBT              | CORP              | BE        |      340000 | PA      | $406658.96    | 0.04%             | 2027-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III Designated Activity Company                      | Virgin Media Vendor Financing Notes III Designated Activity Company                      | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | GB        |      805000 | PA      | $1050297.38   | 0.10%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Grupo Antolin-Irausa SA                                                                  | Grupo Antolin-Irausa SA                                                                  | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $76950.80     | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   680060000 | PA      | $1385543.17   | 0.13%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114994.53    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20600000 | PA      | $17077873.80  | 1.62%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      260000 | PA      | $258485.44    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                           | Walgreens Boots Alliance, Inc.                                                           | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14340.13     | 0.00%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F032674<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11650000 | PA      | $10485456.68  | 0.99%             | 2055-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F040677<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    28470000 | PA      | $26464957.55  | 2.51%             | 2055-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      778000 | PA      | $768696.24    | 0.07%             | 2029-01-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3895000 | PA      | $821556.78    | 0.08%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F042673<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14650000 | PA      | $14007916.87  | 1.33%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., I.B.M., Grupo Financiero Santander Mexico                  | Banco Santander Mexico, S.A., I.B.M., Grupo Financiero Santander Mexico                  | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86785.00     | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                             | Freedom Mortgage Corporation                                                             | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30078.01     | 0.00%             | 2027-01-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                            | Freedom Mortgage Holdings LLC                                                            | CUSIP: 35641AAA6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31153.63     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                            | Freedom Mortgage Holdings LLC                                                            | CUSIP: 35641AAB4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30936.27     | 0.00%             | 2031-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                    | Freeport-McMoRan Inc.                                                                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1079499.29   | 0.10%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                      | Frontier Issuer LLC                                                                      | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1237000 | PA      | $1256549.67   | 0.12%             | 2028-07-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                      | Frontier Issuer LLC                                                                      | CUSIP: 35910EAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1091000 | PA      | $1136769.30   | 0.11%             | 2031-05-20      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                    | BCP V Modular Services Finance II PLC                                                    | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      178000 | PA      | $235655.43    | 0.02%             | 2028-11-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance PLC                                                       | BCP V Modular Services Finance PLC                                                       | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $104653.85    | 0.01%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                          | Teva Pharmaceutical Finance Netherlands II B.V.                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      891000 | PA      | $1065937.57   | 0.10%             | 2030-05-09      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                      | Rakuten Group, Inc.                                                                      | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      200000 | PA      | $221454.72    | 0.02%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PCF GmbH                                                                                 | PCF GmbH                                                                                 | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $194218.15    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3733000 | PA      | $834043.56    | 0.08%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                     | Heimstaden Bostad AB                                                                     | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $109696.65    | 0.01%             | 2500-12-31      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SSE PLC                                                                                  | SSE PLC                                                                                  | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $475303.09    | 0.05%             | 2500-12-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| American Express Company                                                                 | American Express Company                                                                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      185000 | PA      | $180606.25    | 0.02%             | 2500-12-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Necessity Retail Reit, Inc. , The                                                        | Necessity Retail Reit, Inc. , The                                                        | CUSIP: 02608AAA7<br>LEI: 549300GN4H0K3IUS8983 | Long             | DBT              | CORP              | US        |      155000 | PA      | $150507.19    | 0.01%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners, L.P.                                                                  | AmeriGas Partners, L.P.                                                                  | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |      225000 | PA      | $233189.16    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      890000 | PA      | $865660.46    | 0.08%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dufry One B.V.                                                                           | Dufry One B.V.                                                                           | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |      240000 | PA      | $289747.59    | 0.03%             | 2031-04-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AA Bond Co Limited                                                                       | AA Bond Co Limited                                                                       | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | GB        |       34643 | PA      | $47312.82     | 0.00%             | 2026-01-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      278000 | PA      | $310278.09    | 0.03%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TMNL Holding B.V                                                                         | TMNL Holding B.V                                                                         | CUSIP: N/A<br>LEI: 7245000O9YOLPPM9YB33       | Long             | DBT              | CORP              | NL        |      480000 | PA      | $558580.43    | 0.05%             | 2029-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                       | AmWINS Group, Inc.                                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       95000 | PA      | $92312.36     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                           | Amsted Industries Incorporated                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      670000 | PA      | $680682.04    | 0.06%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                                           | Bellis Acquisition Company PLC                                                           | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $258074.61    | 0.02%             | 2030-05-14      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| 888 Acquisitions Limited                                                                 | 888 Acquisitions Limited                                                                 | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138349.36    | 0.01%             | 2030-05-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2022-3                                                          | Angel Oak Mortgage Trust 2022-3                                                          | CUSIP: 03464TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      883709 | PA      | $822786.98    | 0.08%             | 2026-04-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Angola, Government of                                                                    | Angola, Government of                                                                    | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1225000 | PA      | $970812.50    | 0.09%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Angola, Government of                                                                    | Angola, Government of                                                                    | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |      425000 | PA      | $383562.50    | 0.04%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Angola, Government of                                                                    | Angola, Government of                                                                    | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |      335000 | PA      | $258787.50    | 0.02%             | 2049-11-26      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| United Group B.V.                                                                        | United Group B.V.                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      180000 | PA      | $209976.54    | 0.02%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      262000 | PA      | $301746.95    | 0.03%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                             | Antero Midstream Partners LP                                                             | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      980000 | PA      | $1012287.38   | 0.10%             | 2032-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| AON North America, Inc.                                                                  | AON North America, Inc.                                                                  | CUSIP: 03740MAF7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1158793.34   | 0.11%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                                                     | AppLovin Corporation                                                                     | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1558533.24   | 0.15%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                                                     | AppLovin Corporation                                                                     | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      243000 | PA      | $237354.58    | 0.02%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| V.F. Corporation                                                                         | V.F. Corporation                                                                         | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      275000 | PA      | $309122.82    | 0.03%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pachelbel BidCo S.p.A.                                                                   | Pachelbel BidCo S.p.A.                                                                   | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |      280000 | PA      | $354619.22    | 0.03%             | 2031-05-17      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      895000 | PA      | $723831.25    | 0.07%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: 03846JAA8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |     1350000 | PA      | $1326375.00   | 0.13%             | 2026-02-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Motel One GmbH                                                                           | Motel One GmbH                                                                           | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $252427.76    | 0.02%             | 2031-04-02      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                                   | Telefonica Europe B.V.                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $258265.68    | 0.02%             | 2500-12-31      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     3472201 | PA      | $187256.99    | 0.02%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ZF Friedrichshafen AG                                                                    | ZF Friedrichshafen AG                                                                    | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $461455.10    | 0.04%             | 2029-03-13      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      170000 | PA      | $140675.00    | 0.01%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Arby's Funding, LLC                                                                      | Arby's Funding, LLC                                                                      | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1238250 | PA      | $1182959.91   | 0.11%             | 2027-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Miller Homes Group (Finco) PLC                                                           | Miller Homes Group (Finco) PLC                                                           | CUSIP: N/A<br>LEI: 98450057058CDE2E9650       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $412342.59    | 0.04%             | 2029-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                     | Koninklijke KPN N.V.                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      170000 | PA      | $212517.02    | 0.02%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CPI Property Group                                                                       | CPI Property Group                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      295000 | PA      | $304579.75    | 0.03%             | 2030-01-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ADLER Financing S.a r.l.                                                                 | ADLER Financing S.a r.l.                                                                 | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      344519 | PA      | $424398.08    | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                               | Orsted A/S                                                                               | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      587000 | PA      | $699235.92    | 0.07%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| RAC Bond Co PLC                                                                          | RAC Bond Co PLC                                                                          | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134700.86    | 0.01%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     5140000 | PA      | $1243951.54   | 0.12%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Synthomer PLC                                                                            | Synthomer PLC                                                                            | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $232748.91    | 0.02%             | 2029-05-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Orsted A/S                                                                               | Orsted A/S                                                                               | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      300000 | PA      | $358685.97    | 0.03%             | 3022-12-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: N/A<br>LEI: 2549002I12VHJWR4RC85       | Long             | DBT              | CORP              | US        |      400000 | PA      | $493014.75    | 0.05%             | 2028-11-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International S.a r.l.                                                     | Cirsa Finance International S.a r.l.                                                     | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      401000 | PA      | $491493.44    | 0.05%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PLT VII Finance S.a r.l.                                                                 | PLT VII Finance S.a r.l.                                                                 | CUSIP: N/A<br>LEI: 894500SKZV4JDP64R249       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $238975.56    | 0.02%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners, L.P.                                                                  | Archrock Partners, L.P.                                                                  | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160686.73    | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners, L.P.                                                                  | Archrock Partners, L.P.                                                                  | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      770000 | PA      | $784888.67    | 0.07%             | 2032-09-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                                     | Fressnapf Holding SE                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      400000 | PA      | $475425.59    | 0.05%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Atos SE                                                                                  | Atos SE                                                                                  | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |      145000 | PA      | $144961.92    | 0.01%             | 2030-12-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                             | Arcosa, Inc.                                                                             | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51821.56     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                      | Ardonagh Finco Ltd.                                                                      | CUSIP: 039853AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $308297.79    | 0.03%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Azelis Finance                                                                           | Azelis Finance                                                                           | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |      310000 | PA      | $374973.02    | 0.04%             | 2029-09-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| TAP-Transportes Aereos Portugueses, SGPS, S.A.                                           | TAP-Transportes Aereos Portugueses, SGPS, S.A.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PT        |      500000 | PA      | $590671.57    | 0.06%             | 2029-11-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Group Finance Limited                                                           | Ardonagh Group Finance Limited                                                           | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68398.58     | 0.01%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Forvia                                                                                   | Forvia                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      265000 | PA      | $312050.79    | 0.03%             | 2030-06-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     5735000 | PA      | $1289342.67   | 0.12%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Optics BidCo S.p.A.                                                                      | Optics BidCo S.p.A.                                                                      | CUSIP: N/A<br>LEI: 254900QZ5RQ7MPFWE741       | Long             | DBT              | CORP              | IT        |      400000 | PA      | $502094.40    | 0.05%             | 2028-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                                                         | TotalEnergies SE                                                                         | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $352501.73    | 0.03%             | 2500-12-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Edge Finco PLC                                                                           | Edge Finco PLC                                                                           | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      260000 | PA      | $370846.84    | 0.04%             | 2031-08-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Pinewood Finco PLC                                                                       | Pinewood Finco PLC                                                                       | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      405000 | PA      | $548351.45    | 0.05%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Goldstory                                                                                | Goldstory                                                                                | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      680000 | PA      | $829378.09    | 0.08%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bubbles BidCo S.p.A.                                                                     | Bubbles BidCo S.p.A.                                                                     | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      400000 | PA      | $476537.58    | 0.05%             | 2031-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                          | MPT Operating Partnership, L.P.                                                          | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      205000 | PA      | $246640.31    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Atos SE                                                                                  | Atos SE                                                                                  | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |      424718 | PA      | $557673.09    | 0.05%             | 2029-12-18      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                                    | Deutsche Lufthansa Aktiengesellschaft                                                    | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $351176.54    | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Tereos Finance Groupe I                                                                  | Tereos Finance Groupe I                                                                  | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |      135000 | PA      | $157886.32    | 0.01%             | 2031-04-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CPI Property Group                                                                       | CPI Property Group                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      204000 | PA      | $233092.87    | 0.02%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ontex Group                                                                              | Ontex Group                                                                              | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |      235000 | PA      | $282293.87    | 0.03%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                                                  | GA Global Funding Trust                                                                  | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1544795.41   | 0.15%             | 2031-12-09      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                        | GGAM Finance Ltd.                                                                        | CUSIP: 36170JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $149851.16    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | Banco Santander, S.A.                                                                    | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |      600000 | PA      | $580500.00    | 0.06%             | 2500-12-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |      115000 | PA      | $115862.61    | 0.01%             | 2500-12-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver           | Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver           | CUSIP: 05974EAA8<br>LEI: 4469000001BLWI4LQJ08 | Long             | DBT              | CORP              | US        |       84511 | PA      | $85626.80     | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bangkok Bank Public Company Limited                                                      | Bangkok Bank Public Company Limited                                                      | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | US        |      190000 | PA      | $197104.16    | 0.02%             | 2034-07-05      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1320113.60   | 0.13%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2840000 | PA      | $2255201.68   | 0.21%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| GWT Commercial Mortgage Trust 2024-WLF2                                                  | GWT Commercial Mortgage Trust 2024-WLF2                                                  | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      304000 | PA      | $304665.33    | 0.03%             | 2026-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC30                                                   | GS Mortgage Securities Trust 2015-GC30                                                   | CUSIP: 36250GAR6<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-CBDO         | CORP              | US        |      295155 | PA      | $1.98         | 0.00%             | 2050-05-12      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GS1                                                    | GS Mortgage Securities Trust 2015-GS1                                                    | CUSIP: 36252AAG1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |      519000 | PA      | $503851.17    | 0.05%             | 2025-11-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS2                                                    | GS Mortgage Securities Trust 2016-GS2                                                    | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $522101.54    | 0.05%             | 2026-05-12      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                                   | GS Mortgage Securities Trust 2019-GC42                                                   | CUSIP: 36257UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      823000 | PA      | $699473.63    | 0.07%             | 2029-09-12      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| GYP Holdings III Corp.                                                                   | GYP Holdings III Corp.                                                                   | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120279.97    | 0.01%             | 2029-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      660000 | PA      | $673134.99    | 0.06%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      695000 | PA      | $714506.29    | 0.07%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| GTCR W-2 Merger Sub LLC                                                                  | GTCR W-2 Merger Sub LLC                                                                  | CUSIP: 36268NAB6<br>LEI: 254900HJTH4LRJB6QF88 | Long             | DBT              | CORP              | GB        |      140000 | PA      | $205780.50    | 0.02%             | 2031-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2024-1                                                 | GLS Auto Select Receivables Trust 2024-1                                                 | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      468000 | PA      | $476963.51    | 0.05%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      660000 | PA      | $688248.00    | 0.07%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank5 2023-5YR3                                                                          | Bank5 2023-5YR3                                                                          | CUSIP: 06211EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      331000 | PA      | $345990.49    | 0.03%             | 2028-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5Yr7                                                                          | Bank5 2024-5Yr7                                                                          | CUSIP: 06211UCD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      433000 | PA      | $452600.91    | 0.04%             | 2029-06-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                                                 | Bank of New York Mellon Corporation, The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     2655000 | PA      | $2594406.79   | 0.25%             | 2500-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK17                                                                          | Bank 2019-BNK17                                                                          | CUSIP: 065403BH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      455000 | PA      | $395286.12    | 0.04%             | 2029-04-17      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Bank 2021-BNK38                                                                          | Bank 2021-BNK38                                                                          | CUSIP: 06540EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      343000 | PA      | $274782.00    | 0.03%             | 2031-12-17      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR5                                                                          | BANK5 2024-5YR5                                                                          | CUSIP: 065931BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      394000 | PA      | $410341.78    | 0.04%             | 2029-02-16      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      710000 | PA      | $661187.50    | 0.06%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      880000 | PA      | $922900.00    | 0.09%             | 2500-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      645000 | PA      | $719175.00    | 0.07%             | 2500-12-31      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      395000 | PA      | $397468.75    | 0.04%             | 2500-12-31      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XXI Ltd.                                                                   | Battalion CLO XXI Ltd.                                                                   | CUSIP: 07134WAL7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $976839.00    | 0.09%             | 2034-07-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                                                | Bausch + Lomb Corporation                                                                | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |      430000 | PA      | $449237.29    | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      305000 | PA      | $256340.42    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                                    | Capstone Copper Corp.                                                                    | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | US        |      425000 | PA      | $435228.42    | 0.04%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                                                  | Capstone Borrower, Inc.                                                                  | CUSIP: 140944AB5<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |      315000 | PA      | $327937.96    | 0.03%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      585000 | PA      | $590868.05    | 0.06%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      260000 | PA      | $265778.37    | 0.03%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       34377 | PA      | $35276.63     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78871.86     | 0.01%             | 2030-06-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2025-1                                              | Castlelake Aircraft Structured Trust 2025-1                                              | CUSIP: 14856VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      599393 | PA      | $583569.32    | 0.06%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                                                            | Magnum Management Corporation                                                            | CUSIP: 150190AE6<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |      145000 | PA      | $142020.26    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26128.50     | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57784.23     | 0.01%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57875.74     | 0.01%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26551.36     | 0.00%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      280000 | PA      | $286462.02    | 0.03%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      380000 | PA      | $383901.57    | 0.04%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Celulosa Arauco y Constitucion S.A.                                                      | Celulosa Arauco y Constitucion S.A.                                                      | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | US        |      340000 | PA      | $323809.20    | 0.03%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                                 | CenterPoint Energy, Inc.                                                                 | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1392075.00   | 0.13%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                                                | Champion Iron Canada Inc.                                                                | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $151951.98    | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Champions Financing Inc.                                                                 | Champions Financing Inc.                                                                 | CUSIP: 15870LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $318052.39    | 0.03%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Chart Industries, Inc.                                                                   | Chart Industries, Inc.                                                                   | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      270000 | PA      | $287976.60    | 0.03%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      445000 | PA      | $404633.47    | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199185.41    | 0.02%             | 2500-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                 | Devon Energy Corporation                                                                 | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      470000 | PA      | $391432.26    | 0.04%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                 | Devon Energy Corporation                                                                 | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      870000 | PA      | $873165.93    | 0.08%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQPV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      408778 | PA      | $410844.56    | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQXV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      566511 | PA      | $568844.34    | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       87629 | PA      | $90620.95     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1013934 | PA      | $1018110.03   | 0.10%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DTG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      731526 | PA      | $734790.05    | 0.07%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      268705 | PA      | $257441.31    | 0.02%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DUXF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      362820 | PA      | $363389.40    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVD44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1247362 | PA      | $1222699.89   | 0.12%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      363120 | PA      | $301868.00    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      830372 | PA      | $719382.91    | 0.07%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1412436 | PA      | $1391682.00   | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1754248 | PA      | $1684278.46   | 0.16%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2123850 | PA      | $2091315.53   | 0.20%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1463960 | PA      | $1469440.10   | 0.14%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      571659 | PA      | $583404.29    | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      971002 | PA      | $958251.99    | 0.09%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1743289 | PA      | $1712852.86   | 0.16%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1058117 | PA      | $1059763.66   | 0.10%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      868654 | PA      | $885686.87    | 0.08%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      334878 | PA      | $341444.34    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWHV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      616013 | PA      | $636757.60    | 0.06%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1703782 | PA      | $1735593.58   | 0.16%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      514917 | PA      | $525014.16    | 0.05%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1383458 | PA      | $1383448.66   | 0.13%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      238268 | PA      | $238266.47    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3026263 | PA      | $2966427.86   | 0.28%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1650241 | PA      | $1677442.78   | 0.16%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      688841 | PA      | $700303.59    | 0.07%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2494958 | PA      | $2495721.34   | 0.24%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427MDM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2567978 | PA      | $2462944.92   | 0.23%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427NLB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      583748 | PA      | $603542.28    | 0.06%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GQ5G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      586829 | PA      | $598519.21    | 0.06%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GQBU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1945586 | PA      | $1948612.74   | 0.18%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GRDV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      558414 | PA      | $578003.95    | 0.05%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2020-1                                                | Ellington Financial Mortgage Trust 2020-1                                                | CUSIP: 31574PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      870000 | PA      | $930405.32    | 0.09%             | 2065-05-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                      | Fifth Third Bancorp                                                                      | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      547000 | PA      | $549862.62    | 0.05%             | 2500-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                      | Fifth Third Bancorp                                                                      | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      710000 | PA      | $677679.24    | 0.06%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                        | Intel Corporation                                                                        | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      860000 | PA      | $711606.91    | 0.07%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                        | Intel Corporation                                                                        | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      860000 | PA      | $791003.40    | 0.08%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY Mortgage Trust                                                          | INTOWN 2025-STAY Mortgage Trust                                                          | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1577000 | PA      | $1571083.57   | 0.15%             | 2027-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      240000 | PA      | $246306.36    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                               | Iron Mountain Incorporated                                                               | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247915.96    | 0.02%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.                                      | Iron Mountain Information Management Services, Inc.                                      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $67148.11     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                                                              | Island Finance Trust 2025-1                                                              | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $508488.00    | 0.05%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-HE3                                                      | J.P. Morgan Mortgage Trust 2023-HE3                                                      | CUSIP: 465985AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      397230 | PA      | $399159.38    | 0.04%             | 2031-06-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                               | First Quantum Minerals Ltd                                                               | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      585000 | PA      | $585296.88    | 0.06%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO 2019-5, Ltd.                                                             | 522 Funding CLO 2019-5, Ltd.                                                             | CUSIP: 33829WAJ8<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | US        |     2850000 | PA      | $2820736.20   | 0.27%             | 2035-04-16      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      768117 | PA      | $757850.72    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                            | Focus Financial Partners, LLC                                                            | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      195000 | PA      | $199102.63    | 0.02%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Company                                                                       | Ford Motor Company                                                                       | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1687120.00   | 0.16%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                         | JNL Government Money Market Fund                                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    13397120 | NS      | $13397120.48  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                                      | JPMBB Commercial Mortgage Securities Trust 2015-C30                                      | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1040000 | PA      | $1013753.62   | 0.10%             | 2025-07-17      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140MWN28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      534229 | PA      | $544704.90    | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N3AD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      993768 | PA      | $953619.02    | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N6SX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1124184 | PA      | $1148088.97   | 0.11%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N9TX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      999008 | PA      | $1003996.28   | 0.10%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                          | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      935000 | PA      | $762483.52    | 0.07%             | 2027-01-08      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-4                                                        | J.P. Morgan Mortgage Trust 2024-4                                                        | CUSIP: 46657WAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      417347 | PA      | $418323.05    | 0.04%             | 2029-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      825000 | PA      | $824226.56    | 0.08%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                 | Fortress Transportation And Infrastructure Investors LLC                                 | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      155000 | PA      | $160094.53    | 0.02%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-HE1                                                      | J.P. Morgan Mortgage Trust 2024-HE1                                                      | CUSIP: 46658AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      357000 | PA      | $358502.01    | 0.03%             | 2031-04-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-HE1                                                      | J.P. Morgan Mortgage Trust 2024-HE1                                                      | CUSIP: 46658AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      271000 | PA      | $272988.30    | 0.03%             | 2031-04-21      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                                             | Fortress Intermediate 3 Inc.                                                             | CUSIP: 34966MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $346185.66    | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Foundation Building Materials, Inc.                                                      | Foundation Building Materials, Inc.                                                      | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |      235000 | PA      | $215750.51    | 0.02%             | 2029-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NABJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1211101 | PA      | $1216543.00   | 0.12%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NCT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      813930 | PA      | $800953.03    | 0.08%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-2                                                          | Foundation Finance Trust 2024-2                                                          | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194642 | PA      | $194528.35    | 0.02%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-2                                                          | Foundation Finance Trust 2024-2                                                          | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      546945 | PA      | $555043.22    | 0.05%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129786.55    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      220000 | PA      | $210937.16    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      495000 | PA      | $484813.69    | 0.05%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                        | Hillenbrand, Inc.                                                                        | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      395000 | PA      | $354083.70    | 0.03%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Hilton Grand Vacations Trust 2022-1D                                                     | Hilton Grand Vacations Trust 2022-1D                                                     | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230194 | PA      | $229318.43    | 0.02%             | 2034-06-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-2                                                      | Hilton Grand Vacations Trust 2022-2                                                      | CUSIP: 43283GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      220927 | PA      | $218737.41    | 0.02%             | 2029-08-27      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-2                                                      | Hilton Grand Vacations Trust 2024-2                                                      | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560585 | PA      | $569906.06    | 0.05%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-2                                                      | Hilton Grand Vacations Trust 2024-2                                                      | CUSIP: 43283JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      138474 | PA      | $141598.35    | 0.01%             | 2038-03-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-1B                                                     | Hilton Grand Vacations Trust 2024-1B                                                     | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      107800 | PA      | $108718.50    | 0.01%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-1B                                                     | Hilton Grand Vacations Trust 2024-1B                                                     | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      234346 | PA      | $239325.02    | 0.02%             | 2039-09-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust 2016-HHV                                                                | Hilton USA Trust 2016-HHV                                                                | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1081000 | PA      | $1058417.48   | 0.10%             | 2026-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39757.70     | 0.00%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64094.48     | 0.01%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                                    | Howard Midstream Energy Partners, LLC                                                    | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1198974.27   | 0.11%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NK4F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1831705 | PA      | $1838905.02   | 0.17%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QDU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1005254 | PA      | $873089.43    | 0.08%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKSW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1118098 | PA      | $978085.04    | 0.09%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      706762 | PA      | $589531.63    | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QN2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1753701 | PA      | $1585943.19   | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      302146 | PA      | $263932.43    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QPAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      708315 | PA      | $642107.03    | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QPFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2580415 | PA      | $2409673.63   | 0.23%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1046678 | PA      | $977421.76    | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1327409 | PA      | $1307904.61   | 0.12%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      235000 | PA      | $247039.99    | 0.02%             | 2031-04-30      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      265000 | PA      | $267342.67    | 0.03%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      195000 | PA      | $200983.70    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                             | JBS USA Holding Lux S.a r.l.                                                             | CUSIP: 472140AA0<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |      225000 | PA      | $233505.07    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance 2 PLC                                                                | Howden UK Refinance 2 PLC                                                                | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62415.98     | 0.01%             | 2032-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC                                                                  | Howden UK Refinance PLC                                                                  | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207058.33    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QRHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      706846 | PA      | $697564.03    | 0.07%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      661766 | PA      | $665070.15    | 0.06%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QRVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1738745 | PA      | $1715370.27   | 0.16%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1970000 | PA      | $1983543.75   | 0.19%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                             | JBS USA Holding Lux S.a r.l.                                                             | CUSIP: 472140AC6<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2709183.83   | 0.26%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Jeld-Wen, Inc.                                                                           | Jeld-Wen, Inc.                                                                           | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      170000 | PA      | $158217.95    | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5350000 | PA      | $5340595.77   | 0.51%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1230000 | PA      | $1276221.06   | 0.12%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Holding, Inc.                                                                   | JELD-WEN Holding, Inc.                                                                   | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |      185000 | PA      | $144807.27    | 0.01%             | 2032-09-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Jones Deslauriers Insurance Management Inc.                                              | Jones Deslauriers Insurance Management Inc.                                              | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | US        |      115000 | PA      | $123147.45    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      495000 | PA      | $517377.76    | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62766.50     | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc.                                              | Jones Deslauriers Insurance Management Inc.                                              | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | US        |       75000 | PA      | $79518.84     | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      159000 | PA      | $159550.54    | 0.02%             | 2500-12-31      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |      230000 | PA      | $221360.28    | 0.02%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                         | AusNet Services Holdings Pty Ltd                                                         | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      543000 | PA      | $626035.12    | 0.06%             | 2081-03-11      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64057.50     | 0.01%             | 2500-12-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corporation                                                              | Kaiser Aluminum Corporation                                                              | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $166588.34    | 0.02%             | 2028-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Aluminum Corporation                                                              | Kaiser Aluminum Corporation                                                              | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $457629.05    | 0.04%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      695000 | PA      | $695882.91    | 0.07%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EDP, S.A.                                                                                | EDP, S.A.                                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      200000 | PA      | $249725.54    | 0.02%             | 2083-04-23      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Forvia                                                                                   | Forvia                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      150000 | PA      | $171317.61    | 0.02%             | 2027-06-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| NYMT Loan Trust 2024-INV1                                                                | NYMT Loan Trust 2024-INV1                                                                | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      367160 | PA      | $367274.48    | 0.03%             | 2028-10-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2024-INV1                                                                | NYMT Loan Trust 2024-INV1                                                                | CUSIP: 62956XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      733388 | PA      | $734840.55    | 0.07%             | 2028-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                   | Eurofins Scientific SE                                                                   | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |      480000 | PA      | $601461.60    | 0.06%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Ziggo B.V.                                                                               | Ziggo B.V.                                                                               | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |      135000 | PA      | $148767.92    | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage LLC                                                             | New Residential Mortgage LLC                                                             | CUSIP: 62956YAA7<br>LEI: 549300FB4YR8GY21CA08 | Long             | ABS-MBS          | CORP              | US        |      923513 | PA      | $930852.99    | 0.09%             | 2029-11-25      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | Nationwide Building Society                                                              | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |      835000 | PA      | $815644.70    | 0.08%             | 2032-10-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                        | Nationstar Mortgage Holdings Inc.                                                        | CUSIP: 63861CAG4<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |      510000 | PA      | $520658.82    | 0.05%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1818218.75   | 0.17%             | 2500-12-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Navient Private Education Refi Loan Trust 2019-F                                         | Navient Private Education Refi Loan Trust 2019-F                                         | CUSIP: 63935CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1225000 | PA      | $1083393.80   | 0.10%             | 2032-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      260000 | PA      | $254702.73    | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      335000 | PA      | $348519.02    | 0.03%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-E                                         | Navient Private Education Refi Loan Trust 2021-E                                         | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1355555 | PA      | $1199719.58   | 0.11%             | 2028-12-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CPI Property Group                                                                       | CPI Property Group                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130267.20    | 0.01%             | 2028-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Elo                                                                                      | Elo                                                                                      | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $328330.18    | 0.03%             | 2029-03-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-F                                         | Navient Private Education Refi Loan Trust 2021-F                                         | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1029329 | PA      | $896651.92    | 0.09%             | 2029-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-G                                         | Navient Private Education Refi Loan Trust 2021-G                                         | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1196478 | PA      | $1076499.28   | 0.10%             | 2029-06-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-B                                         | Navient Private Education Refi Loan Trust 2021-B                                         | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      268314 | PA      | $243973.03    | 0.02%             | 2028-06-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2023-A                                         | Navient Private Education Refi Loan Trust 2023-A                                         | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1407939 | PA      | $1428002.36   | 0.14%             | 2034-12-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets P.L.C.                                                                | BP Capital Markets P.L.C.                                                                | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $824565.45    | 0.08%             | 2500-12-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                     | Heimstaden Bostad AB                                                                     | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $111758.07    | 0.01%             | 2500-12-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Neighborly Issuer 2023-1                                                                 | Neighborly Issuer 2023-1                                                                 | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300075 | PA      | $1313074.06   | 0.12%             | 2028-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                         | Nelnet Student Loan Trust 2021-C                                                         | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1256592.82   | 0.12%             | 2062-04-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BK LC Lux Finco 1 S.a r.l.                                                               | BK LC Lux Finco 1 S.a r.l.                                                               | CUSIP: N/A<br>LEI: 5299004DSXRFOZZ5UG09       | Long             | DBT              | CORP              | LU        |      555000 | PA      | $661182.82    | 0.06%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                               | VMED O2 UK Financing I PLC                                                               | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      600000 | PA      | $736083.39    | 0.07%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                    | Neptune BidCo US Inc.                                                                    | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $297006.15    | 0.03%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| RITHM Capital Corp.                                                                      | RITHM Capital Corp.                                                                      | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |      230000 | PA      | $230849.36    | 0.02%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2024-RTL2                                            | New Residential Mortgage Loan Trust 2024-RTL2                                            | CUSIP: 64831WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      929000 | PA      | $928483.10    | 0.09%             | 2039-09-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM3                                            | New Residential Mortgage Loan Trust 2025-NQM3                                            | CUSIP: 64832CAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $677191.18    | 0.06%             | 2030-08-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CPUK Mortgage Finance Limited                                                            | CPUK Mortgage Finance Limited                                                            | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | GB        |      260000 | PA      | $347290.03    | 0.03%             | 2027-08-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                         | Jaguar Land Rover Automotive PLC                                                         | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |      261000 | PA      | $309996.91    | 0.03%             | 2028-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                           | Walgreens Boots Alliance, Inc.                                                           | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      260000 | PA      | $275784.15    | 0.03%             | 2029-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                                    | Walker & Dunlop, Inc.                                                                    | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $252450.57    | 0.02%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| NRZ FHT Excess LLC                                                                       | NRZ FHT Excess LLC                                                                       | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1014026 | PA      | $1021369.13   | 0.10%             | 2032-03-25      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      255000 | PA      | $268530.97    | 0.03%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Arena Luxembourg Finance S.a r.l.                                                        | Arena Luxembourg Finance S.a r.l.                                                        | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |      180000 | PA      | $202156.83    | 0.02%             | 2028-02-01      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| UGI International, LLC                                                                   | UGI International, LLC                                                                   | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |      160000 | PA      | $175635.27    | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                          | Nordstrom, Inc.                                                                          | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23043.05     | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Incorporated                                                        | Northern Oil and Gas Incorporated                                                        | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      495000 | PA      | $510612.77    | 0.05%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                       | Wand NewCo 3, Inc.                                                                       | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      400000 | PA      | $420503.42    | 0.04%             | 2032-01-30      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    28420000 | PA      | $1251557.82   | 0.12%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                          | Northriver Midstream Finance LP                                                          | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56997.09     | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57056.54     | 0.01%             | 2030-09-30      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      385000 | PA      | $395782.20    | 0.04%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      275000 | PA      | $263612.74    | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     1205000 | PA      | $202478.92    | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     8760000 | PA      | $2562739.55   | 0.24%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                    | Telecom Italia S.p.A.                                                                    | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      250000 | PA      | $295326.95    | 0.03%             | 2027-10-12      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     3050118 | PA      | $149873.29    | 0.01%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 674 mbH                                                   | Techem Verwaltungsgesellschaft 674 mbH                                                   | CUSIP: N/A<br>LEI: 549300W2QKB8BC676O97       | Long             | DBT              | CORP              | DE        |      263759 | PA      | $310695.51    | 0.03%             | 2026-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fiber Midco S.p.A.                                                                       | Fiber Midco S.p.A.                                                                       | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      127000 | PA      | $135088.56    | 0.01%             | 2029-06-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Iliad Holding                                                                            | Iliad Holding                                                                            | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |      926000 | PA      | $1109609.20   | 0.11%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Dana Financing Luxembourg S.a r.l.                                                       | Dana Financing Luxembourg S.a r.l.                                                       | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |      223000 | PA      | $285667.76    | 0.03%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      280000 | PA      | $289513.21    | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OBX 2021-NQM4 Trust                                                                      | OBX 2021-NQM4 Trust                                                                      | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1707127 | PA      | $1450140.10   | 0.14%             | 2061-10-25      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                     | Resideo Funding Inc.                                                                     | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      150000 | PA      | $141779.30    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                     | Resideo Funding Inc.                                                                     | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      335000 | PA      | $343389.98    | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RIAL 2022-FL8 D                                                                          | RIAL 2022-FL8 D                                                                          | CUSIP: 76243NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $996298.60    | 0.09%             | 2037-01-19      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                              | Rio Tinto Finance (USA) plc                                                              | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181020.28    | 0.02%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ritchie Bros. Holdings Inc.                                                              | Ritchie Bros. Holdings Inc.                                                              | CUSIP: 76774LAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $231313.70    | 0.02%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                                                  | Rockcliff Energy II LLC                                                                  | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      890000 | PA      | $862826.16    | 0.08%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $178337.66    | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $235381.88    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage, LLC                                                                     | Rocket Mortgage, LLC                                                                     | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      305000 | PA      | $272768.21    | 0.03%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                             | Rockies Express Pipeline LLC                                                             | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289590.06    | 0.03%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Guala Closures S.p.A.                                                                    | Guala Closures S.p.A.                                                                    | CUSIP: N/A<br>LEI: 81560065108651154262       | Long             | DBT              | CORP              | IT        |      230000 | PA      | $263280.33    | 0.02%             | 2028-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                                             | Flutter Treasury Designated Activity Company                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      170000 | PA      | $207320.49    | 0.02%             | 2029-04-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                             | Rockies Express Pipeline LLC                                                             | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      520000 | PA      | $543040.46    | 0.05%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                               | Rogers Communications Inc.                                                               | CUSIP: 775109DG3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |      775000 | PA      | $792661.30    | 0.08%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                               | Rogers Communications Inc.                                                               | CUSIP: 775109DH1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40429.97     | 0.00%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |      205000 | PA      | $204743.75    | 0.02%             | 2500-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |      536000 | PA      | $603758.60    | 0.06%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                    | Volkswagen International Finance N.V.                                                    | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $579404.48    | 0.05%             | 2500-12-31      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SFO Commercial Mortgage Trust 2021-555                                                   | SFO Commercial Mortgage Trust 2021-555                                                   | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1380000 | PA      | $1367925.00   | 0.13%             | 2028-05-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| SFO Commercial Mortgage Trust 2021-555                                                   | SFO Commercial Mortgage Trust 2021-555                                                   | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      229000 | PA      | $224308.00    | 0.02%             | 2028-05-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   140948700 | PA      | $6829202.37   | 0.65%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Waga Bondco Limited                                                                      | Waga Bondco Limited                                                                      | CUSIP: N/A<br>LEI: 254900PFB2C9WELUW795       | Long             | DBT              | CORP              | GB        |      150000 | PA      | $201396.53    | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Nexans                                                                                   | Nexans                                                                                   | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $242683.75    | 0.02%             | 2030-03-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Constellium SE                                                                           | Constellium SE                                                                           | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |      145000 | PA      | $172551.87    | 0.02%             | 2032-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                                   | Telefonica Europe B.V.                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $243835.78    | 0.02%             | 2500-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Peu (Fin) PLC                                                                            | Peu (Fin) PLC                                                                            | CUSIP: N/A<br>LEI: 213800G4WKC4TX8X3R23       | Long             | DBT              | CORP              | GB        |      640000 | PA      | $780900.24    | 0.07%             | 2028-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ENEL - SPA                                                                               | ENEL - SPA                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      450000 | PA      | $571158.82    | 0.05%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rossini S.a r.l.                                                                         | Rossini S.a r.l.                                                                         | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      210013 | PA      | $249648.17    | 0.02%             | 2029-12-31      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Elia Group                                                                               | Elia Group                                                                               | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | DBT              | CORP              | BE        |      300000 | PA      | $369729.26    | 0.04%             | 2500-12-31      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Kapla Holding                                                                            | Kapla Holding                                                                            | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118073.06    | 0.01%             | 2030-07-31      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Flos B&b Italia S.P.A.                                                                   | Flos B&b Italia S.P.A.                                                                   | CUSIP: N/A<br>LEI: 815600907387ED411436       | Long             | DBT              | CORP              | IT        |      177000 | PA      | $200624.41    | 0.02%             | 2029-12-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| FNAC Darty                                                                               | FNAC Darty                                                                               | CUSIP: N/A<br>LEI: 96950091FL62XSLPHO35       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $246292.99    | 0.02%             | 2029-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Scih Salt Holdings Inc.                                                                  | Scih Salt Holdings Inc.                                                                  | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $151979.18    | 0.01%             | 2029-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                         | SFS Auto Receivables Securitization Trust 2024-1                                         | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $528136.28    | 0.05%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SDAL Trust 2025-DAL                                                                      | SDAL Trust 2025-DAL                                                                      | CUSIP: 78437RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1087000 | PA      | $1098027.07   | 0.10%             | 2030-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| SLM Corporation                                                                          | SLM Corporation                                                                          | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      305000 | PA      | $319601.85    | 0.03%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-B                                                  | SMB Private Education Loan Trust 2021-B                                                  | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      817985 | PA      | $766599.54    | 0.07%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                                        | SM Energy Company                                                                        | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      560000 | PA      | $552451.65    | 0.05%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia S.a r.l.                                                                   | Saavi Energia S.a r.l.                                                                   | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $202862.62    | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| TVL Finance PLC                                                                          | TVL Finance PLC                                                                          | CUSIP: N/A<br>LEI: 549300DUQXE7VXG8YA50       | Long             | DBT              | CORP              | GB        |      239000 | PA      | $327138.14    | 0.03%             | 2028-04-28      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| CPI Property Group                                                                       | CPI Property Group                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $125981.82    | 0.01%             | 2029-05-07      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                                                       | CT Investment GmbH                                                                       | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $242650.77    | 0.02%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                                              | Progroup AG                                                                              | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      611000 | PA      | $712091.53    | 0.07%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| EDP, S.A.                                                                                | EDP, S.A.                                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      200000 | PA      | $238240.52    | 0.02%             | 2054-09-16      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                          | Teva Pharmaceutical Finance Netherlands II B.V.                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      286000 | PA      | $380861.91    | 0.04%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Valeo                                                                                    | Valeo                                                                                    | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $585618.16    | 0.06%             | 2030-04-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    95900000 | PA      | $4654746.31   | 0.44%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco PLC                                                                   | CD&R Firefly Bidco PLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      180000 | PA      | $254096.40    | 0.02%             | 2029-04-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Motion Finco S.a r.l.                                                                    | Motion Finco S.a r.l.                                                                    | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |      180000 | PA      | $198117.63    | 0.02%             | 2030-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $641983.10    | 0.06%             | 2084-08-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ceconomy AG                                                                              | Ceconomy AG                                                                              | CUSIP: N/A<br>LEI: 5299001X9L42HXEBCZ51       | Long             | DBT              | CORP              | DE        |      501000 | PA      | $614320.05    | 0.06%             | 2029-07-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IPD 3 B.V.                                                                               | IPD 3 B.V.                                                                               | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      370000 | PA      | $435031.07    | 0.04%             | 2031-06-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Afflelou                                                                                 | Afflelou                                                                                 | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |      230000 | PA      | $280990.94    | 0.03%             | 2029-07-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cross 2024-H8 Mortgage Trust                                                             | Cross 2024-H8 Mortgage Trust                                                             | CUSIP: 22757GAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      175000 | PA      | $176321.29    | 0.02%             | 2069-12-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Crown Communication Inc.                                                                 | Crown Communication Inc.                                                                 | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      616000 | PA      | $604215.37    | 0.06%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                       | CyrusOne Data Centers Issuer I LLC                                                       | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      576000 | PA      | $563510.36    | 0.05%             | 2028-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                                                      | Dell Equipment Finance Trust 2024-1                                                      | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $404771.76    | 0.04%             | 2026-12-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                | Dell International L.L.C.                                                                | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1141060.44   | 0.11%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                    | Delta Air Lines, Inc.                                                                    | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1188585.92   | 0.11%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc.                                                                   | Ellucian Holdings Inc.                                                                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $153500.78    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $347922.74    | 0.03%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | Enbridge Inc.                                                                            | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |      300000 | PA      | $317222.40    | 0.03%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      380000 | PA      | $404342.61    | 0.04%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      166156 | PA      | $169621.68    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQGW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1324754 | PA      | $1332611.05   | 0.13%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1413060 | PA      | $1446552.63   | 0.14%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1858390 | PA      | $1894829.74   | 0.18%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1449357 | PA      | $1208952.08   | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      943924 | PA      | $855988.86    | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHCY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1099829 | PA      | $962447.83    | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHD38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2132145 | PA      | $1775155.04   | 0.17%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1187525 | PA      | $1111546.88   | 0.11%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJ4L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      312854 | PA      | $291566.15    | 0.03%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      942783 | PA      | $853775.18    | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1381426 | PA      | $1156605.83   | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2287415 | PA      | $2198145.77   | 0.21%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      947803 | PA      | $938319.13    | 0.09%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      827638 | PA      | $814649.40    | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                            | Asbury Automotive Group, Inc.                                                            | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      385000 | PA      | $366692.23    | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                            | Ascent Resources - Utica, LLC                                                            | CUSIP: 04364VAU7<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |      415000 | PA      | $415507.06    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      601296 | PA      | $603546.52    | 0.06%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKVT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1259875 | PA      | $1285327.23   | 0.12%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                            | Ascent Resources - Utica, LLC                                                            | CUSIP: 04364VAX1<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |      285000 | PA      | $289959.51    | 0.03%             | 2032-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                                             | CCG Receivables Trust 2025-1                                                             | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135000 | PA      | $135420.34    | 0.01%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                                             | CCG Receivables Trust 2025-1                                                             | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275000 | PA      | $276033.18    | 0.03%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                                             | CCG Receivables Trust 2025-1                                                             | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      185000 | PA      | $186721.67    | 0.02%             | 2032-10-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1233541 | PA      | $1240009.45   | 0.12%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1445206 | PA      | $1452065.41   | 0.14%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59046.58     | 0.01%             | 2027-03-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      120000 | PA      | $115781.66    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      115000 | PA      | $98705.50     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group, The                                                                         | Cigna Group, The                                                                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      510000 | PA      | $478981.39    | 0.05%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1028303 | PA      | $855488.76    | 0.08%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      932323 | PA      | $951478.15    | 0.09%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XM7A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      672594 | PA      | $677213.35    | 0.06%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      585351 | PA      | $596829.24    | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                                                       | CLI Funding VI LLC                                                                       | CUSIP: 12563LAP2<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-CBDO         | CORP              | US        |     1194626 | PA      | $1114607.69   | 0.11%             | 2030-09-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                   | CMS Energy Corporation                                                                   | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1463854.40   | 0.14%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS3 Mortgage Trust                                                            | COMM 2014-UBS3 Mortgage Trust                                                            | CUSIP: 12591YBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      487429 | PA      | $308.49       | 0.00%             | 2047-06-12      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      105000 | PA      | $96152.86     | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| COLT 2025-6 Mortgage Loan Trust                                                          | COLT 2025-6 Mortgage Loan Trust                                                          | CUSIP: 19689BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      763000 | PA      | $766962.72    | 0.07%             | 2070-08-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                 | Comision Federal De Electricidad, E.P.E.                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224651.14    | 0.02%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      886496 | PA      | $907161.40    | 0.09%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      332215 | PA      | $340774.67    | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                 | Comision Federal De Electricidad, E.P.E.                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | US        |      225000 | PA      | $221310.00    | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CommScope, LLC.                                                                          | CommScope, LLC.                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      390000 | PA      | $408142.28    | 0.04%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Commscope Finance LLC                                                                    | Commscope Finance LLC                                                                    | CUSIP: 20338QAA1<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54777.10     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Compass Datacenters Issuer II, LLC                                                       | Compass Datacenters Issuer II, LLC                                                       | CUSIP: 20469AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      315000 | PA      | $319093.99    | 0.03%             | 2029-02-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                       | Compass Datacenters Issuer II, LLC                                                       | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      485000 | PA      | $502314.84    | 0.05%             | 2029-02-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                 | Comstock Resources, Inc.                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      966000 | PA      | $968673.29    | 0.09%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      395000 | PA      | $408046.06    | 0.04%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                     | United Rentals (North America), Inc.                                                     | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      460000 | PA      | $474436.54    | 0.05%             | 2034-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XNWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      716402 | PA      | $730729.67    | 0.07%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XPCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      655940 | PA      | $644866.52    | 0.06%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      750000 | PA      | $541435.58    | 0.05%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lune Holdings S.a r.l.                                                                   | Lune Holdings S.a r.l.                                                                   | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $94384.47     | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15241000000 | PA      | $940088.54    | 0.09%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  1062000000 | PA      | $65211.44     | 0.01%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XPW88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      635301 | PA      | $650537.69    | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XQKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1295188 | PA      | $1297931.93   | 0.12%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                            | Schaeffler AG                                                                            | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $940975.25    | 0.09%             | 2030-03-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                                   | Telefonica Europe B.V.                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $387840.25    | 0.04%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                             | Petroleos de Venezuela, S.A.                                                             | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | US        |      477300 | PA      | $60431.75     | 0.01%             | 2027-04-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Periama Holdings, LLC                                                                    | Periama Holdings, LLC                                                                    | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |      290000 | PA      | $289902.97    | 0.03%             | 2026-04-19      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                               | Allianz SE                                                                               | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1928223.44   | 0.18%             | 2500-12-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Ray Financing LLC                                                                        | Ray Financing LLC                                                                        | CUSIP: N/A<br>LEI: 254900IA5MVMGDF40Z19       | Long             | DBT              | CORP              | US        |      650000 | PA      | $795643.82    | 0.08%             | 2031-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y6TF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      274618 | PA      | $262720.66    | 0.02%             | 2055-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1215037 | PA      | $1215788.80   | 0.12%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                       | Pinnacle Bidco PLC                                                                       | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      651000 | PA      | $943537.96    | 0.09%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      790628 | PA      | $684951.60    | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1966459 | PA      | $1703619.01   | 0.16%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1153398 | PA      | $1107394.54   | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      818184 | PA      | $807248.51    | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      346070 | PA      | $322522.16    | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1100448 | PA      | $1083590.48   | 0.10%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1839326 | PA      | $1811149.83   | 0.17%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1437321 | PA      | $1442701.20   | 0.14%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      936424 | PA      | $939344.15    | 0.09%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2537873 | PA      | $2494237.91   | 0.24%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      864778 | PA      | $849909.49    | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      368747 | PA      | $375977.98    | 0.04%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3452131 | PA      | $3108956.26   | 0.29%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      469248 | PA      | $478449.33    | 0.05%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2638870 | PA      | $2592672.94   | 0.25%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1269867 | PA      | $1271842.87   | 0.12%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      819085 | PA      | $835146.19    | 0.08%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1914719 | PA      | $1947477.26   | 0.18%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2025-1                                                          | Foundation Finance Trust 2025-1                                                          | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      759683 | PA      | $758450.12    | 0.07%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                    | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1304115.56   | 0.12%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                    | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      470000 | PA      | $487384.41    | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                    | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      855000 | PA      | $897161.42    | 0.09%             | 2039-01-25      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Fox Corporation                                                                          | Fox Corporation                                                                          | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      895000 | PA      | $967287.54    | 0.09%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35563PJQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      689200 | PA      | $665305.87    | 0.06%             | 2058-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KE47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1457000 | PA      | $1523475.63   | 0.14%             | 2042-08-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KH44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3266000 | PA      | $3438952.66   | 0.33%             | 2042-09-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KH77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      420000 | PA      | $458083.50    | 0.04%             | 2042-09-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KLU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1482000 | PA      | $1522038.45   | 0.14%             | 2041-10-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KQC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      897000 | PA      | $913759.37    | 0.09%             | 2029-01-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                     | Global Infrastructure Solutions Inc.                                                     | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      135000 | PA      | $137467.59    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                          | Goat Holdco LLC                                                                          | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $335955.56    | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      770000 | PA      | $810965.78    | 0.08%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      570000 | PA      | $568724.93    | 0.05%             | 2500-12-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      260000 | PA      | $255174.82    | 0.02%             | 2500-12-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 381427AA1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      540000 | PA      | $463550.05    | 0.04%             | 2500-12-31      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      185000 | PA      | $182080.23    | 0.02%             | 2500-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1503177.56   | 0.14%             | 2500-12-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                       | The Goodyear Tire & Rubber Company                                                       | CUSIP: 382550BF7<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      111000 | PA      | $111000.00    | 0.01%             | 2026-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                       | The Goodyear Tire & Rubber Company                                                       | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      160000 | PA      | $153569.10    | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                       | The Goodyear Tire & Rubber Company                                                       | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      235000 | PA      | $229661.42    | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae REMIC Trust 2020-095                                                          | Ginnie Mae REMIC Trust 2020-095                                                          | CUSIP: 38382GDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1478375 | PA      | $1125901.14   | 0.11%             | 2050-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382HKR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      736070 | PA      | $563418.19    | 0.05%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     3599918 | PA      | $525507.05    | 0.05%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382KMV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     4769016 | PA      | $603186.56    | 0.06%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382TV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1292468 | PA      | $1057782.49   | 0.10%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382UP70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1323695 | PA      | $1071446.66   | 0.10%             | 2051-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38384MEP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      702171 | PA      | $700893.88    | 0.07%             | 2054-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The   | Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The   | CUSIP: 38385CCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1136201 | PA      | $1141355.03   | 0.11%             | 2055-01-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding 2024-1, LLC                                           | Gracie Point International Funding 2024-1, LLC                                           | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1365000 | PA      | $1365771.23   | 0.13%             | 2026-03-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy Inc.                                                                  | Gran Tierra Energy Inc.                                                                  | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      340000 | PA      | $259052.62    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust 2024-WOLF                                                               | Great Wolf Trust 2024-WOLF                                                               | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      828000 | PA      | $830587.33    | 0.08%             | 2026-03-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-1                                            | GreenSky Home Improvement Issuer Trust 2025-1                                            | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497000 | PA      | $501390.70    | 0.05%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-1                                            | GreenSky Home Improvement Issuer Trust 2025-1                                            | CUSIP: 39571NAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      388000 | PA      | $391510.74    | 0.04%             | 2060-03-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Grifols Escrow Issuer S.A.                                                               | Grifols Escrow Issuer S.A.                                                               | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | US        |      265000 | PA      | $254275.54    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aval Acciones y Valores S.A.                                                       | Grupo Aval Acciones y Valores S.A.                                                       | CUSIP: 40053FAC2<br>LEI: 549300BBUKBHWLSUZM17 | Long             | DBT              | CORP              | US        |      390000 | PA      | $357679.32    | 0.03%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      620000 | PA      | $635239.85    | 0.06%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      475000 | PA      | $489223.35    | 0.05%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      450000 | PA      | $442687.50    | 0.04%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      410000 | PA      | $371050.00    | 0.04%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      295000 | PA      | $310061.93    | 0.03%             | 2500-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                             | HPEFS Equipment Trust 2024-2                                                             | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      886000 | PA      | $903242.36    | 0.09%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                | Harvest Midstream I, L.P.                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      295000 | PA      | $299818.68    | 0.03%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                | Harvest Midstream I, L.P.                                                                | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      630000 | PA      | $665464.41    | 0.06%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Heartland Dental, LLC                                                                    | Heartland Dental, LLC                                                                    | CUSIP: 42239PAB5<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68661.24     | 0.01%             | 2028-04-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      305000 | PA      | $319334.03    | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      382000 | PA      | $400345.66    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      165000 | PA      | $162890.01    | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      260000 | PA      | $253237.57    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank, The                                                            | Huntington National Bank, The                                                            | CUSIP: 44644NAA7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |      849949 | PA      | $862774.26    | 0.08%             | 2028-02-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank, The                                                            | Huntington National Bank, The                                                            | CUSIP: 44644NAG4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |      341890 | PA      | $344794.03    | 0.03%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                                            | Huntington National Bank, The                                                            | CUSIP: 44644NAJ8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |      239412 | PA      | $240162.27    | 0.02%             | 2032-10-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                                    | Hudson Yards 2025-SPRL Mortgage Trust                                                    | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      913000 | PA      | $938185.38    | 0.09%             | 2030-01-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                                    | Hudson Yards 2025-SPRL Mortgage Trust                                                    | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $340970.49    | 0.03%             | 2030-01-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                                    | Hudson Yards 2025-SPRL Mortgage Trust                                                    | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      194000 | PA      | $200387.00    | 0.02%             | 2030-01-15      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| IHOL-Verwaltungs-GmbH                                                                    | IHOL-Verwaltungs-GmbH                                                                    | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | US        |      300000 | PA      | $307749.32    | 0.03%             | 2030-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding                                                                            | Iliad Holding                                                                            | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |      160000 | PA      | $162863.78    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding                                                                            | Iliad Holding                                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |       95000 | PA      | $101550.98    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding                                                                            | Iliad Holding                                                                            | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30720.75     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                                | IP 2025-IP Mortgage Trust                                                                | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      515000 | PA      | $521174.13    | 0.05%             | 2030-06-12      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                                | IP 2025-IP Mortgage Trust                                                                | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      672000 | PA      | $677843.98    | 0.06%             | 2030-06-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                                | IP 2025-IP Mortgage Trust                                                                | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      384000 | PA      | $388077.54    | 0.04%             | 2030-06-12      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                        | INEOS Finance PLC                                                                        | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79422.91     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust 2025-200P                                                                      | IRV Trust 2025-200P                                                                      | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1094000 | PA      | $1078825.45   | 0.10%             | 2035-02-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                         | ITT Holdings LLC                                                                         | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      160000 | PA      | $152214.59    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corporation                                                                 | Imola Merger Corporation                                                                 | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |      280000 | PA      | $270661.57    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1475721.79   | 0.14%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |      510000 | PA      | $511573.01    | 0.05%             | 2035-07-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |      430000 | PA      | $435833.25    | 0.04%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $969237.50    | 0.09%             | 2500-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $837918.75    | 0.08%             | 2500-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                        | Intel Corporation                                                                        | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $910423.98    | 0.09%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                                  | KB Home                                                                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       55000 | PA      | $50959.94     | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                                  | KB Home                                                                                  | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      265000 | PA      | $274164.70    | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company Kazmunaygas                                         | Joint Stock Company National Company Kazmunaygas                                         | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      375000 | PA      | $324066.71    | 0.03%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Joint Stock Company National Company Kazmunaygas                                         | Joint Stock Company National Company Kazmunaygas                                         | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      980000 | PA      | $984623.64    | 0.09%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Kimmeridge Texas Gas, LLC                                                                | Kimmeridge Texas Gas, LLC                                                                | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      730000 | PA      | $755584.19    | 0.07%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                      | Kinder Morgan, Inc.                                                                      | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      675000 | PA      | $637234.83    | 0.06%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                      | Kinetik Holdings LP                                                                      | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      805000 | PA      | $812116.87    | 0.08%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                      | Kinetik Holdings LP                                                                      | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25568.85     | 0.00%             | 2028-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| KRC Materials, Inc.                                                                      | KRC Materials, Inc.                                                                      | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $252898.01    | 0.02%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co., The                                                                          | Kroger Co., The                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      380000 | PA      | $377835.75    | 0.04%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                                  | Bath & Body Works, Inc.                                                                  | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      360000 | PA      | $371089.77    | 0.04%             | 2030-10-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                          | LGI Homes, Inc.                                                                          | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      375000 | PA      | $357007.10    | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                         | LCM Investments Holdings II, LLC                                                         | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      285000 | PA      | $302782.65    | 0.03%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust 2024-RTL4                                                           | LHOME Mortgage Trust 2024-RTL4                                                           | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1690000 | PA      | $1696935.93   | 0.16%             | 2027-01-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| LV Trust 2024-SHOW                                                                       | LV Trust 2024-SHOW                                                                       | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1016000 | PA      | $1024917.23   | 0.10%             | 2029-10-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                                     | Ladder Capital Finance Holdings LLLP                                                     | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $46946.25     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      121181 | PA      | $139449.30    | 0.01%             | 2029-11-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      175000 | PA      | $198362.24    | 0.02%             | 2030-12-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186804.61    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3271539 | PA      | $3280785.06   | 0.31%             | 2054-12-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      555000 | PA      | $564684.81    | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                                | Liberty Mutual Group Inc.                                                                | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      690000 | PA      | $673957.50    | 0.06%             | 2051-12-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      235000 | PA      | $254400.93    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      315000 | PA      | $324685.57    | 0.03%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      936636 | PA      | $938824.49    | 0.09%             | 2055-02-25      | Floating      | 5.81%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HK4B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1976912 | PA      | $1972249.73   | 0.19%             | 2055-03-25      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| MVW 2024-1 LLC                                                                           | MVW 2024-1 LLC                                                                           | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      302139 | PA      | $306983.82    | 0.03%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16022.78     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKD92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1899896 | PA      | $1903007.41   | 0.18%             | 2055-03-25      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1889486 | PA      | $1888468.28   | 0.18%             | 2054-11-25      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |       85000 | PA      | $90388.01     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      430000 | PA      | $439264.51    | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HLWC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3000000 | PA      | $3008524.50   | 0.29%             | 2055-06-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31395Q3Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     2008335 | PA      | $350256.88    | 0.03%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140A6UM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1416789 | PA      | $1443241.98   | 0.14%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTS26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1153184 | PA      | $1174715.15   | 0.11%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                                 | NGL Energy Operating LLC                                                                 | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      900000 | PA      | $908971.86    | 0.09%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      215000 | PA      | $238181.48    | 0.02%             | 2500-12-31      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      196433 | PA      | $203262.87    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUUT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1008499 | PA      | $1010698.22   | 0.10%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101003.93    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1460075 | PA      | $1437594.80   | 0.14%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W06U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1462857 | PA      | $1468790.20   | 0.14%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0KH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2964822 | PA      | $2468414.70   | 0.23%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0SD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1565011 | PA      | $1497943.86   | 0.14%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1014265 | PA      | $1031617.86   | 0.10%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGG45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1262487 | PA      | $1145761.61   | 0.11%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1127680 | PA      | $983648.36    | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2614643 | PA      | $2262714.20   | 0.21%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1477163 | PA      | $1335857.96   | 0.13%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3950000 | PA      | $3602523.24   | 0.34%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2010000 | PA      | $1716526.68   | 0.16%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1280000 | PA      | $1145400.06   | 0.11%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1170000 | PA      | $954327.00    | 0.09%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5381000 | PA      | $5129816.53   | 0.49%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      240000 | PA      | $237806.26    | 0.02%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3680000 | PA      | $3555943.89   | 0.34%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2710000 | PA      | $2663564.32   | 0.25%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      590000 | PA      | $586612.10    | 0.06%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $984179.70    | 0.09%             | 2026-02-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8500000 | PA      | $7931562.50   | 0.75%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      183000 | PA      | $198257.52    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                       | Venture Global Calcasieu Pass, LLC                                                       | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      160000 | PA      | $150970.18    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                       | Venture Global Calcasieu Pass, LLC                                                       | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      165000 | PA      | $152834.87    | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      215000 | PA      | $222048.06    | 0.02%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      455000 | PA      | $472717.89    | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       70000 | PA      | $75594.34     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91080.48     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7300000 | PA      | $7366156.25   | 0.70%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    47320000 | PA      | $48802445.69  | 4.63%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16405000 | PA      | $16947314.36  | 1.61%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1765000 | PA      | $1767344.10   | 0.17%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5055000 | PA      | $5062898.44   | 0.48%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2735000 | PA      | $2741516.96   | 0.26%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2305000 | PA      | $2327509.71   | 0.22%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      925000 | PA      | $929052.43    | 0.09%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      240000 | PA      | $244404.17    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106719.43    | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber Abs Issuer Llc                                                               | Uniti Fiber Abs Issuer Llc                                                               | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      944000 | PA      | $966362.60    | 0.09%             | 2030-04-22      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327BAA8<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      290000 | PA      | $280167.19    | 0.03%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327BAB6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      145000 | PA      | $142022.65    | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327TAA9<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      102000 | PA      | $108072.78    | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327TAC5<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45470.28     | 0.00%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                            | USA Compression Finance Corp.                                                            | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      865000 | PA      | $886659.86    | 0.08%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Ats Consolidated, Inc.                                                                   | Ats Consolidated, Inc.                                                                   | CUSIP: 91835HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $397518.16    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                        | Vale Overseas Ltd                                                                        | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | US        |      435000 | PA      | $426000.94    | 0.04%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF                                           | VanEck J. P. Morgan EM Local Currency Bond ETF                                           | CUSIP: 92189H300<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |      422681 | NS      | $10714963.35  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       87000 | PA      | $93201.84     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                                                  | Ziggo Bond Company B.V.                                                                  | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      133000 | PA      | $135977.93    | 0.01%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                     | IHO Verwaltungs GmbH                                                                     | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      415000 | PA      | $511101.95    | 0.05%             | 2028-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Grifols Escrow Issuer S.A.                                                               | Grifols Escrow Issuer S.A.                                                               | CUSIP: N/A<br>LEI: 959800HLB3PGTGSLVV62       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $224811.88    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fedrigoni S.P.A.                                                                         | Fedrigoni S.P.A.                                                                         | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $337776.17    | 0.03%             | 2031-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                            | Cheplapharm Arzneimittel GmbH                                                            | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116120.02    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                                            | Schaeffler AG                                                                            | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119121.44    | 0.01%             | 2029-08-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $777447.43    | 0.07%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ephios Subco 3 S.a r.l.                                                                  | Ephios Subco 3 S.a r.l.                                                                  | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |      486000 | PA      | $615437.49    | 0.06%             | 2031-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Air France - KLM                                                                         | Air France - KLM                                                                         | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $243074.83    | 0.02%             | 2029-05-23      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica S.p.A.                                                                       | Lottomatica S.p.A.                                                                       | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |      180000 | PA      | $220279.13    | 0.02%             | 2030-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7626000000 | PA      | $479778.04    | 0.05%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco PLC                                                                   | Market Bidco Finco PLC                                                                   | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |      210000 | PA      | $282087.75    | 0.03%             | 2027-11-04      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | DBT              | CORP              | US        |      200000 | PA      | $247362.57    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Energia Group Roi Financeco Designated Activity Company                                  | Energia Group Roi Financeco Designated Activity Company                                  | CUSIP: N/A<br>LEI: 2138006WRV8S2EFW9516       | Long             | DBT              | CORP              | IE        |      207000 | PA      | $252348.09    | 0.02%             | 2028-07-31      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                                   | Telefonica Europe B.V.                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $503573.90    | 0.05%             | 2500-12-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| AA Bond Co Limited                                                                       | AA Bond Co Limited                                                                       | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | GB        |      409000 | PA      | $597203.84    | 0.06%             | 2028-01-31      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Valeo                                                                                    | Valeo                                                                                    | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $250446.44    | 0.02%             | 2029-04-12      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     4134000 | PA      | $1192825.34   | 0.11%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I B.V.                                                                    | Q-Park Holding I B.V.                                                                    | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      208000 | PA      | $252271.04    | 0.02%             | 2029-03-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     2744352 | PA      | $126065.85    | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Boels Topholding B.V.                                                                    | Boels Topholding B.V.                                                                    | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      660000 | PA      | $805489.96    | 0.08%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                                                       | CT Investment GmbH                                                                       | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |      420000 | PA      | $500443.62    | 0.05%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Assemblin Caverion Group AB                                                              | Assemblin Caverion Group AB                                                              | CUSIP: N/A<br>LEI: 636700ULD38LN63RC248       | Long             | DBT              | CORP              | SE        |      200000 | PA      | $242094.77    | 0.02%             | 2030-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets P.L.C.                                                                | BP Capital Markets P.L.C.                                                                | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117647.82    | 0.01%             | 2500-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Globalworth Real Estate Investments Limited                                              | Globalworth Real Estate Investments Limited                                              | CUSIP: N/A<br>LEI: 213800R3E823B1UBIA81       | Long             | DBT              | CORP              | GG        |      328781 | PA      | $392651.23    | 0.04%             | 2029-03-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement                                                                     | Veolia Environnement                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $629467.38    | 0.06%             | 2500-12-31      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Goldstory                                                                                | Goldstory                                                                                | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      140000 | PA      | $170754.31    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance B.V.                                                    | Abertis Infraestructuras Finance B.V.                                                    | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $360452.90    | 0.03%             | 2500-12-31      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| B&M European Value Retail S.A.                                                           | B&M European Value Retail S.A.                                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | GB        |      190000 | PA      | $262097.02    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Elior Group                                                                              | Elior Group                                                                              | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |      295000 | PA      | $353757.31    | 0.03%             | 2030-03-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| alstria office AG                                                                        | alstria office AG                                                                        | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $359466.95    | 0.03%             | 2031-03-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kronos International, Inc.                                                               | Kronos International, Inc.                                                               | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      400000 | PA      | $504850.80    | 0.05%             | 2029-03-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Holding D'infrastructures Des Metiers De L'environnement                                 | Holding D'infrastructures Des Metiers De L'environnement                                 | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |      373000 | PA      | $454955.85    | 0.04%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Kier Group PLC                                                                           | Kier Group PLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      215000 | PA      | $311944.45    | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                           | Walgreens Boots Alliance, Inc.                                                           | CUSIP: 931427AJ7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      520000 | PA      | $601447.47    | 0.06%             | 2026-11-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TeamSystem S.p.A.                                                                        | TeamSystem S.p.A.                                                                        | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      780000 | PA      | $918663.69    | 0.09%             | 2031-07-31      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 23915000000 | PA      | $1482332.28   | 0.14%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CPI Property Group                                                                       | CPI Property Group                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      522000 | PA      | $626056.65    | 0.06%             | 2032-01-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Alexandrite Monnet UK HoldCo PLC                                                         | Alexandrite Monnet UK HoldCo PLC                                                         | CUSIP: N/A<br>LEI: 254900UEO4639PJFQ079       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $259014.86    | 0.02%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings Inc.                                                                | Primo Water Holdings Inc.                                                                | CUSIP: N/A<br>LEI: 9845008F9A5F2E1D4832       | Long             | DBT              | CORP              | US        |      341000 | PA      | $399536.19    | 0.04%             | 2028-10-31      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ocado Group PLC                                                                          | Ocado Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      110000 | PA      | $146451.15    | 0.01%             | 2029-08-08      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Sammontana Italia S.P.A.                                                                 | Sammontana Italia S.P.A.                                                                 | CUSIP: N/A<br>LEI: 8156002DFC51B8173A68       | Long             | DBT              | CORP              | IT        |      219000 | PA      | $257968.61    | 0.02%             | 2031-10-15      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Accor                                                                                    | Accor                                                                                    | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $360011.17    | 0.03%             | 2500-12-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bertrand Franchise Finance                                                               | Bertrand Franchise Finance                                                               | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115367.31    | 0.01%             | 2030-07-18      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Bertrand Franchise Finance                                                               | Bertrand Franchise Finance                                                               | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |      210000 | PA      | $249694.91    | 0.02%             | 2030-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     6185741 | PA      | $326197.94    | 0.03%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Belden Inc.                                                                              | Belden Inc.                                                                              | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | DBT              | CORP              | US        |      200000 | PA      | $236254.49    | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Group Funding (Switzerland) AG                                                       | UBS Group Funding (Switzerland) AG                                                       | CUSIP: N/A<br>LEI: 506700Q800G1L95S7805       | Long             | DBT              | CORP              | US        |     1066000 | PA      | $1066000.00   | 0.10%             | 2500-12-31      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Next Group PLC                                                                           | Next Group PLC                                                                           | CUSIP: N/A<br>LEI: 213800O8TRZCFJ9R5760       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $402541.87    | 0.04%             | 2028-05-18      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                                                        | Glencore Finance (Canada) Limited                                                        | CUSIP: N/A<br>LEI: 5493005TTO0UJ33KCK70       | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1414855.54   | 0.13%             | 2041-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Edcon Holdings Ltd.                                                                      | Edcon Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |   124902461 | NS      | $7.06         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Edcon Holdings Ltd.                                                                      | Edcon Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |    14398939 | NS      | $0.81         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2740237.50   | 0.26%             | 2500-12-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Banco do Brasil S.A                                                                      | Banco do Brasil S.A                                                                      | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | US        |      550000 | PA      | $554906.89    | 0.05%             | 2500-12-31      | Floating      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                                  | Country Garden Holdings Company Limited                                                  | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | US        |      365000 | PA      | $27190.09     | 0.00%             | 2030-08-06      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Zegona Finance PLC                                                                       | Zegona Finance PLC                                                                       | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      256000 | PA      | $320203.55    | 0.03%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.                                                   | Grifols Worldwide Operations USA, Inc.                                                   | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      932676 | PA      | $929309.54    | 0.09%             | 2027-11-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                                | Sedgwick Claims Management Services, Inc.                                                | CUSIP: 81527CAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2437364 | PA      | $2444993.29   | 0.23%             | 2028-02-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Jackson National Asset Management, LLC                                                   | JNL Government Money Market Fund - Class SL                                              | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    12751810 | NS      | $12751810.10  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank                                                                        | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | JP        |   525975442 | PA      | $45903.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ZA        |     7318647 | PA      | $-1.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | KAZAKHSTAN TENGE                                                                         | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | KZ        |   108298087 | PA      | $689.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      190549 | PA      | $-3868.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |       47731 | PA      | $-1278.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      532773 | PA      | $-4743.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      588464 | PA      | $-12466.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     1161103 | PA      | $-21395.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      116461 | PA      | $-2557.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | ROMANIAN LEU                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | RO        |     2953230 | PA      | $-356.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | KAZAKHSTAN TENGE                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | KZ        |    56307848 | PA      | $-601.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | ZA        |     1479311 | PA      | $903.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | PL        |     3365416 | PA      | $-353.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      233820 | PA      | $8817.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1033459 | PA      | $-8782.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ZA        |     5667376 | PA      | $9474.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | HUNGARIAN FORINT                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | HU        |    18706201 | PA      | $15.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                        | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |     6083619 | PA      | $-192094.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    11934360 | PA      | $-473574.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      644795 | PA      | $-7082.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     6083408 | PA      | $-192305.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      276966 | PA      | $-1172.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      947494 | PA      | $35298.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      932000 | PA      | $37186.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | KAZAKHSTAN TENGE                                                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | KZ        |   139582151 | PA      | $3015.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | INDIAN RUPEE                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | IN        |    53771225 | PA      | $-1553.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |       32243 | PA      | $-2826.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      927404 | PA      | $-2159.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                        | MALAYSIAN RINGGIT                                                                        | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | MY        |     4319750 | PA      | $10612.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      432014 | PA      | $-9267.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     1607000 | PA      | $105859.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | KAZAKHSTAN TENGE                                                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | KZ        |   206519451 | PA      | $4496.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | SOUTH KOREAN WON                                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | KR        |   860018772 | PA      | $10246.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | MX        |     5167780 | PA      | $27710.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      923000 | PA      | $38580.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      184254 | PA      | $6896.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     1853409 | PA      | $-199556.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     1953370 | PA      | $-206229.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | NEW TURKISH LIRA                                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | TR        |    64223350 | PA      | $47590.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | BR        |     6146315 | PA      | $18720.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | GB        |     1129542 | PA      | $-25675.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                        | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |      617077 | PA      | $-14978.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | CANADIAN DOLLAR                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CA        |      510400 | PA      | $13677.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | HUNGARIAN FORINT                                                                         | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | HU        |    95245432 | PA      | $1602.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | ZA        |    11462848 | PA      | $1532.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | PL        |     2573067 | PA      | $4866.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      126666 | PA      | $-2265.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      510112 | PA      | $12588.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | ROMANIAN LEU                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | RO        |      955831 | PA      | $-46.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      207272 | PA      | $5193.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | HUNGARIAN FORINT                                                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | HU        |   248347526 | PA      | $3164.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | KAZAKHSTAN TENGE                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | KZ        |    78259763 | PA      | $-44.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      483148 | PA      | $-22869.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      629608 | PA      | $-10762.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ZA        |    11503075 | PA      | $2701.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      233583 | PA      | $4150.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     3472875 | PA      | $-266332.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     2320000 | PA      | $150496.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     1390000 | PA      | $59560.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     4046717 | PA      | $-308834.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     1211764 | PA      | $44985.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | KAZAKHSTAN TENGE                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | KZ        |   108298086 | PA      | $229.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    17417587 | PA      | $-1279179.75  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | CHILEAN PESO                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CL        |   393778557 | PA      | $3773.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                        | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |     7774323 | PA      | $-191055.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | INDONESIAN RUPIAH                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | ID        |   916294123 | PA      | $-165.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | CHILEAN PESO                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | CL        |   575386850 | PA      | $4916.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      406318 | PA      | $-52684.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      685435 | PA      | $-3016.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | CHILEAN PESO                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CL        |   404738762 | PA      | $-553.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | TW        |    19069974 | PA      | $5078.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ZA        |    12818321 | PA      | $25606.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     1928000 | PA      | $134216.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      395616 | PA      | $-15302.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | HUNGARIAN FORINT                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | HU        |    84080340 | PA      | $1183.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    26198587 | PA      | $-1923806.32  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | INDONESIAN RUPIAH                                                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ID        | 16954779399 | PA      | $2327.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | CHILEAN PESO                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CL        |   605148617 | PA      | $4831.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | CZECH KORUNA                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CZ        |      580284 | PA      | $68.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ZA        |     7368245 | PA      | $5288.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      676653 | PA      | $-20675.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      231395 | PA      | $-1521.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     2172426 | PA      | $-210717.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      684728 | PA      | $-10389.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED INFLATION INDEXED SWAP                                                  | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |     1535000 | PA      | $6009.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED INFLATION INDEXED SWAP                                                  | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |     3700000 | PA      | $-21669.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | TOTAL RETURN SWAP                                                                        | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |       64522 | PA      | $214858.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |     9932721 | PA      | $28749.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |     9949683 | PA      | $30423.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |     8442625 | PA      | $23205.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | TOTAL RETURN SWAP                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      136040 | PA      | $155085.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | TOTAL RETURN SWAP                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      109123 | PA      | $133130.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          70 | NC      | $-12949.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          45 | NC      | $19955.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |          -1 | NC      | $-1387.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           1 | NC      | $295.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -2 | NC      | $1800.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           8 | NC      | $-4072.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -5 | NC      | $4552.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -23 | NC      | $-19261.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         330 | NC      | $572008.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -1 | NC      | $1915.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -381 | NC      | $-1220273.43  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         372 | NC      | $710752.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -98 | NC      | $-398235.55   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer