# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-070971
**Filing Date:** 2026-2
**Character Count:** 764131
**Document Hash:** 8ec46596c9f38e99ad2daa610c63dda3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-070971.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-070971

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**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:** 26677538

**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/DOUBLELINE CORE FIXED INCOME FUND (Series ID: S000001736)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000004643 | JNL/DOUBLELINE CORE FIXED INCOME FUND (A) |  |
| C000067976 | JNL/DOUBLELINE CORE FIXED 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/DoubleLine Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000001736

- **c. LEI of Series:** MB7NZP6EO4DC5ZJFI334

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2568601344.33

**Total Liabilities:** $18957656.76

**Net Assets:** $2549643687.57

**Cash Not Reported:** $11105554.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -292.785504909176 | **1-Year:** -24562.305342182549 | **5-Year:** -123346.184445175209 | **10-Year:** -209062.569508103332 | **30-Year:** -377973.617893840584

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

- **3-Month:** -1462.934881593836 | **1-Year:** -14510.480714190075 | **5-Year:** -59284.797870819024 | **10-Year:** -69764.542983503514 | **30-Year:** -32565.972533348467

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004643 | 0.36%                | 0.65%                | 0.00%                |
| Class ID C000067976 | 0.40%                | 0.66%                | 0.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1198263.06             | $4986236.27                                |
| Month 2  | $-274226.94              | $5001548.40                                |
| Month 3  | $290699.87               | $-11648057.53                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                   | JNL Government Money Market Fund - Class SL                                              | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    11230762 | NS      | $11230762.48  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank                                                                        | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |     1620000 | PA      | $24064.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |     6900000 | PA      | $7452.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                        | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |     1876120 | PA      | $-28077.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        1650 | NC      | $-95286.90    | -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        |        7550 | NC      | $258587.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         580 | NC      | $-345645.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -1310 | NC      | $194003.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -1000 | NC      | $1409281.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                      | American Axle & Manufacturing, Inc.                                                      | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      210000 | PA      | $202011.60    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BDS 2022-FL11 LLC                                                                        | BDS 2022-FL11 LLC                                                                        | CUSIP: 054980AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2230000 | PA      | $2234730.50   | 0.09%             | 2039-03-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                                 | BX Trust                                                                                 | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850897 | PA      | $857732.68    | 0.03%             | 2030-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                  | Duke Energy Corporation                                                                  | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1332000 | PA      | $1317654.89   | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AJMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1899 | PA      | $1894.05      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0DU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9124606 | PA      | $8178591.11   | 0.32%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR1                                       | First Horizon Mortgage Pass-Through Trust 2006-AR1                                       | CUSIP: 32051GTX3<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |      165749 | PA      | $148434.42    | 0.01%             | 2035-10-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                         | GATX Corporation                                                                         | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      797000 | PA      | $752942.56    | 0.03%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1871780.42   | 0.07%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                                   | Kyndryl Holdings, Inc.                                                                   | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     3437000 | PA      | $2722935.75   | 0.11%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139737.50    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1381700.21   | 0.05%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco, Inc.                                                             | TK Elevator U.S. Newco, Inc.                                                             | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      325000 | PA      | $325295.75    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                                       | Element Materials Technology Group US Holdings Inc                                       | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      406031 | PA      | $408568.79    | 0.02%             | 2029-04-12      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 26872NAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      223326 | PA      | $223654.63    | 0.01%             | 2031-06-18      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                                  | Ellucian Holdings, Inc.                                                                  | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       25000 | PA      | $25164.00     | 0.00%             | 2032-11-14      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Flutter Financing B.V.                                                                   | Flutter Financing B.V.                                                                   | CUSIP: N3313EAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      194512 | PA      | $194512.50    | 0.01%             | 2032-05-22      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                                | Madison Safety & Flow LLC                                                                | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      169506 | PA      | $170530.22    | 0.01%             | 2031-09-26      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                   | DBS Group Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2090368.35   | 0.08%             | 2031-03-10      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Argent Securities Trust 2006-M1                                                          | Argent Securities Trust 2006-M1                                                          | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12876059 | PA      | $3372360.77   | 0.13%             | 2036-07-25      | Floating      | 0.90%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                                       | CLI Funding IX LLC                                                                       | CUSIP: 12571WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1424375 | PA      | $1436339.08   | 0.06%             | 2037-06-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas, LLC                                                                    | Entergy Arkansas, LLC                                                                    | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      925000 | PA      | $933473.93    | 0.04%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XQTS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1985944 | PA      | $2049024.06   | 0.08%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418RXL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       13601 | PA      | $13632.00     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                                                             | GS Mortgage Securities Corp.                                                             | CUSIP: 362341XG9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |       19638 | PA      | $17674.36     | 0.00%             | 2035-11-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System, L.L.C.                                                    | Gulfstream Natural Gas System, L.L.C.                                                    | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1117000 | PA      | $1144938.40   | 0.04%             | 2035-07-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                    | Quanta Services, Inc.                                                                    | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     1572000 | PA      | $1615408.11   | 0.06%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                                 | Radiology Partners, Inc.                                                                 | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      150088 | PA      | $144459.70    | 0.01%             | 2030-02-15      | Variable      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2439130.00   | 0.10%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Stichting Administratiekantoor Unigel Creditors                                          | Stichting Administratiekantoor Unigel Creditors                                          | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |         711 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Windstream Services, LLC                                                                 | Windstream Services, LLC                                                                 | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      220000 | PA      | $226157.80    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                                                | XPO, Inc.                                                                                | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      650000 | PA      | $677917.50    | 0.03%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Republique Francaise Presidence                                                          | Republique Francaise Presidence                                                          | CUSIP: N/A<br>LEI: 9695006J0AWHMYNZAL19       | Long             | DBT              | NUSS              | FR        |      540000 | PA      | $811342.81    | 0.03%             | 2030-07-25      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                                   | Asian Development Bank                                                                   | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | IN        |   100000000 | PA      | $1105336.71   | 0.04%             | 2026-10-06      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MV Holding GmbH                                                                          | MV Holding GmbH                                                                          | CUSIP: 55404TAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      104476 | PA      | $104650.13    | 0.00%             | 2032-02-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00488PAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      174562 | PA      | $174489.18    | 0.01%             | 2032-06-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Empresa Electrica Cochrane SpA                                                           | Empresa Electrica Cochrane SpA                                                           | CUSIP: N/A<br>LEI: 5493000S11JF8TJHYT07       | Long             | DBT              | CORP              | US        |      208800 | PA      | $206396.71    | 0.01%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mexico Generadora De Energia, S. De R.L. De C.V.                                         | Mexico Generadora De Energia, S. De R.L. De C.V.                                         | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |      519620 | PA      | $528120.99    | 0.02%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corporation                                                                     | AppLovin Corporation                                                                     | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      911000 | PA      | $944165.14    | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      948000 | PA      | $948355.97    | 0.04%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $1487812.50   | 0.06%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1581000 | PA      | $1631938.08   | 0.06%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      230000 | PA      | $243786.20    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Lineage OP, LP                                                                           | Lineage OP, LP                                                                           | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |     1816000 | PA      | $1833833.12   | 0.07%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      918000 | PA      | $967015.23    | 0.04%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Movida Europe S.A.                                                                       | Movida Europe S.A.                                                                       | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | US        |      300000 | PA      | $283950.00    | 0.01%             | 2029-04-11      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |     2194000 | PA      | $2252958.27   | 0.09%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                     | SunCoke Energy, Inc.                                                                     | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |      270000 | PA      | $250425.00    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: N/A<br>LEI: B1V7KEBTPIMZEU4LTD58       | Long             | ABS-CBDO         | USGA              | US        |     4623231 | PA      | $3387376.84   | 0.13%             | 2048-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                             | Camelot U.S. Acquisition LLC                                                             | CUSIP: L2000AAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        5469 | PA      | $5389.81      | 0.00%             | 2031-01-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                               | BCPE Empire Holdings, Inc.                                                               | CUSIP: 05550HAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      679180 | PA      | $670975.47    | 0.03%             | 2030-12-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                              | Grant Thornton Advisors LLC                                                              | CUSIP: 38821UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      125000 | PA      | $125357.50    | 0.00%             | 2031-05-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85570DAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      151491 | PA      | $151490.76    | 0.01%             | 2030-01-02      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition, LLC                                                                   | Tiger Acquisition, LLC                                                                   | CUSIP: 88675UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      346794 | PA      | $347661.17    | 0.01%             | 2032-08-14      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                                                        | Green Infrastructure Partners Inc                                                        | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      555000 | PA      | $555000.00    | 0.02%             | 2032-09-18      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Genmab AS                                                                                | Genmab AS                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      170000 | PA      | $170744.60    | 0.01%             | 2032-11-19      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                                | Titan Acquisition Limited                                                                | CUSIP: C8856UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       40000 | PA      | $40255.60     | 0.00%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation, S.A.B. de C.V.                                                | Orbia Advance Corporation, S.A.B. de C.V.                                                | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | US        |      400000 | PA      | $347341.12    | 0.01%             | 2042-09-19      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178201.80    | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Dealer Tire, LLC                                                                         | Dealer Tire, LLC                                                                         | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |      485000 | PA      | $481968.75    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                  | Duke Energy Corporation                                                                  | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4942815.50   | 0.19%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                                 | Energizer Holdings, Inc.                                                                 | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      305000 | PA      | $292037.50    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AKXQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       38963 | PA      | $38981.31     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EP6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      896738 | PA      | $916458.73    | 0.04%             | 2036-01-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31394VL73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        3837 | PA      | $3904.16      | 0.00%             | 2035-05-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31406P5X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       89842 | PA      | $91770.19     | 0.00%             | 2035-01-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NYQC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3682000 | PA      | $3790598.38   | 0.15%             | 2030-03-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XQBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5148632 | PA      | $5342988.22   | 0.21%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416VB37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      119707 | PA      | $122016.90    | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31417Y2A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         115 | PA      | $114.84       | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6172748 | PA      | $5040935.95   | 0.20%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419FSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1517 | PA      | $1523.27      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3620A6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      480507 | PA      | $490145.30    | 0.02%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Limited                                                                 | JSW Hydro Energy Limited                                                                 | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | US        |      347500 | PA      | $323826.56    | 0.01%             | 2031-05-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                 | Kodiak Gas Services, LLC                                                                 | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      520000 | PA      | $540025.20    | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1880668.31   | 0.07%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                             | McAfee Corp.                                                                             | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      115000 | PA      | $100254.70    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C                               | Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C                               | CUSIP: 589929R26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42975 | PA      | $41481.05     | 0.00%             | 2033-05-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                          | Westinghouse Air Brake Technologies Corporation                                          | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     1777000 | PA      | $1817259.71   | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Limited                                                        | Lima Metro Line 2 Finance Limited                                                        | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | US        |      802967 | PA      | $782236.58    | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                          | TransDigm, Inc.                                                                          | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      912425 | PA      | $915527.55    | 0.04%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                 | UKG Inc.                                                                                 | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      680000 | PA      | $680272.00    | 0.03%             | 2031-01-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                                        | Alera Group, Inc.                                                                        | CUSIP: 01451PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      265000 | PA      | $266126.25    | 0.01%             | 2032-05-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      219054 | PA      | $219602.10    | 0.01%             | 2031-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Curium BidCo S.a r.l.                                                                    | Curium BidCo S.a r.l.                                                                    | CUSIP: L2210TAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       84531 | PA      | $85234.87     | 0.00%             | 2031-07-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                          | TransDigm, Inc.                                                                          | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      405000 | PA      | $406603.80    | 0.02%             | 2032-08-13      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| AES Andres B.V.                                                                          | AES Andres B.V.                                                                          | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | US        |      800000 | PA      | $788352.00    | 0.03%             | 2028-05-04      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                                    | Minejesa Capital B.V.                                                                    | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | SG        |      934960 | PA      | $929350.24    | 0.04%             | 2030-08-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional Del Peru S.A.A. - Interbank                                          | Banco Internacional Del Peru S.A.A. - Interbank                                          | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | US        |      500000 | PA      | $519929.15    | 0.02%             | 2035-04-30      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2712418 | PA      | $2798573.26   | 0.11%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23548521 | PA      | $24289136.15  | 0.95%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Patrimonio en Fideicomiso D.S. N 093-2002-EF-InRetail Consumer                           | Patrimonio en Fideicomiso D.S. N 093-2002-EF-InRetail Consumer                           | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2001391.63   | 0.08%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31417JV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       23011 | PA      | $23075.78     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418RMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        2284 | PA      | $2289.30      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | DE        |     1400000 | PA      | $1838254.03   | 0.07%             | 2036-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36225CNP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         334 | PA      | $338.01       | 0.00%             | 2030-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      210000 | PA      | $199506.30    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hubbell Incorporated                                                                     | Hubbell Incorporated                                                                     | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1069528.08   | 0.04%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2023-1 I Ltd                                                                  | ICG US CLO 2023-1 I Ltd                                                                  | CUSIP: 449278AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1003266.00   | 0.04%             | 2038-07-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM4                                                   | Imperial Fund Mortgage Trust 2021-NQM4                                                   | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2383803.60   | 0.09%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2005-A1                                                       | J.P. Morgan Mortgage Trust 2005-A1                                                       | CUSIP: 466247N90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4434 | PA      | $4290.93      | 0.00%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust 2006-2                                                  | MASTR Asset Securitization Trust 2006-2                                                  | CUSIP: 55274QAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1210586 | PA      | $693680.64    | 0.03%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 Ltd.                                                                        | MF1 2021-FL7 Ltd.                                                                        | CUSIP: 55284AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1887054.35   | 0.07%             | 2036-10-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1771000 | PA      | $1861791.02   | 0.07%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Company                                                                | National Fuel Gas Company                                                                | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      766000 | PA      | $801634.40    | 0.03%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |      210000 | PA      | $206392.20    | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust 2007-6                                                    | Option One Mortgage Loan Trust 2007-6                                                    | CUSIP: 68403KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550832 | PA      | $341781.38    | 0.01%             | 2037-07-25      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR6 Trust                                                     | Progress Residential 2021-SFR6 Trust                                                     | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1133275.09   | 0.04%             | 2026-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139780.20    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   172500000 | PA      | $108513281.30 | 4.26%             | 2040-08-15      | Fixed         | 1.13%                 | 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        | 16840000000 | PA      | $1151280.36   | 0.05%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                                   | LifePoint Health, Inc.                                                                   | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      433308 | PA      | $434503.52    | 0.02%             | 2031-05-16      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                                   | LifePoint Health, Inc.                                                                   | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        1094 | PA      | $1097.23      | 0.00%             | 2031-05-16      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror, LLC                                                          | Hamilton Projects Acquiror, LLC                                                          | CUSIP: 40444KAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       73351 | PA      | $73768.16     | 0.00%             | 2031-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                          | Live Nation Entertainment, Inc.                                                          | CUSIP: 53803HAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      245000 | PA      | $245000.00    | 0.01%             | 2032-10-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fermaca Enterprises S. de R.L. de C.V.                                                   | Fermaca Enterprises S. de R.L. de C.V.                                                   | CUSIP: N/A<br>LEI: 549300HYMZDEHWD3X752       | Long             | DBT              | CORP              | US        |     3520698 | PA      | $3573110.53   | 0.14%             | 2038-03-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Inv 2 LLC                                                                   | APH Somerset Inv 2 LLC                                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $470384.70    | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                                                           | Avant Credit Card Master Trust                                                           | CUSIP: 05351KAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1700909.50   | 0.07%             | 2031-04-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                                  | Black Hills Corporation                                                                  | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     1717000 | PA      | $1831335.55   | 0.07%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4000000 | PA      | $4025091.20   | 0.16%             | 2044-08-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36296QLD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      163095 | PA      | $166335.60    | 0.01%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hightower Holdings LLC                                                                   | Hightower Holdings LLC                                                                   | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $313689.60    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners, L.P.                                                      | Kinder Morgan Energy Partners, L.P.                                                      | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      823000 | PA      | $928016.28    | 0.04%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                | O'Reilly Automotive, Inc.                                                                | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      939000 | PA      | $946472.47    | 0.04%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Radiate HoldCo, LLC                                                                      | Radiate HoldCo, LLC                                                                      | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |       85000 | PA      | $80750.00     | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Smurfit Kappa Treasury Unlimited Company                                                 | Smurfit Kappa Treasury Unlimited Company                                                 | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $2019353.31   | 0.08%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust 2005-4                                            | Structured Asset Investment Loan Trust 2005-4                                            | CUSIP: 86358EA97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      856162 | PA      | $817168.34    | 0.03%             | 2036-01-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Takeda U.S. Financing, Inc.                                                              | Takeda U.S. Financing, Inc.                                                              | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |     2005000 | PA      | $2036372.44   | 0.08%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      515000 | PA      | $538952.65    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                                    | UBS Commercial Mortgage Trust 2018-C8                                                    | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1419379 | PA      | $1407067.55   | 0.06%             | 2028-01-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                                                                | Cyxtera DC Holdings, Inc.                                                                | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      113399 | PA      | $0.00         | 0.00%             | 2026-05-01      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Virgin Media Bristol LLC                                                                 | Virgin Media Bristol LLC                                                                 | CUSIP: G9368PBH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      328606 | PA      | $325132.76    | 0.01%             | 2031-03-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                                    | Ontario Gaming GTA LP                                                                    | CUSIP: C6907UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      273608 | PA      | $252646.52    | 0.01%             | 2030-07-11      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                                                                      | Veritiv Corporation                                                                      | CUSIP: 92338TAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      134022 | PA      | $133869.58    | 0.01%             | 2030-11-30      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                     | Cotiviti Corporation                                                                     | CUSIP: 22164MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      437714 | PA      | $419841.69    | 0.02%             | 2031-02-21      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                                  | OneDigital Borrower LLC                                                                  | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      407961 | PA      | $408479.25    | 0.02%             | 2031-07-02      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                                           | Dawn Bidco LLC                                                                           | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      640000 | PA      | $637715.20    | 0.03%             | 2032-10-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris S.A.                                                                 | Banco GNB Sudameris S.A.                                                                 | CUSIP: N/A<br>LEI: 549300SO7QUETMQD9D84       | Long             | DBT              | CORP              | US        |      150000 | PA      | $147837.00    | 0.01%             | 2031-04-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AASET 2024-1                                                                             | AASET 2024-1                                                                             | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2063089 | PA      | $2111984.22   | 0.08%             | 2031-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2016-ISQR                                     | BAMLL Commercial Mortgage Securities Trust 2016-ISQR                                     | CUSIP: 05523GAJ0<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-MBS          | CORP              | US        |     3125000 | PA      | $1629202.81   | 0.06%             | 2026-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5YR9                                                                          | Bank5 2024-5YR9                                                                          | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2363000 | PA      | $2458535.14   | 0.10%             | 2029-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust 2006-3                                                          | Bear Stearns ALT-A Trust 2006-3                                                          | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57412 | PA      | $30891.74     | 0.00%             | 2035-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                         | Benchmark 2024-V8 Mortgage Trust                                                         | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2386000 | PA      | $2476423.20   | 0.10%             | 2029-05-17      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CSMC Series 2010-18R                                                                     | CSMC Series 2010-18R                                                                     | CUSIP: 22944JDG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180372 | PA      | $177852.82    | 0.01%             | 2038-04-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Dana Incorporated                                                                        | Dana Incorporated                                                                        | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119964.00    | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                      | Entergy Corporation                                                                      | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     1776000 | PA      | $1865692.80   | 0.07%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGKR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         490 | PA      | $488.68       | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EJ2M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        4957 | PA      | $4944.57      | 0.00%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140E9JL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        5743 | PA      | $5572.55      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31412PPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       42115 | PA      | $42199.41     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419LYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        5326 | PA      | $5331.77      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                                 | Full House Resorts, Inc.                                                                 | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |      205000 | PA      | $178120.40    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11813219 | PA      | $10186240.90  | 0.40%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                         | Gray Media, Inc.                                                                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      240000 | PA      | $249052.80    | 0.01%             | 2032-07-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                                    | Inversiones CMPC S.A.                                                                    | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200862.00    | 0.01%             | 2057-12-09      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                                 | NGL Energy Operating LLC                                                                 | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155541.00    | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Sound Point Clo XXXI Ltd                                                                 | Sound Point Clo XXXI Ltd                                                                 | CUSIP: 83615PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $977208.00    | 0.04%             | 2034-10-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| U.S. Auto Funding Trust 2021-1                                                           | U.S. Auto Funding Trust 2021-1                                                           | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1316356 | PA      | $1093371.85   | 0.04%             | 2026-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      490000 | PA      | $510883.80    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2006-Ar9 Trust         | Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2006-Ar9 Trust         | CUSIP: 939346AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1088135 | PA      | $974720.08    | 0.04%             | 2046-11-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    61000000 | PA      | $386468.34    | 0.02%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Rutas 2 And 7 Finance Ltd                                                                | Rutas 2 And 7 Finance Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1154999.77   | 0.05%             | 2036-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                               | United Natural Foods, Inc.                                                               | CUSIP: 91116KAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      153361 | PA      | $154012.41    | 0.01%             | 2031-04-25      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                                         | Trucordia Insurance Holdings LLC                                                         | CUSIP: 89783WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      315000 | PA      | $312637.50    | 0.01%             | 2032-06-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota                                                                          | Banco de Bogota                                                                          | CUSIP: N/A<br>LEI: 549300LYHE7LWSKDZT53       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1003840.00   | 0.04%             | 2026-05-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Limited                                                         | Adani Electricity Mumbai Limited                                                         | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | US        |      400000 | PA      | $360461.76    | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| AREIT 2024-CRE9 Ltd                                                                      | AREIT 2024-CRE9 Ltd                                                                      | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1820000 | PA      | $1815463.10   | 0.07%             | 2029-02-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GDM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     1493101 | PA      | $1428005.49   | 0.06%             | 2035-05-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |     1962000 | PA      | $2012640.40   | 0.08%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V15 Mortgage Trust                                                        | Benchmark 2025-V15 Mortgage Trust                                                        | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1306000 | PA      | $1370212.10   | 0.05%             | 2030-05-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V18 Mortgage Trust                                                        | Benchmark 2025-V18 Mortgage Trust                                                        | CUSIP: 08164EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1922000 | PA      | $1978524.10   | 0.08%             | 2030-10-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 12669GHG9<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |        9121 | PA      | $9081.28      | 0.00%             | 2035-02-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                       | Citigroup Mortgage Loan Trust Inc.                                                       | CUSIP: 17307GW79<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |        5539 | PA      | $5659.74      | 0.00%             | 2035-10-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2018-RP1                                                   | Citigroup Mortgage Loan Trust 2018-RP1                                                   | CUSIP: 17326QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1283824.05   | 0.05%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                                 | Consumers Energy Company                                                                 | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1086783.51   | 0.04%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W1HU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      941993 | PA      | $979708.23    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust 2007-FA4                             | First Horizon Alternative Mortgage Securities Trust 2007-FA4                             | CUSIP: 32052WAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7813451 | PA      | $2488426.30   | 0.10%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36296QK32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54836 | PA      | $55928.69     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1574000 | PA      | $1571182.07   | 0.06%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment, Inc.                                                                 | PENN Entertainment, Inc.                                                                 | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $185074.00    | 0.01%             | 2029-07-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Tailwind 2019-1 Limited                                                                  | Tailwind 2019-1 Limited                                                                  | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2059114 | PA      | $2010518.57   | 0.08%             | 2026-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      490000 | PA      | $502646.90    | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      340000 | PA      | $337977.00    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Wulf Compute LLC                                                                         | Wulf Compute LLC                                                                         | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $221579.00    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1350000 | PA      | $1422537.28   | 0.06%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                                | Construction Partners Inc                                                                | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      352338 | PA      | $354539.61    | 0.01%             | 2031-10-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                                            | Pye-Barker Fire & Safety, LLC                                                            | CUSIP: 69380SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      165300 | PA      | $166263.70    | 0.01%             | 2032-12-10      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                 | Comision Federal De Electricidad, E.P.E.                                                 | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | US        |      200000 | PA      | $181659.88    | 0.01%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| BPRL International Singapore PTE. Ltd.                                                   | BPRL International Singapore PTE. Ltd.                                                   | CUSIP: N/A<br>LEI: 875500AQ853IMLV4TX18       | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1400602.56   | 0.05%             | 2027-01-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                                                       | AASET 2021-2 Trust                                                                       | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      977120 | PA      | $927091.59    | 0.04%             | 2028-12-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                                      | Aethon United BR LP                                                                      | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |      490000 | PA      | $513353.40    | 0.02%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C7 Mortgage Trust                                                              | BMO 2024-5C7 Mortgage Trust                                                              | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1563000 | PA      | $1605978.44   | 0.06%             | 2057-11-19      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                              | CWABS, Inc.                                                                              | CUSIP: 1266714T0<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-CBDO         | CORP              | US        |        1870 | PA      | $1868.57      | 0.00%             | 2034-06-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Carlisle Companies Incorporated                                                          | Carlisle Companies Incorporated                                                          | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      760000 | PA      | $770722.84    | 0.03%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                                                         | Crown City CLO I                                                                         | CUSIP: 22823RAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1001713.00   | 0.04%             | 2038-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust 2006-6                                                        | CSMC Mortgage-Backed Trust 2006-6                                                        | CUSIP: 22942JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1249511 | PA      | $547799.18    | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                                    | FMC GMSR Issuer Trust                                                                    | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3420000 | PA      | $3309897.20   | 0.13%             | 2026-10-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ABP45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1105 | PA      | $1102.38      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AKS67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         717 | PA      | $715.71       | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ELG98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        5156 | PA      | $5158.24      | 0.00%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NYN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12431339 | PA      | $12554003.99  | 0.49%             | 2030-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Topco S.a r.l.                                                               | Froneri Lux Topco S.a r.l.                                                               | CUSIP: 35901MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $491140.10    | 0.02%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ADSV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12042423 | PA      | $10338718.97  | 0.41%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2005-A1                                                       | J.P. Morgan Mortgage Trust 2005-A1                                                       | CUSIP: 466247ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       51986 | PA      | $22886.09     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                | Matador Resources Company                                                                | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      420000 | PA      | $424993.80    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Victra Holdings LLC                                                                      | Victra Holdings LLC                                                                      | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      670000 | PA      | $706320.70    | 0.03%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Urad Vlady Ceske Republiky                                                               | Urad Vlady Ceske Republiky                                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    32900000 | PA      | $1539105.48   | 0.06%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     5000000 | PA      | $1146913.82   | 0.04%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                                                                 | Brown Group Holding, LLC                                                                 | CUSIP: 11565HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       75543 | PA      | $75886.61     | 0.00%             | 2031-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                                                                 | Brown Group Holding, LLC                                                                 | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       58611 | PA      | $58873.98     | 0.00%             | 2029-06-09      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Motion Finco S.a r.l.                                                                    | Motion Finco S.a r.l.                                                                    | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      108300 | PA      | $95913.68     | 0.00%             | 2029-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Burlington Coat Factory Warehouse Corporation                                            | Burlington Coat Factory Warehouse Corporation                                            | CUSIP: 121575AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       74623 | PA      | $74685.06     | 0.00%             | 2031-09-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                            | MH Sub I, LLC                                                                            | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      456176 | PA      | $389104.17    | 0.02%             | 2031-12-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Curium BidCo S.a r.l.                                                                    | Curium BidCo S.a r.l.                                                                    | CUSIP: L2210TAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       25300 | PA      | $25510.42     | 0.00%             | 2031-07-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                                                                 | Brown Group Holding, LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40000 | PA      | $40179.20     | 0.00%             | 2031-07-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Intergroup Financial Services Corp.                                                      | Intergroup Financial Services Corp.                                                      | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $992772.10    | 0.04%             | 2027-10-19      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-45                                                           | Alternative Loan Trust 2005-45                                                           | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2422358 | PA      | $2303358.81   | 0.09%             | 2035-11-20      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                                     | EchoStar Corporation                                                                     | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      435000 | PA      | $481379.70    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc.                                                                   | Ellucian Holdings Inc.                                                                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $509475.00    | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7692002 | PA      | $6269605.82   | 0.25%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31412PMN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       20919 | PA      | $20964.70     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      260000 | PA      | $272404.60    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LCM 28 Ltd                                                                               | LCM 28 Ltd                                                                               | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $986122.00    | 0.04%             | 2030-10-21      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025-CRE8 Issuer LLC                                                            | LoanCore 2025-CRE8 Issuer LLC                                                            | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2290000 | PA      | $2289999.31   | 0.09%             | 2029-11-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      175000 | PA      | $153562.50    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                            | Petrobras Global Finance B.V.                                                            | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $294339.00    | 0.01%             | 2030-09-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      300000 | PA      | $245819.73    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                                 | Radiology Partners, Inc.                                                                 | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      375000 | PA      | $390000.00    | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                          | Renesas Electronics Corporation                                                          | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | US        |     3570000 | PA      | $3506286.92   | 0.14%             | 2026-11-25      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2006-1                                                | Renaissance Home Equity Loan Trust 2006-1                                                | CUSIP: 759950GX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3373845 | PA      | $1565023.38   | 0.06%             | 2036-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd                                                                 | Storm King Park CLO, Ltd                                                                 | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2206316.20   | 0.09%             | 2037-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      325000 | PA      | $329267.25    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                               | Trident TPI Holdings, Inc.                                                               | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |      185000 | PA      | $189003.40    | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Prime Minister's Office Singapore                                                        | Prime Minister's Office Singapore                                                        | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     1800000 | PA      | $1413267.47   | 0.06%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                          | Inter-American Development Bank                                                          | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | IN        |   120000000 | PA      | $1340422.83   | 0.05%             | 2029-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government of Canada                                                                     | Government of Canada                                                                     | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      480000 | PA      | $346846.38    | 0.01%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Limited                                                        | Lima Metro Line 2 Finance Limited                                                        | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |     2515953 | PA      | $2606363.51   | 0.10%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEL Energy VI S.a r.l.                                                                   | FEL Energy VI S.a r.l.                                                                   | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | US        |      506051 | PA      | $498045.16    | 0.02%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                       | AmWINS Group, Inc.                                                                       | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      347375 | PA      | $348243.44    | 0.01%             | 2032-01-23      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      267733 | PA      | $268402.56    | 0.01%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       24462 | PA      | $24522.69     | 0.00%             | 2031-11-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1                                                                             | AASET 2024-1                                                                             | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4071075 | PA      | $4125219.97   | 0.16%             | 2031-05-16      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| LBM Acquisition, LLC                                                                     | LBM Acquisition, LLC                                                                     | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      105000 | PA      | $94648.96     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138WBRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       20579 | PA      | $20963.81     | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31411JCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       19389 | PA      | $19420.00     | 0.00%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA Remic Trust 2019-052                                                                | GNMA Remic Trust 2019-052                                                                | CUSIP: 38381VUZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6234112 | PA      | $6118686.38   | 0.24%             | 2049-05-20      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l.                                                            | ION Platform Finance S.a r.l.                                                            | CUSIP: 46205QAB4<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189844.00    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| LMRK Issuer Co. 2 LLC                                                                    | LMRK Issuer Co. 2 LLC                                                                    | CUSIP: 50209AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2522562.25   | 0.10%             | 2030-09-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| New Zealand Parliament                                                                   | New Zealand Parliament                                                                   | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      690000 | PA      | $399737.18    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                                                       | Whitewater Matterhorn Holdings LLC                                                       | CUSIP: 96618PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       80000 | PA      | $80236.80     | 0.00%             | 2032-05-12      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $950125.30    | 0.04%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                                                | Affirm Asset Securitization Trust 2025-X1                                                | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2600000 | PA      | $2608266.18   | 0.10%             | 2026-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                      | American Axle & Manufacturing, Inc.                                                      | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      185000 | PA      | $188431.75    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C9                                                             | BBCMS Mortgage Trust 2021-C9                                                             | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2916000 | PA      | $2625086.43   | 0.10%             | 2031-02-18      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                                                            | Castle US Holding Corporation                                                            | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |       82000 | PA      | $11480.00     | 0.00%             | 2031-06-30      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Colonial Enterprises, Inc.                                                               | Colonial Enterprises, Inc.                                                               | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1104000 | PA      | $1113451.56   | 0.04%             | 2035-11-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11614697 | PA      | $11709749.12  | 0.46%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AARR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        3171 | PA      | $3171.57      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AFKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         724 | PA      | $722.37       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31410LHX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         169 | PA      | $168.87       | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416YU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         174 | PA      | $173.40       | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7231943 | PA      | $7268528.39   | 0.29%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3620A2XZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13660 | PA      | $13934.61     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC3                     | Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC3                     | CUSIP: 86359PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2946788 | PA      | $1972391.99   | 0.08%             | 2036-10-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      530000 | PA      | $541877.30    | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                               | United Natural Foods, Inc.                                                               | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      830000 | PA      | $828854.60    | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                     | United Rentals (North America), Inc.                                                     | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      330000 | PA      | $329772.30    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                            | Volcan Compania Minera S.A.A.                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | US        |      450000 | PA      | $461758.50    | 0.02%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                              | Wayfair LLC                                                                              | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      340000 | PA      | $349098.40    | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nexa Resources S.A.                                                                      | Nexa Resources S.A.                                                                      | CUSIP: N/A<br>LEI: 549300QRMRHM7GAU7L47       | Long             | DBT              | CORP              | US        |      200000 | PA      | $204225.84    | 0.01%             | 2028-01-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                      | LBM Acquisition LLC                                                                      | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      201075 | PA      | $188276.40    | 0.01%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                             | Mitchell International, Inc.                                                             | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       70000 | PA      | $69230.00     | 0.00%             | 2032-06-07      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       22199 | PA      | $22273.71     | 0.00%             | 2032-01-30      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                                                    | Boots Group Bidco Ltd                                                                    | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      200000 | PA      | $200916.00    | 0.01%             | 2032-07-22      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | US        |      200000 | PA      | $191750.00    | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      170000 | PA      | $167927.70    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2604000 | PA      | $2545662.07   | 0.10%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avilease Capital Limited                                                                 | Avilease Capital Limited                                                                 | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | US        |     1952000 | PA      | $1942742.05   | 0.08%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $483931.79    | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      636000 | PA      | $642919.17    | 0.03%             | 2029-05-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    23122832 | PA      | $20768874.35  | 0.81%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13207099 | PA      | $13851140.26  | 0.54%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A7ZR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       11209 | PA      | $11233.00     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        5813 | PA      | $5798.37      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                                | Flex Ltd.                                                                                | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |      956000 | PA      | $953877.30    | 0.04%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382XL37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     9810356 | PA      | $1678396.95   | 0.07%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust 2007-NC1                                      | HSI Asset Securitization Corporation Trust 2007-NC1                                      | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      325704 | PA      | $212055.34    | 0.01%             | 2037-04-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust, Series 2007-2N                                                          | Lehman XS Trust, Series 2007-2N                                                          | CUSIP: 52524LAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3106407 | PA      | $2636625.10   | 0.10%             | 2037-02-25      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer Ltd.                                                           | LoanCore 2021-CRE5 Issuer Ltd.                                                           | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2001241.40   | 0.08%             | 2036-07-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Magic Mergeco, Inc.                                                                      | Magic Mergeco, Inc.                                                                      | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      205000 | PA      | $197087.00    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mavis Tire Express Services TopCo, Corp.                                                 | Mavis Tire Express Services TopCo, Corp.                                                 | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $158300.00    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Octagon Investment Partners 40 Ltd.                                                      | Octagon Investment Partners 40 Ltd.                                                      | CUSIP: 67592BAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $960333.00    | 0.04%             | 2035-01-20      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $955029.72    | 0.04%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Swf Holdings I Corp.                                                                     | Swf Holdings I Corp.                                                                     | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $19000.00     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Natural Gas Company, L.L.C.                                                     | Southern Natural Gas Company, L.L.C.                                                     | CUSIP: 84346LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      479000 | PA      | $490746.47    | 0.02%             | 2035-08-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Vamos Europe SA                                                                          | Vamos Europe SA                                                                          | CUSIP: 92049NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $575437.50    | 0.02%             | 2031-01-26      | Fixed         | 9.20%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Series 2007-HY1 Trust               | Washington Mutual Mortgage Pass-Through Certificates Series 2007-HY1 Trust               | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       71437 | PA      | $65221.92     | 0.00%             | 2037-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd                                                            | Weatherford International Ltd                                                            | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |      485000 | PA      | $495980.40    | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Espirito Santo S.A.                                                                | Banco Espirito Santo S.A.                                                                | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |     1800000 | PA      | $211536.00    | 0.01%             | 2029-01-21      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      397975 | PA      | $398901.97    | 0.02%             | 2031-03-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                               | Zelis Payments Buyer, Inc.                                                               | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      352338 | PA      | $349254.55    | 0.01%             | 2031-10-24      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                                 | AI Aqua Merger Sub, Inc.                                                                 | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      241896 | PA      | $242338.78    | 0.01%             | 2028-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                                  | X Corp.                                                                                  | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      325000 | PA      | $323605.75    | 0.01%             | 2199-12-31      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                                 | Alterra Mountain Company                                                                 | CUSIP: 46124CAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       30000 | PA      | $30112.50     | 0.00%             | 2030-05-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                            | Adani Ports and Special Economic Zone Limited                                            | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |      400000 | PA      | $393285.68    | 0.02%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                             | AI Candelaria (Spain), S.L.U                                                             | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $889350.00    | 0.03%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OC3                                                          | Alternative Loan Trust 2006-OC3                                                          | CUSIP: 021464AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4586970 | PA      | $3987761.22   | 0.16%             | 2036-03-25      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                    | Ashtead Capital, Inc.                                                                    | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     1869000 | PA      | $1929544.39   | 0.08%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ashton Woods USA L.L.C.                                                                  | Ashton Woods USA L.L.C.                                                                  | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $271473.90    | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Bank5 2024-5YR10                                                                         | Bank5 2024-5YR10                                                                         | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2368000 | PA      | $2433088.98   | 0.10%             | 2029-10-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      290000 | PA      | $258825.00    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-45                                                           | Alternative Loan Trust 2005-45                                                           | CUSIP: 12668AZV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2172505 | PA      | $1969724.65   | 0.08%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dell Inc.                                                                                | Dell Inc.                                                                                | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | DE        |      843000 | PA      | $906018.13    | 0.04%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AATL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1254 | PA      | $1250.42      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138WBHY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       31673 | PA      | $32262.45     | 0.00%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419HCW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |           4 | PA      | $4.26         | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      150000 | PA      | $156847.50    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Chord Energy Corporation                                                                 | Chord Energy Corporation                                                                 | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      185000 | PA      | $186761.20    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      405000 | PA      | $409050.00    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Company                                                                        | SM Energy Company                                                                        | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      315000 | PA      | $308996.10    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                                     | Light and Wonder International, Inc.                                                     | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      245000 | PA      | $250818.75    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      220000 | PA      | $217111.40    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1843000 | PA      | $1838586.94   | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9530000 | PA      | $10554375.36  | 0.41%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 91911XAW4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      105000 | PA      | $102900.00    | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2332000 | PA      | $2318185.23   | 0.09%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                            | VoltaGrid LLC                                                                            | CUSIP: 92874BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $267489.00    | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                 | Wesco Distribution, Inc.                                                                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      170000 | PA      | $177136.60    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1270000 | PA      | $721277.32    | 0.03%             | 2035-06-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       92655 | PA      | $81536.44     | 0.00%             | 2029-11-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                                  | Savor Acquisition, Inc.                                                                  | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      277411 | PA      | $278335.08    | 0.01%             | 2032-02-04      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Compass Power Generation LLC                                                             | Compass Power Generation LLC                                                             | CUSIP: 20451VAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      466652 | PA      | $469335.61    | 0.02%             | 2029-04-14      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |      800000 | PA      | $582000.00    | 0.02%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| C-BASS 2007-CB1 Trust                                                                    | C-BASS 2007-CB1 Trust                                                                    | CUSIP: 1248MGAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2457594 | PA      | $673680.19    | 0.03%             | 2037-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Chile Electricity PEC SpA                                                                | Chile Electricity PEC SpA                                                                | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1582293 | PA      | $1422926.51   | 0.06%             | 2028-01-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9943745 | PA      | $8901730.84   | 0.35%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13927426 | PA      | $12467958.30  | 0.49%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC32                                                   | GS Mortgage Securities Trust 2015-GC32                                                   | CUSIP: 36250PAM7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |       36945 | PA      | $36625.13     | 0.00%             | 2048-07-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1828509.12   | 0.07%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      960000 | PA      | $957524.26    | 0.04%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |      215000 | PA      | $201951.65    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      210000 | PA      | $194428.50    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                         | Residential Accredit Loans, Inc.                                                         | CUSIP: 761118SD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3004237 | PA      | $2392847.14   | 0.09%             | 2036-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                                 | Retained Vantage Data Centers Issuer LLC                                                 | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3988013.20   | 0.16%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      115000 | PA      | $112724.15    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO IX Ltd                                                                   | Sound Point CLO IX Ltd                                                                   | CUSIP: 83609GBU8<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $983665.00    | 0.04%             | 2032-07-20      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                                        | TELUS Corporation                                                                        | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | US        |     1839000 | PA      | $1907659.25   | 0.07%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1130000 | PA      | $1090847.31   | 0.04%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2018-2 Ltd                                                                      | Voya CLO 2018-2 Ltd                                                                      | CUSIP: 92917JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000163.00   | 0.04%             | 2031-07-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C61                                           | Wells Fargo Commercial Mortgage Trust 2021-C61                                           | CUSIP: 95003QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $885073.30    | 0.03%             | 2031-10-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Government of Ireland                                                                    | Government of Ireland                                                                    | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     1030000 | PA      | $1162037.75   | 0.05%             | 2029-05-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       31155 | PA      | $31182.85     | 0.00%             | 2029-03-17      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                                | Arthur J. Gallagher & Co.                                                                | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $1101940.30   | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bell Canada inc.                                                                         | Bell Canada inc.                                                                         | CUSIP: 0778FPAP4<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | US        |     1098000 | PA      | $1134680.23   | 0.04%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      753000 | PA      | $744469.04    | 0.03%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      325000 | PA      | $336375.00    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DexKo Global Inc.                                                                        | DexKo Global Inc.                                                                        | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $181622.70    | 0.01%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABGW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3416265 | PA      | $2946826.54   | 0.12%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corporation De Securite Garda World                                                      | Corporation De Securite Garda World                                                      | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      420000 | PA      | $429282.00    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                                       | Hewlett Packard Enterprise Company                                                       | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     3733000 | PA      | $3704801.66   | 0.15%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2007-2AX                                              | Morgan Stanley Mortgage Loan Trust 2007-2AX                                              | CUSIP: 61751TAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9519330 | PA      | $3258386.79   | 0.13%             | 2036-12-25      | Floating      | 0.92%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      110000 | PA      | $110889.90    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1091000 | PA      | $970047.59    | 0.04%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Republic Services, Inc.                                                                  | Republic Services, Inc.                                                                  | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     1788000 | PA      | $1846511.58   | 0.07%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224966.25    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $9931641.00   | 0.39%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      365000 | PA      | $368832.50    | 0.01%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   218800000 | PA      | $1369050.49   | 0.05%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1275000000 | PA      | $1448458.99   | 0.06%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Simpar Europe                                                                            | Simpar Europe                                                                            | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | US        |      400000 | PA      | $320604.00    | 0.01%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Harsco Corporation                                                                       | Harsco Corporation                                                                       | CUSIP: 41587CAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      343570 | PA      | $343141.02    | 0.01%             | 2028-03-10      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                                  | OneDigital Borrower LLC                                                                  | CUSIP: 68252HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       69687 | PA      | $70166.41     | 0.00%             | 2032-06-12      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      470096 | PA      | $469217.34    | 0.02%             | 2030-11-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 66877AAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      418950 | PA      | $419159.48    | 0.02%             | 2032-02-13      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                          | Enel Finance International N.V.                                                          | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |      920000 | PA      | $918739.42    | 0.04%             | 2028-09-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| GATX Corporation                                                                         | GATX Corporation                                                                         | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $1104623.54   | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                              | Southwestern Energy Company                                                              | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      937000 | PA      | $924234.31    | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   106400000 | PA      | $74434279.92  | 2.92%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |      500000 | PA      | $506250.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      360000 | PA      | $359897.44    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cathedral Lake VIII, Ltd.                                                                | Cathedral Lake VIII, Ltd.                                                                | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000342.00   | 0.04%             | 2035-01-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      898000 | PA      | $954934.64    | 0.04%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ABSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       22570 | PA      | $22558.35     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416Q6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        9528 | PA      | $9543.30      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VI SRL                                                                 | Global SC Finance VI SRL                                                                 | CUSIP: 37959PAA5<br>LEI: 549300NP8065N4YHMG91 | Long             | ABS-CBDO         | CORP              | US        |      419893 | PA      | $403265.83    | 0.02%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Global Aviation Leasing Co., Ltd.                                                        | Global Aviation Leasing Co., Ltd.                                                        | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      860000 | PA      | $888319.80    | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                              | JetBlue Airways Corporation                                                              | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161200.00    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| LBM Acquisition, LLC                                                                     | LBM Acquisition, LLC                                                                     | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155625.00    | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      485000 | PA      | $496305.35    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MP 2023 LLC                                                                              | MP 2023 LLC                                                                              | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1994774 | PA      | $1993732.75   | 0.08%             | 2065-11-15      | Fixed         | 5.55%                 | No            |                  3 | On Loan: No      |
| Macquarie AirFinance Holdings Limited                                                    | Macquarie AirFinance Holdings Limited                                                    | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |      953000 | PA      | $967361.61    | 0.04%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mellon Residential Funding Corporation                                                   | Mellon Residential Funding Corporation                                                   | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5963 | PA      | $5816.53      | 0.00%             | 2029-10-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                 | NXP B.V.                                                                                 | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     1491000 | PA      | $1498345.71   | 0.06%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Company                                                          | New York Life Insurance Company                                                          | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      824000 | PA      | $941749.68    | 0.04%             | 2039-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVT P 34 17 1A 144A                                                             | OCTAGON INVT P 34 17 1A 144A                                                             | CUSIP: 675922AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000800.00   | 0.04%             | 2030-01-22      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                                | Panther Escrow Issuer LLC                                                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $440563.50    | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                                 | Retained Vantage Data Centers Issuer LLC                                                 | CUSIP: 76134KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2996982.90   | 0.12%             | 2028-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6070000 | PA      | $7985543.57   | 0.31%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Malaysia, Government of                                                                  | Malaysia, Government of                                                                  | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4400000 | PA      | $1108229.67   | 0.04%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                     | Ascend Learning, LLC                                                                     | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      569054 | PA      | $570373.85    | 0.02%             | 2028-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical                                                                     | EQUATE Petrochemical                                                                     | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | US        |      200000 | PA      | $199659.90    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Empresa Electrica Angamos S.p.A.                                                         | Empresa Electrica Angamos S.p.A.                                                         | CUSIP: N/A<br>LEI: 529900PQ7VWZL30RZ733       | Long             | DBT              | CORP              | US        |      395200 | PA      | $353194.19    | 0.01%             | 2029-05-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |      600000 | PA      | $599250.00    | 0.02%             | 2026-05-03      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Adani Energy Solutions Limited                                                           | Adani Energy Solutions Limited                                                           | CUSIP: N/A<br>LEI: 549300PLH866JQ6LXE52       | Long             | DBT              | CORP              | US        |      731500 | PA      | $657608.55    | 0.03%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                                                | Deep Blue Operating I LLC                                                                | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      105000 | PA      | $105240.45    | 0.00%             | 2032-09-17      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | US        |      300000 | PA      | $263625.00    | 0.01%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                             | Antero Midstream Partners LP                                                             | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      686000 | PA      | $691076.40    | 0.03%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CSX Corporation                                                                          | CSX Corporation                                                                          | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     4587000 | PA      | $3598554.71   | 0.14%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-Oa7                                                          | Alternative Loan Trust 2007-Oa7                                                          | CUSIP: 126680AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      119280 | PA      | $110322.49    | 0.00%             | 2047-05-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OA17                                                         | Alternative Loan Trust 2006-OA17                                                         | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2754593 | PA      | $2519342.67   | 0.10%             | 2046-12-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                     | CEMEX S.A.B. de C.V.                                                                     | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208480.00    | 0.01%             | 2500-12-31      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                            | Citigroup Commercial Mortgage Trust 2019-GC41                                            | CUSIP: 17328FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1762000 | PA      | $1560710.18   | 0.06%             | 2029-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                              | Evergy Kansas Central, Inc.                                                              | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     1874000 | PA      | $1856981.83   | 0.07%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X8CM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6558286 | PA      | $5673872.52   | 0.22%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31412PQB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       13134 | PA      | $13390.23     | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Company, LLC                                                    | Florida Gas Transmission Company, LLC                                                    | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      782000 | PA      | $811665.01    | 0.03%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                               | iHeartCommunications, Inc.                                                               | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96223.00     | 0.00%             | 2029-05-01      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3506000 | PA      | $3622138.00   | 0.14%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |     2392000 | PA      | $2515998.65   | 0.10%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                                                       | Mars, Incorporated                                                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1912000 | PA      | $1908153.44   | 0.07%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| PRET 2024-NPL6, LLC                                                                      | PRET 2024-NPL6, LLC                                                                      | CUSIP: 69381QAA4<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-MBS          | CORP              | US        |    10629472 | PA      | $10635322.43  | 0.42%             | 2054-09-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      315000 | PA      | $313330.50    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16550000 | PA      | $10520240.86  | 0.41%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      974000 | PA      | $960763.34    | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Company                                                                         | Acushnet Company                                                                         | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      505000 | PA      | $510050.00    | 0.02%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                        | Benchmark 2019-B13 Mortgage Trust                                                        | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $948650.60    | 0.04%             | 2029-08-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     1750000 | PA      | $1087187.50   | 0.04%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2449168 | PA      | $2526961.17   | 0.10%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138WAMC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       26484 | PA      | $26990.19     | 0.00%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NVDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8431334 | PA      | $8680563.72   | 0.34%             | 2040-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XPR68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4263667 | PA      | $3985955.53   | 0.16%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1914499.01   | 0.08%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      270000 | PA      | $283980.60    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                 | Kodiak Gas Services, LLC                                                                 | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      145000 | PA      | $148982.79    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LCM XV LP                                                                                | LCM XV LP                                                                                | CUSIP: 50184NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2064575 | PA      | $2071664.68   | 0.08%             | 2030-07-22      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Luminace Abs-2024 Issuer LLC                                                             | Luminace Abs-2024 Issuer LLC                                                             | CUSIP: 55026NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      944671 | PA      | $957836.88    | 0.04%             | 2031-10-30      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      300000 | PA      | $211875.00    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                          | SG Commercial Mortgage Securities Trust 2016-C5                                          | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-CBDO         | CORP              | US        |    24666790 | PA      | $97056.42     | 0.00%             | 2048-10-13      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Sunrun Atlas Issuer 2019-2, LLC                                                          | Sunrun Atlas Issuer 2019-2, LLC                                                          | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2420860 | PA      | $2327823.11   | 0.09%             | 2027-11-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                                                  | VSP Optical Group, Inc.                                                                  | CUSIP: 91836LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      687000 | PA      | $693299.86    | 0.03%             | 2035-12-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $293362.30    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     4200000 | PA      | $1166640.67   | 0.05%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                                | Bausch & Lomb Corporation                                                                | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      235200 | PA      | $235200.00    | 0.01%             | 2028-09-14      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                                  | PUG LLC                                                                                  | CUSIP: 74530DAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       50000 | PA      | $49479.00     | 0.00%             | 2030-03-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      293250 | PA      | $294088.70    | 0.01%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                                | Bausch & Lomb Corporation                                                                | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      583538 | PA      | $588789.34    | 0.02%             | 2030-12-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                                                    | Chamberlain Group Inc                                                                    | CUSIP: 15963CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      406539 | PA      | $407132.07    | 0.02%             | 2032-07-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PT. Bank Negara Indonesia (persero)                                                      | PT. Bank Negara Indonesia (persero)                                                      | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | US        |      900000 | PA      | $892125.00    | 0.03%             | 2026-03-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $139893.75    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BCAP LLC 2011-RR4-II Trust                                                               | BCAP LLC 2011-RR4-II Trust                                                               | CUSIP: 05533XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      457674 | PA      | $174539.77    | 0.01%             | 2036-02-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Dryden 43 Senior Loan Fund LLC                                                           | Dryden 43 Senior Loan Fund LLC                                                           | CUSIP: 26245CBL6<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $995659.00    | 0.04%             | 2034-04-20      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AFYC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         484 | PA      | $482.43       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                    | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1592616.00   | 0.06%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36210B5G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1213199 | PA      | $1237496.42   | 0.05%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                             | Northrop Grumman Corporation                                                             | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     1136000 | PA      | $913628.68    | 0.04%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                            | Paychex, Inc.                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     3505000 | PA      | $3627815.90   | 0.14%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      500000 | PA      | $363317.50    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | 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        | 16850000000 | PA      | $1095982.61   | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLLP                                                           | Freeport LNG Investments, LLLP                                                           | CUSIP: 35670CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      330452 | PA      | $331417.11    | 0.01%             | 2028-12-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      250000 | PA      | $185655.00    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DTGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10531451 | PA      | $10826469.62  | 0.42%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NVS40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7014000 | PA      | $7179235.11   | 0.28%             | 2031-07-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                            | Freedom Mortgage Holdings LLC                                                            | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210836.00    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                   | Lowe`s Companies, Inc.                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $1046567.10   | 0.04%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust 2007-CP1                                                  | Option One Mortgage Loan Trust 2007-CP1                                                  | CUSIP: 68402YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1002840 | PA      | $979171.87    | 0.04%             | 2037-03-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      420000 | PA      | $422944.20    | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                        | Taylor Morrison Communities, Inc.                                                        | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      500000 | PA      | $513905.00    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      700000 | PA      | $712789.00    | 0.03%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                         | Vantage Data Centers Issuer, LLC                                                         | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $238093.00    | 0.01%             | 2027-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan 2007-PA6 Trust                                              | Wells Fargo Alternative Loan 2007-PA6 Trust                                              | CUSIP: 94985KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      318999 | PA      | $289409.41    | 0.01%             | 2037-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                                                              | Fertitta Entertainment, LLC                                                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      410621 | PA      | $410411.40    | 0.02%             | 2029-01-13      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                                 | AI Aqua Merger Sub, Inc.                                                                 | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      362844 | PA      | $363508.14    | 0.01%             | 2028-07-31      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| JSW Infrastructure Limited                                                               | JSW Infrastructure Limited                                                               | CUSIP: N/A<br>LEI: 3358003E3YFK92C9WX80       | Long             | DBT              | CORP              | US        |      700000 | PA      | $699125.00    | 0.03%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                                 | European Investment Bank                                                                 | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | IN        |    67000000 | PA      | $749841.45    | 0.03%             | 2029-03-01      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal                                                                            | ArcelorMittal                                                                            | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | US        |      980000 | PA      | $1056123.46   | 0.04%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BBCMS Mortgage Trust 2024-5C29                                                           | BBCMS Mortgage Trust 2024-5C29                                                           | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2369000 | PA      | $2434285.61   | 0.10%             | 2029-09-17      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V9 Mortgage Trust                                                         | Benchmark 2024-V9 Mortgage Trust                                                         | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2361000 | PA      | $2450634.18   | 0.10%             | 2029-08-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $238175.00    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 12669F4G5<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |      962657 | PA      | $960149.77    | 0.04%             | 2034-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                    | Cheniere Energy, Inc.                                                                    | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     1948000 | PA      | $2022558.53   | 0.08%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      170000 | PA      | $124950.00    | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                          | Enel Finance International N.V.                                                          | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |      782000 | PA      | $801870.46    | 0.03%             | 2029-06-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A6TG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1538 | PA      | $1534.31      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XNAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2231846 | PA      | $2342774.27   | 0.09%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1347500 | PA      | $1349307.00   | 0.05%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                           | HarborView Mortgage Loan Trust                                                           | CUSIP: 41161PMX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190791 | PA      | $140868.86    | 0.01%             | 2035-07-19      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                    | Amrize Finance US LLC                                                                    | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      809000 | PA      | $827474.32    | 0.03%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                  | Hyundai Capital America                                                                  | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3572000 | PA      | $3663453.20   | 0.14%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Lehman XS Trust Series 2006-12N                                                          | Lehman XS Trust Series 2006-12N                                                          | CUSIP: 525226AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2037753 | PA      | $2056511.47   | 0.08%             | 2046-08-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates, WaMu Series 200X-HEX Trust                  | Washington Mutual Asset-Backed Certificates, WaMu Series 200X-HEX Trust                  | CUSIP: 542514HB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        9351 | PA      | $9364.80      | 0.00%             | 2034-09-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust 2007-WMC1                                            | MASTR Asset Backed Securities Trust 2007-WMC1                                            | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      262689 | PA      | $63993.44     | 0.00%             | 2037-01-25      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      974000 | PA      | $934861.27    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                   | Sempra                                                                                   | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4182281.20   | 0.16%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Star Leasing Company, LLC                                                                | Star Leasing Company, LLC                                                                | CUSIP: 854938AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $139701.00    | 0.01%             | 2030-02-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1980000 | PA      | $2046187.84   | 0.08%             | 2034-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      265000 | PA      | $273609.85    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Willis North America Inc.                                                                | Willis North America Inc.                                                                | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     1069000 | PA      | $1070447.96   | 0.04%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                             | Zimmer Biomet Holdings, Inc.                                                             | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     1798000 | PA      | $1835140.93   | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3000000 | PA      | $704039.00    | 0.03%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      274315 | PA      | $275228.86    | 0.01%             | 2029-03-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74839XAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       73879 | PA      | $74067.62     | 0.00%             | 2031-04-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                                                 | SGH2 LLC                                                                                 | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      205000 | PA      | $205512.50    | 0.01%             | 2032-07-16      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                                    | Qnity Electronics Inc                                                                    | CUSIP: 74737SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      315000 | PA      | $316181.25    | 0.01%             | 2032-08-11      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                                    | Blackfin Pipeline LLC                                                                    | CUSIP: 09231PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      220000 | PA      | $220182.60    | 0.01%             | 2032-09-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                                            | Sunrise Financing Partnership                                                            | CUSIP: N9000DAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      170000 | PA      | $170516.80    | 0.01%             | 2032-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                                            | Sunrise Financing Partnership                                                            | CUSIP: N9000DAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       85000 | PA      | $85258.40     | 0.00%             | 2032-02-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Banco Industrial S.A.                                                                    | Banco Industrial S.A.                                                                    | CUSIP: N/A<br>LEI: 529900GF99QF67JEQU85       | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1788120.00   | 0.07%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      415000 | PA      | $426524.55    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BCAP LLC Trust 2011-RR5                                                                  | BCAP LLC Trust 2011-RR5                                                                  | CUSIP: 05534AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2978156 | PA      | $1309083.14   | 0.05%             | 2037-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                       | Cipher Compute LLC                                                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $407928.00    | 0.02%             | 2030-11-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      948000 | PA      | $968192.40    | 0.04%             | 2500-12-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| The Cleveland Electric Illuminating Company                                              | The Cleveland Electric Illuminating Company                                              | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1475710.80   | 0.06%             | 2028-04-01      | Fixed         | 3.50%                 | 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        |     6000000 | PA      | $6144296.40   | 0.24%             | 2042-03-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | PA      | $505564.80    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                        | Enterprise Products Operating LLC                                                        | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1829000 | PA      | $1774318.02   | 0.07%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10321090 | PA      | $10639244.06  | 0.42%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9884085 | PA      | $10179501.67  | 0.40%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31335BZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1588454 | PA      | $1530238.32   | 0.06%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AFXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         480 | PA      | $479.00       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EJYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |           2 | PA      | $1.52         | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NYAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5443967 | PA      | $5511201.67   | 0.22%             | 2041-04-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31411JE51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       30057 | PA      | $30095.18     | 0.00%             | 2038-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                                      | Flowers Foods, Inc.                                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1855313.39   | 0.07%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Genesee & Wyoming Inc.                                                                   | Genesee & Wyoming Inc.                                                                   | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1088665.05   | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                             | Match Group Holdings II, LLC                                                             | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      570000 | PA      | $569390.10    | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MVC Acquisition Corp.                                                                    | MVC Acquisition Corp.                                                                    | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $280854.00    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                           | Mosaic Solar Loan Trust 2020-1                                                           | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      639219 | PA      | $575835.01    | 0.02%             | 2032-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI, Ltd.                                                    | Octagon Investment Partners XVI, Ltd.                                                    | CUSIP: 67590BAY6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500897.00    | 0.02%             | 2030-07-17      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      619000 | PA      | $637354.65    | 0.02%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                           | Quest Diagnostics Incorporated                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $1831841.63   | 0.07%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upbound Group, Inc.                                                                      | Upbound Group, Inc.                                                                      | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      170000 | PA      | $167438.10    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1139000 | PA      | $1138553.40   | 0.04%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank, The                                                               | Toronto-Dominion Bank, The                                                               | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |      953000 | PA      | $953774.79    | 0.04%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      315000 | PA      | $331591.05    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates, Series 2007-HY7 Trust              | Washington Mutual Mortgage Pass-Through Certificates, Series 2007-HY7 Trust              | CUSIP: 93364FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121182 | PA      | $113742.63    | 0.00%             | 2037-07-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                                     | Thailand, Kingdom of                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    22100000 | PA      | $796775.95    | 0.03%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                               | AMSR Trust                                                                               | CUSIP: 00179VAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1976627.40   | 0.08%             | 2026-08-19      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                                                  | Ameren Illinois Company                                                                  | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1533181.35   | 0.06%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                                     | Thailand, Kingdom of                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     8300000 | PA      | $269611.98    | 0.01%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       31155 | PA      | $31182.85     | 0.00%             | 2029-03-17      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                    | Elevance Health, Inc.                                                                    | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      518000 | PA      | $429377.56    | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda S A                                                                     | Banco Davivienda S A                                                                     | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | US        |      400000 | PA      | $376320.00    | 0.01%             | 2500-12-31      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Vestis Corporation                                                                       | Vestis Corporation                                                                       | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      273000 | PA      | $249112.50    | 0.01%             | 2031-02-18      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ECO Services Operations Corp                                                             | ECO Services Operations Corp                                                             | CUSIP: 27922JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      195324 | PA      | $195429.87    | 0.01%             | 2031-06-09      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF1 Mortgage Trust                                                               | CF 2019-CF1 Mortgage Trust                                                               | CUSIP: 12529MDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2737000 | PA      | $273700.00    | 0.01%             | 2052-05-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $308875.00    | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      208513 | PA      | $209201.32    | 0.01%             | 2031-10-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Virtus Investment Partners, Inc.                                                         | Virtus Investment Partners, Inc.                                                         | CUSIP: 92827RAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      115000 | PA      | $115718.75    | 0.00%             | 2032-09-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A36C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          14 | PA      | $13.83        | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EJE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          60 | PA      | $60.31        | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corporation De Securite Garda World                                                      | Corporation De Securite Garda World                                                      | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      480000 | PA      | $486504.00    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                        | IndyMac MBS, Inc.                                                                        | CUSIP: 45660LV97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134413 | PA      | $121393.77    | 0.00%             | 2036-01-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                          | Lions Gate Capital Holdings LLC                                                          | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |       65000 | PA      | $52325.00     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-5, LLC                                                                         | PRPM 2025-5, LLC                                                                         | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      969666 | PA      | $968837.26    | 0.04%             | 2030-07-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Queen Mergerco, Inc.                                                                     | Queen Mergerco, Inc.                                                                     | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $198510.10    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      165000 | PA      | $169154.70    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4740786.00   | 0.19%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser, LLC                                                                     | Verde Purchaser, LLC                                                                     | CUSIP: 92339LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $295647.00    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3676000 | PA      | $3793958.43   | 0.15%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     9000000 | PA      | $1522636.89   | 0.06%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1300000 | PA      | $313751.17    | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      323204 | PA      | $323492.03    | 0.01%             | 2029-03-17      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                                                                | Eisner Advisory Group LLC                                                                | CUSIP: 28259HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      383510 | PA      | $385669.34    | 0.02%             | 2031-02-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       79312 | PA      | $79573.50     | 0.00%             | 2031-10-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                                                  | Aveanna Healthcare, LLC                                                                  | CUSIP: 05549DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      255000 | PA      | $256333.65    | 0.01%             | 2032-09-11      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                                 | Allison Transmission Inc                                                                 | CUSIP: 01973KAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      315000 | PA      | $316313.55    | 0.01%             | 2032-11-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                                    | Atlassian Corporation                                                                    | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     1491000 | PA      | $1533354.24   | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     1353000 | PA      | $1385561.57   | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                             | BBCMS Mortgage Trust 2020-C8                                                             | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1275000 | PA      | $1134823.57   | 0.04%             | 2030-10-18      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BSPRT 2023-FL10 Issuer LLC                                                               | BSPRT 2023-FL10 Issuer LLC                                                               | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2504633.50   | 0.10%             | 2028-08-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Products Inc. Trust 2007-R6                                      | Bear Stearns Structured Products Inc. Trust 2007-R6                                      | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124851 | PA      | $86951.04     | 0.00%             | 2036-01-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2004-24CB                                                         | Alternative Loan Trust 2004-24CB                                                         | CUSIP: 12667F5J0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2727980 | PA      | $2337753.89   | 0.09%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1571000 | PA      | $1604630.24   | 0.06%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CommScope, LLC.                                                                          | CommScope, LLC.                                                                          | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      122000 | PA      | $121771.25    | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |     1998000 | PA      | $1980890.93   | 0.08%             | 2037-03-23      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Dryden 60 CLO, Ltd.                                                                      | Dryden 60 CLO, Ltd.                                                                      | CUSIP: 26251NAE0<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2002852.00   | 0.08%             | 2031-07-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A8SR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1904 | PA      | $1899.14      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                 | Fortress Transportation And Infrastructure Investors LLC                                 | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      255000 | PA      | $259008.60    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36296QV55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1546 | PA      | $1577.00      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                           | K. Hovnanian Enterprises, Inc.                                                           | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      220000 | PA      | $223300.00    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mattamy Homes Limited                                                                    | Mattamy Homes Limited                                                                    | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | US        |      415000 | PA      | $402711.85    | 0.02%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Stichting Administratiekantoor Unigel Creditors                                          | Stichting Administratiekantoor Unigel Creditors                                          | CUSIP: 860570100<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |         261 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Uniti Group LP                                                                           | Uniti Group LP                                                                           | CUSIP: 91327TAC5<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196868.00    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      285000 | PA      | $291831.45    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $518396.84    | 0.02%             | 2031-06-21      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CSN Resources S.A.                                                                       | CSN Resources S.A.                                                                       | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1099574.00   | 0.04%             | 2032-04-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CPPIB OVM Member US LLC                                                                  | CPPIB OVM Member US LLC                                                                  | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      212950 | PA      | $214148.85    | 0.01%             | 2031-08-07      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| United Talent Agency, LLC                                                                | United Talent Agency, LLC                                                                | CUSIP: 91301QAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      148500 | PA      | $149242.50    | 0.01%             | 2032-06-02      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                                   | Crown Finance US, Inc.                                                                   | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      417379 | PA      | $410909.44    | 0.02%             | 2031-12-02      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Curium BidCo S.a r.l.                                                                    | Curium BidCo S.a r.l.                                                                    | CUSIP: L2210TAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       56939 | PA      | $57413.75     | 0.00%             | 2031-07-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| GNL Quintero S.A.                                                                        | GNL Quintero S.A.                                                                        | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | US        |     1412400 | PA      | $1415042.04   | 0.06%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Prumo Participacoes E Investimentos S.A.                                                 | Prumo Participacoes E Investimentos S.A.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1823669 | PA      | $1866360.89   | 0.07%             | 2031-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    34700000 | PA      | $2083605.71   | 0.08%             | 2037-01-31      | Fixed         | 8.50%                 | 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        | 12000000000 | PA      | $786566.72    | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V19 Mortgage Trust                                                        | Benchmark 2025-V19 Mortgage Trust                                                        | CUSIP: 08164DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      707000 | PA      | $729638.71    | 0.03%             | 2030-12-16      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Caci International Inc.                                                                  | Caci International Inc.                                                                  | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      175000 | PA      | $180733.00    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-8 LTD                                                                | CARLYLE US CLO 2021-8 LTD                                                                | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3005340.00   | 0.12%             | 2038-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                                   | DIRECTV Financing, LLC                                                                   | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | PA      | $486177.60    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                           | Element Fleet Management Corp.                                                           | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |     1746000 | PA      | $1842145.93   | 0.07%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                        | MF1 2024-FL14 LLC                                                                        | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2504682.75   | 0.10%             | 2039-03-19      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc.                                                                  | Athenahealth Group Inc.                                                                  | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $490485.10    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      952000 | PA      | $949083.83    | 0.04%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                  | PBF Holding Company LLC                                                                  | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108693.75    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     2054000 | PA      | $2056803.09   | 0.08%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                                       | Verus Securitization Trust 2021-R2                                                       | CUSIP: 92538DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3017000 | PA      | $2838240.34   | 0.11%             | 2064-02-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      796000 | PA      | $793875.32    | 0.03%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                            | Workday, Inc.                                                                            | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     1726000 | PA      | $1701094.17   | 0.07%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2023-2, Limited                                                  | Bain Capital Credit CLO 2023-2, Limited                                                  | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2004934.00   | 0.08%             | 2038-07-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      315000 | PA      | $325813.95    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                                                        | Burlington Northern Santa Fe, LLC                                                        | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1298000 | PA      | $1223423.28   | 0.05%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republique Francaise Presidence                                                          | Republique Francaise Presidence                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1570000 | PA      | $1717754.57   | 0.07%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      135000 | PA      | $132300.00    | 0.01%             | 2029-01-15      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                           | Cheniere Energy Partners, L.P.                                                           | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      983000 | PA      | $957226.82    | 0.04%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                              | Commonwealth Edison Company                                                              | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     1788000 | PA      | $1858179.36   | 0.07%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                                                                  | Astra Acquisition Corp.                                                                  | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      219933 | PA      | $21.99        | 0.00%             | 2029-10-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                                | Titan Acquisition Limited                                                                | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      162065 | PA      | $163100.30    | 0.01%             | 2029-02-01      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                     | Credit Agricole S.A.                                                                     | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |     1994000 | PA      | $1993119.65   | 0.08%             | 2033-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Company                                                                       | DTE Energy Company                                                                       | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     2786000 | PA      | $2972475.62   | 0.12%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1042000 | PA      | $1049810.94   | 0.04%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Danaos Corporation                                                                       | Danaos Corporation                                                                       | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | US        |      345000 | PA      | $354266.70    | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                    | Dominion Energy, Inc.                                                                    | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4340421.90   | 0.17%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                                                 | Bank of New York Mellon Corporation, The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1622000 | PA      | $1681748.97   | 0.07%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B38 Mortgage Trust                                                        | Benchmark 2023-B38 Mortgage Trust                                                        | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1650000 | PA      | $1720344.12   | 0.07%             | 2033-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AP3G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         462 | PA      | $460.41       | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUUE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10786247 | PA      | $11088403.21  | 0.43%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                               | Trident TPI Holdings, Inc.                                                               | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      125000 | PA      | $119843.75    | 0.00%             | 2028-09-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                               | Trident TPI Holdings, Inc.                                                               | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      135965 | PA      | $130356.61    | 0.01%             | 2028-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3128MJZ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7584211 | PA      | $6870116.39   | 0.27%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Industrial, L.P.                                                                   | First Industrial, L.P.                                                                   | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2349426.77   | 0.09%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31411JER3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       99490 | PA      | $99653.81     | 0.00%             | 2038-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Grifols Escrow Issuer S.A.                                                               | Grifols Escrow Issuer S.A.                                                               | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | US        |      635000 | PA      | $626814.85    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Townsquare Media, Inc.                                                                   | Townsquare Media, Inc.                                                                   | CUSIP: 89223EAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       93805 | PA      | $65429.04     | 0.00%             | 2031-01-17      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                     | Ascend Learning, LLC                                                                     | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       86368 | PA      | $86568.52     | 0.00%             | 2028-12-11      | Floating      | 6.92%                 | 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        |    18390970 | NS      | $18390969.63  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Mach 1 Cayman Limited                                                                    | Mach 1 Cayman Limited                                                                    | CUSIP: 55446MAA5<br>LEI: 549300ODEK8HY3445C77 | Long             | ABS-CBDO         | CORP              | KY        |     1253997 | PA      | $1235061.61   | 0.05%             | 2026-08-17      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                             | Fiserv, Inc.                                                                             | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1726000 | PA      | $1751278.48   | 0.07%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co.                                                              | Guardian Life Insurance Co.                                                              | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1607395.86   | 0.06%             | 2030-04-28      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                                      | CNT Holdings I Corp                                                                      | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      384479 | PA      | $385221.14    | 0.02%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |      700000 | PA      | $708750.00    | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                  | Nabors Industries, Inc.                                                                  | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      350000 | PA      | $343765.63    | 0.01%             | 2032-11-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                    | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      914000 | PA      | $925471.80    | 0.04%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PT. Perusahaan Listrik Negara                                                            | PT. Perusahaan Listrik Negara                                                            | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1694687.67   | 0.07%             | 2027-05-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                      | Virginia Electric and Power Company                                                      | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      656000 | PA      | $636939.26    | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                                        | 180 Medical, Inc.                                                                        | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     1963000 | PA      | $1956765.51   | 0.08%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PetSmart, LLC                                                                            | PetSmart, LLC                                                                            | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $256387.50    | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Zoetis Inc.                                                                              | Zoetis Inc.                                                                              | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     1844000 | PA      | $1854786.29   | 0.07%             | 2028-08-17      | Fixed         | 4.15%                 | 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        | 12650000000 | PA      | $795793.10    | 0.03%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      350000 | PA      | $368931.50    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Trinity Rail Leasing 2018 LLC                                                            | Trinity Rail Leasing 2018 LLC                                                            | CUSIP: 89657AAC0<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-CBDO         | CORP              | US        |     1522390 | PA      | $1448900.61   | 0.06%             | 2050-10-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                                     | Millicom International Cellular S.A.                                                     | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | US        |      200000 | PA      | $185726.00    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                                      | Iron Mountain, Inc.                                                                      | CUSIP: 46284NAV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      528655 | PA      | $527994.00    | 0.02%             | 2031-01-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                                   | Triton Container International Limited                                                   | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |      701000 | PA      | $635813.52    | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1150000 | PA      | $1576650.53   | 0.06%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                                                      | Hunter Douglas Inc.                                                                      | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      248499 | PA      | $249431.24    | 0.01%             | 2032-01-14      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       48602 | PA      | $48765.25     | 0.00%             | 2032-01-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Cosan Limited                                                                            | Cosan Limited                                                                            | CUSIP: N/A<br>LEI: 6354007UNEBWHVSGS270       | Long             | DBT              | CORP              | US        |      200000 | PA      | $195626.00    | 0.01%             | 2029-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                                | Sedgwick Claims Management Services, Inc.                                                | CUSIP: 81527CAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      495009 | PA      | $496454.81    | 0.02%             | 2028-02-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                         | Garda World Security Corporation                                                         | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      412511 | PA      | $413542.62    | 0.02%             | 2029-02-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                                               | GC Ferry Acquisition I Inc                                                               | CUSIP: 32009UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      115312 | PA      | $115070.30    | 0.00%             | 2032-06-06      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Homeserve USA Holding Corp                                                               | Homeserve USA Holding Corp                                                               | CUSIP: 43761EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      201925 | PA      | $202052.21    | 0.01%             | 2030-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       70605 | PA      | $62838.85     | 0.00%             | 2029-11-15      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| Frontier Communications Corp.                                                            | Frontier Communications Corp.                                                            | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      125000 | PA      | $124805.00    | 0.00%             | 2031-07-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                                                           | GBT US III LLC                                                                           | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      238200 | PA      | $238845.52    | 0.01%             | 2031-07-28      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Spectris Plc                                                                             | Spectris Plc                                                                             | CUSIP: 74352DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      120000 | PA      | $120450.00    | 0.00%             | 2032-09-26      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings, LLC                                                              | TKO Worldwide Holdings, LLC                                                              | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       94762 | PA      | $95143.45     | 0.00%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                                               | GC Ferry Acquisition I Inc                                                               | CUSIP: 32009UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       19688 | PA      | $19646.20     | 0.00%             | 2032-06-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                                       | Bausch + Lomb Corp                                                                       | CUSIP: C0787FAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      165000 | PA      | $166485.00    | 0.01%             | 2031-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                                            | Pye-Barker Fire & Safety, LLC                                                            | CUSIP: 69380SAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       24700 | PA      | $24844.00     | 0.00%             | 2032-12-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                         | Mong Duong Finance Holdings B.V.                                                         | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | US        |      724225 | PA      | $717663.56    | 0.03%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                            | Adani Ports and Special Economic Zone Limited                                            | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |      300000 | PA      | $266288.04    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      597300 | PA      | $599856.23    | 0.02%             | 2028-06-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                     | Cotiviti Corporation                                                                     | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       94762 | PA      | $90794.79     | 0.00%             | 2032-02-16      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      264750 | PA      | $264543.50    | 0.01%             | 2030-09-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                                                           | Victory Capital Holdings, Inc.                                                           | CUSIP: 92645DAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       75000 | PA      | $75326.25     | 0.00%             | 2032-09-10      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline CO LLC                                                                    | Meade Pipeline CO LLC                                                                    | CUSIP: 58307PAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      210000 | PA      | $211050.00    | 0.01%             | 2032-09-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55759VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      171872 | PA      | $172809.12    | 0.01%             | 2032-03-26      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $1749750.33   | 0.07%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  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        |      495254 | PA      | $520088.36    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                            | Bear Stearns ARM Trust 2004-1                                                            | CUSIP: 07384MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         191 | PA      | $185.56       | 0.00%             | 2030-11-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      225000 | PA      | $200243.25    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FYC87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3908667 | PA      | $3153823.12   | 0.12%             | 2051-03-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140LFP32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11428200 | PA      | $10274685.49  | 0.40%             | 2032-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416WDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       10941 | PA      | $10954.00     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                    | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1029171.90   | 0.04%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36295PYS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      318672 | PA      | $324957.39    | 0.01%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      165000 | PA      | $167219.25    | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LCM XIV Limited Partnership                                                              | LCM XIV Limited Partnership                                                              | CUSIP: 50184VAU8<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2003076.00   | 0.08%             | 2031-07-21      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $1867381.34   | 0.07%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wind River 2014-2 CLO Ltd.                                                               | Wind River 2014-2 CLO Ltd.                                                               | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $870389.00    | 0.03%             | 2031-01-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      970000 | PA      | $919226.51    | 0.04%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    58760000 | PA      | $55558038.33  | 2.18%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WAVE 2019-1 LLC                                                                          | WAVE 2019-1 LLC                                                                          | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1331799 | PA      | $1299303.51   | 0.05%             | 2027-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ziggo B.V.                                                                               | Ziggo B.V.                                                                               | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188520.00    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | 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        |     7000000 | PA      | $387742.95    | 0.02%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                                    | Applied Systems, Inc.                                                                    | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      140000 | PA      | $142056.60    | 0.01%             | 2032-02-07      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                     | Alpha Generation LLC                                                                     | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      213920 | PA      | $214475.79    | 0.01%             | 2031-09-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                                                                      | AllSpring Buyer LLC                                                                      | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      710808 | PA      | $714141.51    | 0.03%             | 2030-11-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Patrimonio Autonomo Panamericana                                             | Fideicomiso Patrimonio Autonomo Panamericana                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      402250 | PA      | $419478.37    | 0.02%             | 2035-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-16CB                                                         | Alternative Loan Trust 2007-16CB                                                         | CUSIP: 02152AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2847233 | PA      | $2093157.10   | 0.08%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      285000 | PA      | $297468.98    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C6 Mortgage Trust                                                              | BMO 2024-5C6 Mortgage Trust                                                              | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2367000 | PA      | $2436998.11   | 0.10%             | 2029-09-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      270000 | PA      | $282382.20    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                    | Cardinal Health, Inc.                                                                    | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     1817000 | PA      | $1598277.90   | 0.06%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      530000 | PA      | $542428.50    | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Coreweave, Inc.                                                                          | Coreweave, Inc.                                                                          | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $269700.00    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                                            | Empresa de Transporte de Pasajeros Metro S.A.                                            | CUSIP: 29246QAB1<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1024972.01   | 0.04%             | 2047-01-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A1L33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          32 | PA      | $32.27        | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                                    | GS Mortgage Securities Trust 2016-GS3                                                    | CUSIP: 36251PBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3652743.60   | 0.14%             | 2026-09-14      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                    | Gilead Sciences, Inc.                                                                    | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      969000 | PA      | $964222.25    | 0.04%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      873000 | PA      | $905737.50    | 0.04%             | 2500-12-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                | Harvest Midstream I, L.P.                                                                | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      495000 | PA      | $515413.80    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                                       | ITC Holdings Corp.                                                                       | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1179940.00   | 0.05%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Labcorp Holdings Inc.                                                                    | Labcorp Holdings Inc.                                                                    | CUSIP: 50540RBB7<br>LEI: 549300CDU4WF6Q2YMS76 | Long             | DBT              | CORP              | US        |     3847000 | PA      | $3812986.36   | 0.15%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-NUGS                                                 | Morgan Stanley Capital I Trust 2019-NUGS                                                 | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3663000 | PA      | $18315.00     | 0.00%             | 2036-12-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                                   | Switch ABS Issuer, LLC                                                                   | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2640000 | PA      | $2643169.32   | 0.10%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       85000 | PA      | $87323.05     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                                                  | Trans-Allegheny Interstate Line Company                                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3495000 | PA      | $3588087.23   | 0.14%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Travelers Companies, Inc. , The                                                          | Travelers Companies, Inc. , The                                                          | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      754000 | PA      | $770903.85    | 0.03%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2023-1 Ltd                                                                      | Voya CLO 2023-1 Ltd                                                                      | CUSIP: 92920FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $500328.00    | 0.02%             | 2039-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                                                                 | Brown Group Holding, LLC                                                                 | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       27940 | PA      | $28065.59     | 0.00%             | 2029-06-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd.                                                                     | WEC US Holdings Ltd.                                                                     | CUSIP: 92943LAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      523375 | PA      | $524065.86    | 0.02%             | 2031-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                      | Lightning Power LLC                                                                      | CUSIP: 53229LAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      326700 | PA      | $328065.61    | 0.01%             | 2031-08-08      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                       | Wand NewCo 3, Inc.                                                                       | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      388885 | PA      | $389091.21    | 0.02%             | 2031-01-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PERU LNG                                                                                 | PERU LNG                                                                                 | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | US        |      825110 | PA      | $795859.85    | 0.03%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Academy, Ltd.                                                                            | Academy, Ltd.                                                                            | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |      420000 | PA      | $418866.00    | 0.02%             | 2027-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners, L.P.                                                                  | Archrock Partners, L.P.                                                                  | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      510000 | PA      | $524861.40    | 0.02%             | 2032-09-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ABFC 2007-WMC1 Trust                                                                     | ABFC 2007-WMC1 Trust                                                                     | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2234191 | PA      | $1610362.30   | 0.06%             | 2037-06-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2021-1                                              | Castlelake Aircraft Structured Trust 2021-1                                              | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      464467 | PA      | $457964.92    | 0.02%             | 2028-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R03                                             | Connecticut Avenue Securities Trust 2024-R03                                             | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     4792915 | PA      | $4797436.63   | 0.19%             | 2027-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140L0PB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22161648 | PA      | $19117650.60  | 0.75%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                    | Freeport-McMoRan Inc.                                                                    | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200007.82    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                              | HOMES Trust                                                                              | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3911970 | PA      | $3920796.82   | 0.15%             | 2068-02-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                              | Lockheed Martin Corporation                                                              | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1869610.49   | 0.07%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                | Viper Energy Partners LLC                                                                | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      660000 | PA      | $667548.16    | 0.03%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      250000 | PA      | $241840.00    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: C8000CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      643512 | PA      | $643595.84    | 0.03%             | 2030-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                            | Focus Financial Partners, LLC                                                            | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      514106 | PA      | $514835.72    | 0.02%             | 2031-09-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation, S.A.B. de C.V.                                                | Orbia Advance Corporation, S.A.B. de C.V.                                                | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | US        |      200000 | PA      | $155731.94    | 0.01%             | 2044-09-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JSW Energy Limited                                                                       | JSW Energy Limited                                                                       | CUSIP: N/A<br>LEI: 3358001ZFBW2VIMBMI85       | Long             | DBT              | CORP              | US        |     1459500 | PA      | $1360071.56   | 0.05%             | 2031-05-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-19CB                                                         | Alternative Loan Trust 2006-19CB                                                         | CUSIP: 02147QAE2<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |     3121089 | PA      | $1653705.59   | 0.06%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Limited                                                                   | Ardonagh Finco Limited                                                                   | CUSIP: 039853AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | PA      | $544688.30    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2025-2 Ltd                                                       | Balboa Bay Loan Funding 2025-2 Ltd                                                       | CUSIP: 057915AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.04%             | 2039-01-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1588000 | PA      | $1654407.30   | 0.06%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                            | Bear Stearns ARM Trust 2004-1                                                            | CUSIP: 07384M2E1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84150 | PA      | $75483.16     | 0.00%             | 2034-11-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $479718.75    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-45                                                           | Alternative Loan Trust 2005-45                                                           | CUSIP: 12668ASY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5389415 | PA      | $2653827.67   | 0.10%             | 2035-11-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance Designated Activity Company                                              | CRH SMW Finance Designated Activity Company                                              | CUSIP: 12704PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2401657.75   | 0.09%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Tangerine Pomelo Group, S.A.P.I. De C.V.                                                 | Tangerine Pomelo Group, S.A.P.I. De C.V.                                                 | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | US        |      700000 | PA      | $3325.00      | 0.00%             | 2026-07-24      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Emirates Sembcorp Water & Power Company P.J.S.C.                                         | Emirates Sembcorp Water & Power Company P.J.S.C.                                         | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $969850.00    | 0.04%             | 2035-08-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A7T24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         833 | PA      | $830.83       | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       17570 | PA      | $17585.15     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AMA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        3487 | PA      | $3478.35      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15215581 | PA      | $12978254.98  | 0.51%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149844.00    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corporation                                                                 | Chord Energy Corporation                                                                 | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      290000 | PA      | $298946.50    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      235000 | PA      | $247391.55    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                               | Select Medical Corporation                                                               | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      195000 | PA      | $190483.80    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Societe Generale                                                                         | Societe Generale                                                                         | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |     1994000 | PA      | $1998690.49   | 0.08%             | 2036-10-03      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Sunnova Helios VII Issuer, LLC                                                           | Sunnova Helios VII Issuer, LLC                                                           | CUSIP: 86745RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2940348 | PA      | $1416449.12   | 0.06%             | 2028-10-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                             | Textron Inc.                                                                             | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     1789000 | PA      | $1854330.70   | 0.07%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36270.15     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg S.A.                                                                   | Unigel Luxembourg S.A.                                                                   | CUSIP: 904752AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51684 | PA      | $6460.50      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914908BD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      306670 | PA      | $306593.47    | 0.01%             | 2029-06-10      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      648782 | PA      | $644727.40    | 0.03%             | 2029-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                                | Boxer Parent Company Inc.                                                                | CUSIP: 05988HAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      128082 | PA      | $123055.19    | 0.00%             | 2032-07-06      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.                                           | MedAssets Software Intermediate Holdings, Inc.                                           | CUSIP: 31810YAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       27101 | PA      | $24348.44     | 0.00%             | 2028-12-17      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                                | Boxer Parent Company Inc.                                                                | CUSIP: 05988HAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      666114 | PA      | $663855.72    | 0.03%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C12                                                            | BBCMS Mortgage Trust 2021-C12                                                            | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3157000 | PA      | $2830314.27   | 0.11%             | 2031-11-18      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      185000 | PA      | $129781.20    | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bayswater Park CLO, Ltd.                                                                 | Bayswater Park CLO, Ltd.                                                                 | CUSIP: 072929AQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2000000.00   | 0.08%             | 2039-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco, LLC                                                             | Beach Acquisition Bidco, LLC                                                             | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      200000 | PA      | $220250.00    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                    | Cheniere Energy, Inc.                                                                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     1841000 | PA      | $1838386.52   | 0.07%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2007-FS1                                                   | Citigroup Mortgage Loan Trust 2007-FS1                                                   | CUSIP: 17313EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1414596 | PA      | $1379915.60   | 0.05%             | 2037-10-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DS3E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7948037 | PA      | $8260486.70   | 0.32%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A45R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         121 | PA      | $121.09       | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    25961043 | PA      | $26905352.26  | 1.06%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                                             | MasTec, Inc.                                                                             | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     1822000 | PA      | $1902965.67   | 0.07%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                             | Mattel, Inc.                                                                             | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      752000 | PA      | $757428.91    | 0.03%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                            | Owens Corning                                                                            | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      863000 | PA      | $907617.53    | 0.04%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2007-HE1                                  | Securitized Asset Backed Receivables LLC Trust 2007-HE1                                  | CUSIP: 81377JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      206120 | PA      | $41445.90     | 0.00%             | 2036-12-25      | Floating      | 0.33%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials US, Inc.                                                     | Solstice Advanced Materials US, Inc.                                                     | CUSIP: 83443QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $489078.85    | 0.02%             | 2033-09-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Suburban Propane Partners, L.P.                                                          | Suburban Propane Partners, L.P.                                                          | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |      290000 | PA      | $278434.80    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86068.45     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       90000 | PA      | $96957.33     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust               | Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust               | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12859 | PA      | $12300.69     | 0.00%             | 2045-10-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Series 2007-HY1 Trust               | Washington Mutual Mortgage Pass-Through Certificates Series 2007-HY1 Trust               | CUSIP: 92925VAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697893 | PA      | $625336.72    | 0.02%             | 2037-02-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Republique Francaise Presidence                                                          | Republique Francaise Presidence                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      830000 | PA      | $911331.16    | 0.04%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Parliament                                                                   | New Zealand Parliament                                                                   | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      700000 | PA      | $356352.48    | 0.01%             | 2031-05-15      | Fixed         | 1.50%                 | 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        |    16000000 | PA      | $886182.00    | 0.03%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                     | Galaxy Pipeline Assets Bidco Limited                                                     | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | US        |      606466 | PA      | $519844.46    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                                  | Savor Acquisition, Inc.                                                                  | CUSIP: 80536AAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       25431 | PA      | $25515.72     | 0.00%             | 2032-02-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cencosud S.A.                                                                            | Cencosud S.A.                                                                            | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | US        |      400000 | PA      | $400320.40    | 0.02%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                   | Azorra Finance Limited                                                                   | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |      275000 | PA      | $290468.75    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                        | Benchmark 2021-B31 Mortgage Trust                                                        | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450242 | PA      | $1298454.74   | 0.05%             | 2031-12-17      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                        | Benchmark 2024-V10 Mortgage Trust                                                        | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2400000 | PA      | $2468409.60   | 0.10%             | 2029-09-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                                                        | Benchmark 2024-V11 Mortgage Trust                                                        | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1964000 | PA      | $2062102.39   | 0.08%             | 2029-10-17      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                                      | Block Financial LLC                                                                      | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1998000 | PA      | $2010825.16   | 0.08%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2025-VII Ltd                                                                | CIFC Funding 2025-VII Ltd                                                                | CUSIP: 12575VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1500889.50   | 0.06%             | 2039-01-24      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Bip-V Chinook                                                                            | Bip-V Chinook                                                                            | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      540000 | PA      | $533320.20    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P3                                                   | Carvana Auto Receivables Trust 2024-P3                                                   | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1502718.90   | 0.06%             | 2029-05-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $203175.50    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CommScope, LLC.                                                                          | CommScope, LLC.                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70700.00     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Element Fleet Management Corp.                                                           | Element Fleet Management Corp.                                                           | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1828419.13   | 0.07%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corporation                                                                       | Exelon Corporation                                                                       | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $4082697.47   | 0.16%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ABBC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        2173 | PA      | $2167.76      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSU90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3851558 | PA      | $3919186.82   | 0.15%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8119363 | PA      | $6966073.86   | 0.27%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418UWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        5107 | PA      | $5116.38      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418UWC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       22658 | PA      | $23104.52     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2020-1 Trust                                                                   | Goodgreen 2020-1 Trust                                                                   | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      439731 | PA      | $364316.60    | 0.01%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                        | Lamar Media Corp.                                                                        | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $481968.75    | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2019-2                                                           | Mosaic Solar Loan Trust 2019-2                                                           | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      421546 | PA      | $383006.19    | 0.02%             | 2032-05-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans 2017-2 LLC                                                            | Mosaic Solar Loans 2017-2 LLC                                                            | CUSIP: 61946GAA1<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-CBDO         | CORP              | US        |     2174883 | PA      | $2057813.77   | 0.08%             | 2030-01-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Designated Activity Company                                           | Navigator Aviation Designated Activity Company                                           | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1945131 | PA      | $1847873.98   | 0.07%             | 2028-11-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower, LLC                                                          | Rivers Enterprise Borrower, LLC                                                          | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $259781.25    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rollins, Inc.                                                                            | Rollins, Inc.                                                                            | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     1867000 | PA      | $1905072.24   | 0.07%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-NQM                                       | Santander Mortgage Asset Receivable Trust 2025-NQM                                       | CUSIP: 80265DAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $6017082.00   | 0.24%             | 2065-11-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBJ3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |     1327000 | PA      | $1356055.73   | 0.05%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30150.00     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: —       |
| Benefit Street Partners CLO 46 Ltd                                                       | Benefit Street Partners CLO 46 Ltd                                                       | CUSIP: 08186HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.04%             | 2039-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Scotiabank Peru S.A.A.                                                                   | Scotiabank Peru S.A.A.                                                                   | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207385.10    | 0.01%             | 2035-10-01      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Shenton Aircraft Investment I Limited                                                    | Shenton Aircraft Investment I Limited                                                    | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-CBDO         | CORP              | KY        |     1347919 | PA      | $1309907.51   | 0.05%             | 2027-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       51058 | PA      | $51071.23     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR1                                       | First Horizon Mortgage Pass-Through Trust 2006-AR1                                       | CUSIP: 32051GJ89<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |       36761 | PA      | $34626.76     | 0.00%             | 2036-02-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                                  | Sonoco Products Company                                                                  | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      953000 | PA      | $960484.19    | 0.04%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                                      | Tronox Incorporated                                                                      | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84243.50     | 0.00%             | 2030-09-30      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36225CN28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         351 | PA      | $355.12       | 0.00%             | 2030-05-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                          | GE HealthCare Technologies Inc.                                                          | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1873504.56   | 0.07%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                                    | Walker & Dunlop, Inc.                                                                    | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $332923.50    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C4                                           | Wells Fargo Commercial Mortgage Trust 2025-5C4                                           | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $2038759.52   | 0.08%             | 2030-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Urad Vlady Ceske Republiky                                                               | Urad Vlady Ceske Republiky                                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    26700000 | PA      | $1192043.72   | 0.05%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia, Government of                                                                  | Malaysia, Government of                                                                  | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5000000 | PA      | $1247474.13   | 0.05%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                                           | Wyndham Hotels & Resorts, Inc.                                                           | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      585000 | PA      | $577114.20    | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   552000000 | PA      | $1518425.38   | 0.06%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                                  | X Corp.                                                                                  | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      664167 | PA      | $651833.09    | 0.03%             | 2029-10-27      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Marfrig Holdings (Europe) B.V.                                                           | Marfrig Holdings (Europe) B.V.                                                           | CUSIP: N/A<br>LEI: 7245005TV4GTABYP1Z54       | Long             | DBT              | CORP              | US        |      400000 | PA      | $361860.00    | 0.01%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 64072UAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      146691 | PA      | $127935.49    | 0.01%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                         | CPI Holdco B LLC                                                                         | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      457870 | PA      | $458698.64    | 0.02%             | 2031-05-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                                                | Corpay Technologies Operating Company LLC                                                | CUSIP: 33903RAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       79400 | PA      | $79442.88     | 0.00%             | 2028-04-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency, LLC                                                             | Creative Artists Agency, LLC                                                             | CUSIP: 22526WAU2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       44800 | PA      | $44949.12     | 0.00%             | 2031-05-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                            | Adani Ports and Special Economic Zone Limited                                            | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |      800000 | PA      | $777276.24    | 0.03%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Limited                                                         | Adani Electricity Mumbai Limited                                                         | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | US        |      400000 | PA      | $373103.76    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Reliance Industries Limited                                                              | Reliance Industries Limited                                                              | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | US        |      500000 | PA      | $495303.85    | 0.02%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Corp                                                             | Banc of America Funding Corp                                                             | CUSIP: 05946XQX4<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |      174289 | PA      | $164659.21    | 0.01%             | 2035-02-20      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36297BXN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      216489 | PA      | $220800.48    | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                                       | Boston Gas Company                                                                       | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4934281.00   | 0.19%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-B33                                                                            | CSMC 2021-B33                                                                            | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2810000 | PA      | $2515059.31   | 0.10%             | 2031-10-10      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44880000 | PA      | $30344840.06  | 1.19%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855031AU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      182874 | PA      | $173243.91    | 0.01%             | 2029-08-22      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A2UF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      324514 | PA      | $324831.02    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416HWP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       74891 | PA      | $76354.02     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                                       | Getty Images, Inc.                                                                       | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      130000 | PA      | $130608.40    | 0.01%             | 2030-11-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Macquarie AirFinance Holdings Limited                                                    | Macquarie AirFinance Holdings Limited                                                    | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |      943000 | PA      | $955895.81    | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Stonepeak Bayou Holdings LP                                                              | Stonepeak Bayou Holdings LP                                                              | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      140000 | PA      | $125475.00    | 0.00%             | 2032-09-24      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                                                    | NBM US Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |      600000 | PA      | $606282.00    | 0.02%             | 2029-08-06      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                                       | Outfront Media Capital Corporation                                                       | CUSIP: 69007TAG9<br>LEI: 549300CVY0FI9ZKE7W77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211332.00    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                  | Sasol Financing USA LLC                                                                  | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198750.00    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      255000 | PA      | $259643.55    | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust               | Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust               | CUSIP: 92922F8M3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      103696 | PA      | $94517.42     | 0.00%             | 2036-01-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                                  | Waste Connections, Inc.                                                                  | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |     1502000 | PA      | $1555632.36   | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C60                                           | Wells Fargo Commercial Mortgage Trust 2021-C60                                           | CUSIP: 95003DBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1611000 | PA      | $1458245.95   | 0.06%             | 2031-04-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                                                         | EAB Global, Inc.                                                                         | CUSIP: 26835CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      128694 | PA      | $113701.13    | 0.00%             | 2028-08-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                                           | VT Topco, Inc.                                                                           | CUSIP: 91838LAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      132127 | PA      | $130121.60    | 0.01%             | 2030-08-12      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                                      | Voyager Parent, LLC                                                                      | CUSIP: 92921HAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      305000 | PA      | $304841.40    | 0.01%             | 2032-05-08      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                       | Voyager Parent LLC                                                                       | CUSIP: 92921HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       75000 | PA      | $74961.00     | 0.00%             | 2032-07-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |      300000 | PA      | $301125.00    | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 10 Ltd                                                                         | AIMCO CLO 10 Ltd                                                                         | CUSIP: 00901AAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2004750.00   | 0.08%             | 2037-07-22      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1491000 | PA      | $1516256.05   | 0.06%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Genting New York LLC                                                                     | Genting New York LLC                                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $374230.85    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      260000 | PA      | $255663.20    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Company                                                               | Kentucky Utilities Company                                                               | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      767000 | PA      | $774378.31    | 0.03%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-HR8                                                  | Morgan Stanley Capital I Trust 2020-HR8                                                  | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1337446 | PA      | $1188690.90   | 0.05%             | 2030-03-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| NP SPE II LLC                                                                            | NP SPE II LLC                                                                            | CUSIP: 62946AAC8<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-CBDO         | CORP              | US        |     1525004 | PA      | $1462575.56   | 0.06%             | 2047-10-20      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                           | Opal Bidco SAS                                                                           | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | US        |      540000 | PA      | $551755.80    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings Inc.                                                                | Primo Water Holdings Inc.                                                                | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |      315000 | PA      | $316474.20    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2006-3                                                | Renaissance Home Equity Loan Trust 2006-3                                                | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1983120 | PA      | $698904.67    | 0.03%             | 2036-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Signal Rail I LLC                                                                        | Signal Rail I LLC                                                                        | CUSIP: 82667CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      826180 | PA      | $768254.57    | 0.03%             | 2051-08-18      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIII                                                                    | Sound Point CLO XXIII                                                                    | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1954570.00   | 0.08%             | 2034-07-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands B.V.                                                                  | Suzano Netherlands B.V.                                                                  | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1071141.19   | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2025-SFR2 Trust                                                       | Tricon Residential 2025-SFR2 Trust                                                       | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5393916 | PA      | $5473541.64   | 0.21%             | 2044-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      140000 | PA      | $144516.40    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | International Bank for Reconstruction and Development                                    | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | IN        |   100000000 | PA      | $1114115.14   | 0.04%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| LuxCo 3                                                                                  | LuxCo 3                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        4130 | NS      | $72803.64     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RealPage, Inc                                                                            | RealPage, Inc                                                                            | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      373527 | PA      | $373034.06    | 0.01%             | 2028-02-18      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                          | CoreLogic, Inc.                                                                          | CUSIP: 21870FBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      207353 | PA      | $207278.47    | 0.01%             | 2028-04-14      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                     | Ardonagh Midco 3 PLC                                                                     | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      183525 | PA      | $182952.63    | 0.01%             | 2031-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                     | Ardonagh Midco 3 PLC                                                                     | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      138002 | PA      | $137571.12    | 0.01%             | 2031-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                                                   | Cengage Learning, Inc.                                                                   | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      259590 | PA      | $260464.60    | 0.01%             | 2031-03-22      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                                                            | RealPage, Inc                                                                            | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      144275 | PA      | $144590.96    | 0.01%             | 2028-04-24      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay S.A.E.                                                   | Telefonica Celular del Paraguay S.A.E.                                                   | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | US        |      200000 | PA      | $198876.00    | 0.01%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                                                   | DataBank Issuer II LLC                                                                   | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1483673.70   | 0.06%             | 2028-10-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AKAD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          22 | PA      | $22.26        | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KUX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10000000 | PA      | $10246150.00  | 0.40%             | 2042-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Renew 20172                                                                              | Renew 20172                                                                              | CUSIP: 75973KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2340655 | PA      | $2129275.83   | 0.08%             | 2053-09-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      187625 | PA      | $187930.83    | 0.01%             | 2031-06-06      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                 | Talen Energy Supply, LLC                                                                 | CUSIP: 87422LBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      240000 | PA      | $239851.20    | 0.01%             | 2032-10-09      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                                 | Advance Auto Parts, Inc.                                                                 | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      145000 | PA      | $145453.13    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO 42 Ltd                                                       | Benefit Street Partners CLO 42 Ltd                                                       | CUSIP: 08187LAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $500496.50    | 0.02%             | 2038-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL4 Trust                                                                     | CSMC 2022-RPL4 Trust                                                                     | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6480092 | PA      | $6265702.64   | 0.25%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-43                                                           | Alternative Loan Trust 2005-43                                                           | CUSIP: 12667GC84<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |     4421732 | PA      | $2247471.07   | 0.09%             | 2035-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      195000 | PA      | $195365.63    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Diageo Investment Corporation                                                            | Diageo Investment Corporation                                                            | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     1597000 | PA      | $1654562.59   | 0.06%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                                     | Domino's Pizza, Inc.                                                                     | CUSIP: 25755TAR1<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1517504.55   | 0.06%             | 2032-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A8AB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1951 | PA      | $1946.57      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31417Y7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        4010 | PA      | $4000.32      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418AGV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1989 | PA      | $1988.04      | 0.00%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                     | Frontier Communications Parent, Inc.                                                     | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129975.30    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2018-RIVR                                              | GS Mortgage Securities Corp Trust 2018-RIVR                                              | CUSIP: 36255WAE5<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |     1898000 | PA      | $18980.00     | 0.00%             | 2035-07-16      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                             | Northrop Grumman Corporation                                                             | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     1887000 | PA      | $1763379.99   | 0.07%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                         | Philip Morris International Inc.                                                         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1842054.96   | 0.07%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                             | Phillips Edison Grocery Center Operating Partnership I, L.P.                             | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     1401000 | PA      | $1467100.58   | 0.06%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                              | Rio Tinto Finance (USA) plc                                                              | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | US        |     1091000 | PA      | $1112654.60   | 0.04%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                 | Talen Energy Supply, LLC                                                                 | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      210000 | PA      | $214002.60    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg S.A.                                                                   | Unigel Luxembourg S.A.                                                                   | CUSIP: 904752AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       44227 | PA      | $30534.32     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   154650000 | PA      | $135222093.80 | 5.30%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 6 Ltd                                                                | Warwick Capital CLO 6 Ltd                                                                | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2005650.00   | 0.08%             | 2038-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                              | Wayfair LLC                                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      250000 | PA      | $260352.50    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C7                                           | Wells Fargo Commercial Mortgage Trust 2025-5C7                                           | CUSIP: 95004XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1904000 | PA      | $1960538.33   | 0.08%             | 2030-11-18      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Government of Canada                                                                     | Government of Canada                                                                     | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $571346.40    | 0.02%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   284500000 | PA      | $1467180.16   | 0.06%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Unigel Luxembourg S.A.                                                                   | Unigel Luxembourg S.A.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      222252 | PA      | $27781.50     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Michaels Companies, Inc.                                                                 | Michaels Companies, Inc.                                                                 | CUSIP: 59408UAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98673 | PA      | $95219.48     | 0.00%             | 2028-04-08      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                                        | Motion Finco Sarl                                                                        | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      145000 | PA      | $128416.35    | 0.01%             | 2029-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors, LLC                                                                | MI Windows and Doors, LLC                                                                | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      272913 | PA      | $272828.01    | 0.01%             | 2031-03-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                             | Mitchell International, Inc.                                                             | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      395259 | PA      | $396302.77    | 0.02%             | 2031-06-05      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                                       | APi Group DE, Inc.                                                                       | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      120000 | PA      | $120399.60    | 0.00%             | 2029-01-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                             | Aspire Bakeries Holdings LLC                                                             | CUSIP: 02106XAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      292784 | PA      | $293700.20    | 0.01%             | 2030-12-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                      | American Axle & Manufacturing, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      190000 | PA      | $189920.20    | 0.01%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                               | AMSR Trust                                                                               | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2960811.60   | 0.12%             | 2026-08-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| AASET 2024-2 Ltd                                                                         | AASET 2024-2 Ltd                                                                         | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1280938 | PA      | $1295540.21   | 0.05%             | 2031-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                                               | Alliant Energy Corporation                                                               | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      959000 | PA      | $956389.70    | 0.04%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1706017.50   | 0.07%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                              | American Homes 4 Rent, L.P.                                                              | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     2627000 | PA      | $2716569.93   | 0.11%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                           | Arizona Public Service Company                                                           | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     3794000 | PA      | $3859781.13   | 0.15%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BCAP LLC 2010-RR11-II Trust                                                              | BCAP LLC 2010-RR11-II Trust                                                              | CUSIP: 05533JBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3559263 | PA      | $3005514.04   | 0.12%             | 2047-03-27      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      490000 | PA      | $503127.10    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bank 2021-BNK38                                                                          | Bank 2021-BNK38                                                                          | CUSIP: 06540EAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $3371456.14   | 0.13%             | 2031-12-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                              | Bunge Limited Finance Corp.                                                              | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     2228000 | PA      | $2186799.16   | 0.09%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      280000 | PA      | $291550.00    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                     | Meta Platforms, Inc.                                                                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      968000 | PA      | $940645.29    | 0.04%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Campbellsville Independent School District                                               | Campbellsville Independent School District                                               | CUSIP: 19736RAY7<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2493850.00   | 0.10%             | 2035-01-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                  | Duke Energy Corporation                                                                  | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      628000 | PA      | $554008.66    | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132XTTT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7956122 | PA      | $7461696.16   | 0.29%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15284234 | PA      | $14204839.63  | 0.56%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GUMN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14182676 | PA      | $14619865.44  | 0.57%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation                                                     | HSI Asset Securitization Corporation                                                     | CUSIP: 44328AAA8<br>LEI: 2138004J9K5ER1VNP306 | Long             | ABS-CBDO         | CORP              | US        |     5144266 | PA      | $1448670.18   | 0.06%             | 2036-10-25      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                              | McGraw-Hill Education, Inc.                                                              | CUSIP: 58064LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $105394.00    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2017-1                                                     | Mill City Mortgage Loan Trust 2017-1                                                     | CUSIP: 59981HAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8210000 | PA      | $7472727.22   | 0.29%             | 2030-09-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                                     | Husky Injection Molding Systems Ltd.                                                     | CUSIP: 44805RAA3<br>LEI: 5493003ZDHRVP2N4C109 | Long             | DBT              | CORP              | US        |      750000 | PA      | $784912.50    | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                 | Kodiak Gas Services, LLC                                                                 | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      145000 | PA      | $147950.39    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      355000 | PA      | $357669.60    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                              | Qorvo, Inc.                                                                              | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $996603.57    | 0.04%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Lehman Mortgage Trust 2006-3                                                             | Lehman Mortgage Trust 2006-3                                                             | CUSIP: 52520NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11386980 | PA      | $2848061.34   | 0.11%             | 2036-09-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions, LLC                                                                | Lindblad Expeditions, LLC                                                                | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      330000 | PA      | $344176.80    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SK Hynix Inc.                                                                            | SK Hynix Inc.                                                                            | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | US        |     5060000 | PA      | $5077088.63   | 0.20%             | 2028-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd                                                                    | Trestles CLO VIII Ltd                                                                    | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1002127.00   | 0.04%             | 2035-06-11      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXI LTD                                                                 | MARBLE POINT CLO XXI LTD                                                                 | CUSIP: 56606KAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1980718.00   | 0.08%             | 2034-10-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                         | Residential Accredit Loans, Inc.                                                         | CUSIP: 761118TB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2810747 | PA      | $2014338.67   | 0.08%             | 2036-01-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      490000 | PA      | $241478.13    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    78360000 | PA      | $68785387.50  | 2.70%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Vine Energy Holdings LLC                                                                 | Vine Energy Holdings LLC                                                                 | CUSIP: 92735LAA0<br>LEI: 254900PNIMG4CPJH6R25 | Long             | DBT              | CORP              | US        |      546000 | PA      | $549253.50    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | 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        | 22300000000 | PA      | $1411820.69   | 0.06%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        1013 | PA      | $1015.02      | 0.00%             | 2031-03-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       66807 | PA      | $67031.50     | 0.00%             | 2032-01-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       58696 | PA      | $58893.68     | 0.00%             | 2032-01-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       19544 | PA      | $19610.07     | 0.00%             | 2032-01-30      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       16228 | PA      | $16282.43     | 0.00%             | 2032-01-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       16166 | PA      | $16220.48     | 0.00%             | 2032-01-30      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        2689 | PA      | $2698.17      | 0.00%             | 2032-01-30      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                                       | Pinnacle Buyer LLC                                                                       | CUSIP: 72349UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       15323 | PA      | $15370.54     | 0.00%             | 2032-09-11      | Floating      | 0.00%                 | 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: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | US        |      200000 | PA      | $205738.00    | 0.01%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Credito Real, S.A.B. De C.V., Sofom, E.N.R.                                              | Credito Real, S.A.B. De C.V., Sofom, E.N.R.                                              | CUSIP: N/A<br>LEI: 549300W2IL7TPPCTKL39       | Long             | DBT              | CORP              | US        |     1100000 | PA      | $7405.32      | 0.00%             | 2500-12-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| MISC Capital Two (Labuan) Limited                                                        | MISC Capital Two (Labuan) Limited                                                        | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | US        |      700000 | PA      | $695515.80    | 0.03%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2021-1                                                     | SG Residential Mortgage Trust 2021-1                                                     | CUSIP: 784212AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3258000 | PA      | $2192877.05   | 0.09%             | 2061-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1783000 | PA      | $1840986.90   | 0.07%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-4                                                      | Upstart Securitization Trust 2021-4                                                      | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      769201 | PA      | $767169.27    | 0.03%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                                      | Voyager Parent, LLC                                                                      | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      260000 | PA      | $275750.80    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust              | Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust              | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7774 | PA      | $7222.49      | 0.00%             | 2042-11-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                           | Wells Fargo Commercial Mortgage Trust 2019-C50                                           | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $1949399.54   | 0.08%             | 2029-04-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production B.V.                                                          | Yinson Bergenia Production B.V.                                                          | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | US        |      300000 | PA      | $315189.00    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | 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        |  7217000000 | PA      | $1360134.42   | 0.05%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    32100000 | PA      | $2252030.16   | 0.09%             | 2038-03-31      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.                                           | MedAssets Software Intermediate Holdings, Inc.                                           | CUSIP: 31810YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       45509 | PA      | $30867.14     | 0.00%             | 2028-12-17      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                          | ABG Intermediate Holdings 2 LLC                                                          | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       39600 | PA      | $39624.95     | 0.00%             | 2028-12-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                                              | McAfee, LLC                                                                              | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      278619 | PA      | $256243.49    | 0.01%             | 2029-03-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings, LLC                                                              | LSF9 Atlantis Holdings, LLC                                                              | CUSIP: 50226BAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      448604 | PA      | $448743.51    | 0.02%             | 2029-03-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                                | B.A.T Capital Corporation                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1643000 | PA      | $1364719.83   | 0.05%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      555000 | PA      | $575167.31    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Graham Holdings Co., Ltd.                                                                | Graham Holdings Co., Ltd.                                                                | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |      755000 | PA      | $761523.20    | 0.03%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| MortgageIT Mortgage Loan Trust 2006-1                                                    | MortgageIT Mortgage Loan Trust 2006-1                                                    | CUSIP: 61915RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      454819 | PA      | $447604.83    | 0.02%             | 2035-12-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                     | Sirius XM Radio Inc.                                                                     | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      885000 | PA      | $891708.30    | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C5                                           | UBS-Barclays Commercial Mortgage Trust 2013-C5                                           | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2351000 | PA      | $2156253.50   | 0.08%             | 2046-03-12      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1440000 | PA      | $1422843.70   | 0.06%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Watco Companies, L.L.C.                                                                  | Watco Companies, L.L.C.                                                                  | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |      520000 | PA      | $543389.60    | 0.02%             | 2032-08-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                           | Wells Fargo Commercial Mortgage Trust 2020-C55                                           | CUSIP: 95002EBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1034000 | PA      | $939811.70    | 0.04%             | 2030-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                                   | Adani International Container Terminal Private Limited                                   | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | US        |      688500 | PA      | $635642.13    | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Limited                                                                        | Aircastle Limited                                                                        | CUSIP: 00929JAB2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |     1753000 | PA      | $1790133.97   | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional Del Peru S.A.A. - Interbank                                          | Banco Internacional Del Peru S.A.A. - Interbank                                          | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | US        |      450000 | PA      | $467936.24    | 0.02%             | 2035-04-30      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO 2019-2 Ltd                                                            | Canyon Capital CLO 2019-2 Ltd                                                            | CUSIP: 13887WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $993428.00    | 0.04%             | 2034-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                      | Expedia Group, Inc.                                                                      | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1864630.13   | 0.07%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12049662 | PA      | $10777792.88  | 0.42%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EGH72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |           3 | PA      | $2.71         | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416XYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1045 | PA      | $1042.32      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-VIS2                                                     | J.P. Morgan Mortgage Trust 2025-VIS2                                                     | CUSIP: 46659RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4943000 | PA      | $4982858.87   | 0.20%             | 2029-06-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                                 | Marvell Technology, Inc.                                                                 | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3437000 | PA      | $3675860.16   | 0.14%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                            | MetLife, Inc.                                                                            | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1581000 | PA      | $1666204.99   | 0.07%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      904000 | PA      | $941723.92    | 0.04%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      290000 | PA      | $291342.70    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| RALI Series 2007-QS7 Trust                                                               | RALI Series 2007-QS7 Trust                                                               | CUSIP: 74923WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2117637 | PA      | $1724177.46   | 0.07%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                                 | Roper Technologies, Inc.                                                                 | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      559000 | PA      | $561171.99    | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1120000 | PA      | $1061243.79   | 0.04%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                      | Clydesdale Acquisition Holdings Inc                                                      | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      305000 | PA      | $305051.85    | 0.01%             | 2029-03-30      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                              | Hexion Holdings Corporation                                                              | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      163717 | PA      | $157460.91    | 0.01%             | 2029-03-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                          | CommScope, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1259853 | PA      | $1260445.38   | 0.05%             | 2029-12-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                                                   | HighTower Holdings LLC                                                                   | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      740070 | PA      | $740536.43    | 0.03%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                        | Herc Holdings Inc                                                                        | CUSIP: 42705FAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       95000 | PA      | $95336.30     | 0.00%             | 2032-06-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Minsur S.A.                                                                              | Minsur S.A.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1051215.00   | 0.04%             | 2031-10-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                    | PT Freeport Indonesia                                                                    | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | US        |      200000 | PA      | $200531.34    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3674219.20   | 0.14%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      659000 | PA      | $489666.98    | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                     | Amphenol Corporation                                                                     | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1356000 | PA      | $1297258.08   | 0.05%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                           | AutoZone, Inc.                                                                           | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     1749000 | PA      | $1803626.34   | 0.07%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                            | Bear Stearns ARM Trust 2004-1                                                            | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26073 | PA      | $25713.14     | 0.00%             | 2034-01-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AAHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         494 | PA      | $493.53       | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W2YG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5750305 | PA      | $5888027.80   | 0.23%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36296ANQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       45123 | PA      | $46031.15     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                               | Iron Mountain Incorporated                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      405000 | PA      | $415076.40    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      180000 | PA      | $171691.20    | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $260692.50    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Securities Corp.                                              | Washington Mutual Mortgage Securities Corp.                                              | CUSIP: 9393357P4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10280 | PA      | $9971.43      | 0.00%             | 2042-08-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   130000000 | PA      | $620886.11    | 0.02%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg S.a r.l.                                                         | Acu Petroleo Luxembourg S.a r.l.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      928405 | PA      | $946053.74    | 0.04%             | 2035-07-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                                      | White Cap Buyer LLC                                                                      | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      391411 | PA      | $392909.75    | 0.02%             | 2029-10-19      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                                        | Alera Group, Inc.                                                                        | CUSIP: 01451PAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      100000 | PA      | $101775.00    | 0.00%             | 2033-05-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        9489 | PA      | $9512.74      | 0.00%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  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: N/A<br>LEI: 4469000001BLWI4LQJ08       | Long             | DBT              | CORP              | US        |      693355 | PA      | $728124.05    | 0.03%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | US        |      300000 | PA      | $299373.21    | 0.01%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                     | CEMEX S.A.B. de C.V.                                                                     | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2096073.00   | 0.08%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                            | Bear Stearns ARM Trust 2004-1                                                            | CUSIP: 07384MTN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1966 | PA      | $1928.32      | 0.00%             | 2033-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda S A                                                                     | Banco Davivienda S A                                                                     | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | US        |      900000 | PA      | $936483.75    | 0.04%             | 2035-07-02      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust 2006-3                                                          | Bear Stearns ALT-A Trust 2006-3                                                          | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47603 | PA      | $46405.87     | 0.00%             | 2035-05-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                             | Chase Mortgage Finance Trust                                                             | CUSIP: 16162WPB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22569 | PA      | $21943.11     | 0.00%             | 2035-12-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Products Inc. Trust 2007-R6                                      | Bear Stearns Structured Products Inc. Trust 2007-R6                                      | CUSIP: 07402FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106468 | PA      | $83592.45     | 0.00%             | 2046-12-26      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 126694MX3<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |     2656296 | PA      | $1520753.60   | 0.06%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OA21                                                         | Alternative Loan Trust 2006-OA21                                                         | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1828664 | PA      | $1661795.26   | 0.07%             | 2047-03-20      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ADFM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          20 | PA      | $19.74        | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQJN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11324629 | PA      | $9765603.74   | 0.38%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q0P97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1988930 | PA      | $1937344.56   | 0.08%             | 2041-10-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ACK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12183259 | PA      | $11269558.70  | 0.44%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1753000 | PA      | $1803509.36   | 0.07%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3629167 | PA      | $3288061.91   | 0.13%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                                        | Flash Compute LLC                                                                        | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $257662.83    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36178NFW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1073545 | PA      | $1014466.30   | 0.04%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goat Holdco, LLC                                                                         | Goat Holdco, LLC                                                                         | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $297131.10    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      340000 | PA      | $355300.00    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Menlo CLO I Ltd                                                                          | Menlo CLO I Ltd                                                                          | CUSIP: 586915AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2003876.00   | 0.08%             | 2038-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                         | Gray Media, Inc.                                                                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      240000 | PA      | $245248.80    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc.                                                            | Jacobs Engineering Group Inc.                                                            | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     1277000 | PA      | $1346322.58   | 0.05%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                            | Netflix, Inc.                                                                            | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1346000 | PA      | $1306540.13   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       89000 | PA      | $75650.00     | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                          | NGPL PipeCo LLC                                                                          | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     2126000 | PA      | $1955393.18   | 0.08%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1821000 | PA      | $1878313.97   | 0.07%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wind River 2014-2 CLO Ltd.                                                               | Wind River 2014-2 CLO Ltd.                                                               | CUSIP: 88390AAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000909.00   | 0.04%             | 2031-01-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                                    | UBS Commercial Mortgage Trust 2017-C7                                                    | CUSIP: 90276WAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1916031.60   | 0.08%             | 2028-01-18      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      310000 | PA      | $329610.60    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2021-SFR6 Trust                                                     | Progress Residential 2021-SFR6 Trust                                                     | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1978438.40   | 0.08%             | 2026-07-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                                                                 | RHP Hotel Properties, LP                                                                 | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      420000 | PA      | $436333.80    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                                                      | Station Casinos LLC                                                                      | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      260000 | PA      | $265561.40    | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Cosan Overseas Limited                                                                   | Cosan Overseas Limited                                                                   | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $1404088.00   | 0.06%             | 2500-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        5000 | PA      | $5018.75      | 0.00%             | 2032-01-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                            | Sun Communities Operating Limited Partnership                                            | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     2162000 | PA      | $1963332.52   | 0.08%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2021-3, Ltd.                                                               | Trimaran CAVU 2021-3, Ltd.                                                               | CUSIP: 89624GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | PA      | $2252578.50   | 0.09%             | 2035-01-18      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                                    | UBS Commercial Mortgage Trust 2017-C4                                                    | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      478289 | PA      | $471132.94    | 0.02%             | 2027-08-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Securities Corp.                                              | Washington Mutual Mortgage Securities Corp.                                              | CUSIP: 939335N84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          83 | PA      | $81.38        | 0.00%             | 2031-02-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      164588 | PA      | $160411.92    | 0.01%             | 2030-09-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | US        |      300000 | PA      | $308250.00    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | 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        |    38200000 | PA      | $1961970.88   | 0.08%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    48600000 | PA      | $3062252.54   | 0.12%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ongc Videsh Vankorneft Pte. Ltd.                                                         | Ongc Videsh Vankorneft Pte. Ltd.                                                         | CUSIP: N/A<br>LEI: 254900FXH0X0S4UIS503       | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1395508.10   | 0.05%             | 2026-07-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                                                      | Six Flags Entertainment Corporation                                                      | CUSIP: 15018LAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      269167 | PA      | $265689.79    | 0.01%             | 2031-04-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                                   | Colossus Acquireco LLC                                                                   | CUSIP: 19682LAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      700000 | PA      | $699125.00    | 0.03%             | 2032-06-12      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        6778 | PA      | $6794.81      | 0.00%             | 2031-12-11      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 01957TAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      390000 | PA      | $391774.50    | 0.02%             | 2032-08-06      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |      361947 | PA      | $345206.95    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                      | Brown & Brown, Inc.                                                                      | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      768000 | PA      | $799448.37    | 0.03%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $360976.95    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RAMP1                         | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RAMP1                         | CUSIP: 25150RAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4221206 | PA      | $3689616.29   | 0.14%             | 2037-02-25      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $546656.25    | 0.02%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A7G69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          32 | PA      | $32.20        | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36225CBP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          95 | PA      | $95.34        | 0.00%             | 2027-02-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                   | McDonald's Corporation                                                                   | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     2077000 | PA      | $1778623.58   | 0.07%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1506000 | PA      | $1361805.17   | 0.05%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1263000 | PA      | $1316646.81   | 0.05%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                 | UKG Inc.                                                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      255000 | PA      | $262050.75    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust 2025-4                                                      | Upstart Securitization Trust 2025-4                                                      | CUSIP: 91684AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2303669.42   | 0.09%             | 2026-11-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Veralto Corporation                                                                      | Veralto Corporation                                                                      | CUSIP: 92338CAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      920000 | PA      | $960202.16    | 0.04%             | 2033-09-18      | Fixed         | 5.45%                 | 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        |    34400000 | PA      | $1771967.03   | 0.07%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LC AHAB US Bidco LLC                                                                     | LC AHAB US Bidco LLC                                                                     | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      392767 | PA      | $393505.23    | 0.02%             | 2031-04-14      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                                         | AMC Entertainment Holdings, Inc.                                                         | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |      135000 | PA      | $117717.30    | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Apidos CLO XLIII Ltd                                                                     | Apidos CLO XLIII Ltd                                                                     | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $500250.50    | 0.02%             | 2038-10-21      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |     1976000 | PA      | $2050553.29   | 0.08%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198650.00    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31412REL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        4284 | PA      | $4367.86      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416WDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      172437 | PA      | $172688.72    | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419LK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       48401 | PA      | $48470.36     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                           | GS Mortgage Securities Corp II                                                           | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2297411.58   | 0.09%             | 2026-09-11      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                               | Genmab A/S                                                                               | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | US        |      280000 | PA      | $286977.60    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-3                                            | GreenSky Home Improvement Issuer Trust 2025-3                                            | CUSIP: 39571WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1499096.55   | 0.06%             | 2060-12-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      165000 | PA      | $167256.79    | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                                               | AMSR Trust                                                                               | CUSIP: 00179VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2953080.60   | 0.12%             | 2026-08-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                                   | Argent Securities Inc.                                                                   | CUSIP: 040104RW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10282350 | PA      | $5562377.12   | 0.22%             | 2036-03-25      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                                   | Adani International Container Terminal Private Limited                                   | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | US        |      459000 | PA      | $423761.42    | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CSMC Trust 2017-CALI                                                                     | CSMC Trust 2017-CALI                                                                     | CUSIP: 12652FAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $130000.00    | 0.01%             | 2032-11-12      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                                                | Bausch + Lomb Corporation                                                                | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |      650000 | PA      | $678031.25    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                   | CMS Energy Corporation                                                                   | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      915000 | PA      | $940383.93    | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                | CNX Resources Corporation                                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      330000 | PA      | $331762.20    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31394TUG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      834244 | PA      | $836452.71    | 0.03%             | 2034-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      628000 | PA      | $648410.00    | 0.03%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ChaseFlex Trust Series 2007-3                                                            | ChaseFlex Trust Series 2007-3                                                            | CUSIP: 16165AAA2<br>LEI: 549300U1F9IQTDPULK34 | Long             | ABS-MBS          | CORP              | US        |      342230 | PA      | $111619.38    | 0.00%             | 2037-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commscope Technologies LLC                                                               | Commscope Technologies LLC                                                               | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184421.88    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                                     | Credit Suisse First Boston Mortgage Securities Corp.                                     | CUSIP: 22540VK43<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Long             | ABS-MBS          | CORP              | US        |        9180 | PA      | $8692.77      | 0.00%             | 2032-03-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corporation LLC                                               | Equinix Europe 2 Financing Corporation LLC                                               | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      957000 | PA      | $959844.59    | 0.04%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3617A0C87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42709 | PA      | $38820.60     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                           | Mosaic Solar Loan Trust 2020-1                                                           | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      799024 | PA      | $708495.23    | 0.03%             | 2032-11-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212515.50    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Park Place Securities, Inc.                                                              | Park Place Securities, Inc.                                                              | CUSIP: 70069FLK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4336371.50   | 0.17%             | 2035-07-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                           | Penske Truck Leasing Co., L.P.                                                           | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     1857000 | PA      | $1911659.31   | 0.07%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Seaspan Corporation                                                                      | Seaspan Corporation                                                                      | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | US        |      510000 | PA      | $485775.00    | 0.02%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corporation                                                                      | Veralto Corporation                                                                      | CUSIP: 92338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      638000 | PA      | $657760.97    | 0.03%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                               | iHeartCommunications, Inc.                                                               | CUSIP: 45174UAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      104212 | PA      | $95112.66     | 0.00%             | 2029-05-01      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                   | Radiology Partners Inc                                                                   | CUSIP: 75041EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      400000 | PA      | $398876.00    | 0.02%             | 2032-06-26      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                           | PetSmart, Inc.                                                                           | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      265000 | PA      | $263592.85    | 0.01%             | 2032-08-09      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                     | Resideo Funding Inc.                                                                     | CUSIP: 76090LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      340000 | PA      | $340425.00    | 0.01%             | 2032-08-08      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416YNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        5087 | PA      | $5087.63      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust 2006-2                                                  | MASTR Asset Securitization Trust 2006-2                                                  | CUSIP: 55274QAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1029961 | PA      | $590244.24    | 0.02%             | 2036-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-2                                                           | Mosaic Solar Loan Trust 2020-2                                                           | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      724569 | PA      | $608903.73    | 0.02%             | 2033-05-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5248589.50   | 0.21%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                           | Park Intermediate Holdings LLC                                                           | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      380000 | PA      | $389458.20    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise Borrower, LLC                                                          | Rivers Enterprise Borrower, LLC                                                          | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      755000 | PA      | $771912.00    | 0.03%             | 2033-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Sabra Health Care Limited Partnership                                                    | Sabra Health Care Limited Partnership                                                    | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |      898000 | PA      | $821863.34    | 0.03%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust 2007-AR2                                  | Structured Asset Mortgage Investments II Trust 2007-AR2                                  | CUSIP: 86363DAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227485 | PA      | $79137.18     | 0.00%             | 2037-03-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                                         | Transocean International Limited                                                         | CUSIP: 893814AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $108478.13    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2380000 | PA      | $2249843.75   | 0.09%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                   | Verisk Analytics, Inc.                                                                   | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     1786000 | PA      | $1828358.74   | 0.07%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     8000000 | PA      | $1285429.17   | 0.05%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 72431HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      190000 | PA      | $148105.06    | 0.01%             | 2028-04-12      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                                       | Pinnacle Buyer LLC                                                                       | CUSIP: 72349UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       79677 | PA      | $79926.81     | 0.00%             | 2032-09-11      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust 2006-FRE2                                                   | SG Mortgage Securities Trust 2006-FRE2                                                   | CUSIP: 784208AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15751722 | PA      | $2937957.55   | 0.12%             | 2036-07-25      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                                  | SMB Private Education Loan Trust 2018-B                                                  | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |      358724 | PA      | $357152.59    | 0.01%             | 2028-03-15      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Par Petroleum, LLC                                                                       | Par Petroleum, LLC                                                                       | CUSIP: 69889PAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      102377 | PA      | $102676.38    | 0.00%             | 2030-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Adani Energy Solutions Limited                                                           | Adani Energy Solutions Limited                                                           | CUSIP: N/A<br>LEI: 549300PLH866JQ6LXE52       | Long             | DBT              | CORP              | US        |      800000 | PA      | $793390.08    | 0.03%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BCAP LLC Trust 2007-AA2                                                                  | BCAP LLC Trust 2007-AA2                                                                  | CUSIP: 05530NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1071945 | PA      | $1173254.51   | 0.05%             | 2047-05-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2019-III Ltd                                                                | CIFC Funding 2019-III Ltd                                                                | CUSIP: 12554VBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $501167.00    | 0.02%             | 2038-01-16      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Campbell's Company, The                                                                  | Campbell's Company, The                                                                  | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      918000 | PA      | $935348.82    | 0.04%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corporation                                                   | Clarivate Science Holdings Corporation                                                   | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $216936.00    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 29078EAA3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       95000 | PA      | $38865.45     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Extenet Issuer, LLC                                                                      | Extenet Issuer, LLC                                                                      | CUSIP: 30227XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1518042.45   | 0.06%             | 2029-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31411JDN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      155232 | PA      | $155475.29    | 0.01%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                                                             | GS Mortgage Securities Corp.                                                             | CUSIP: 362341RX9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |       59176 | PA      | $56339.24     | 0.00%             | 2035-09-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Generate CLO 12 Ltd                                                                      | Generate CLO 12 Ltd                                                                      | CUSIP: 37147VAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2003612.00   | 0.08%             | 2038-07-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                           | Illumina, Inc.                                                                           | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     1549000 | PA      | $1566643.11   | 0.06%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Medco Laurel Tree Pte. Ltd.                                                              | Medco Laurel Tree Pte. Ltd.                                                              | CUSIP: N/A<br>LEI: 254900SX7FFGRREZD046       | Long             | DBT              | CORP              | US        |      400000 | PA      | $401228.00    | 0.02%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Intuit Inc.                                                                              | Intuit Inc.                                                                              | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     1567000 | PA      | $1542299.54   | 0.06%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                                            | LFS Topco LLC                                                                            | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $246859.55    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                        | 1261229 B.C. Ltd.                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $416744.76    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                       | Royalty Pharma PLC                                                                       | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |     1141000 | PA      | $1133241.31   | 0.04%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MATIV Holdings, Inc.                                                                     | MATIV Holdings, Inc.                                                                     | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120709.20    | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                                                                    | Thayer Park CLO, Ltd.                                                                    | CUSIP: 883310AU8<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $991040.00    | 0.04%             | 2034-04-20      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                                           | VT Topco, Inc.                                                                           | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |      210000 | PA      | $218826.30    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                      | Virginia Electric and Power Company                                                      | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      941000 | PA      | $914955.10    | 0.04%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                    | WEC Energy Group Inc.                                                                    | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1348254.80   | 0.05%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                              | Zoetis Inc.                                                                              | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      746000 | PA      | $685169.89    | 0.03%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XX Ltd                                                                   | Sound Point CLO XX Ltd                                                                   | CUSIP: 83611JAE5<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $501070.00    | 0.02%             | 2031-07-26      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                                           | Wells Fargo Commercial Mortgage Trust 2020-C58                                           | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2728448 | PA      | $2454982.41   | 0.10%             | 2030-09-17      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                                        | International Finance Corporation                                                        | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | MX        |    24200000 | PA      | $1332125.50   | 0.05%             | 2028-01-18      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18452RAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      165000 | PA      | $165089.10    | 0.01%             | 2028-08-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                         | Proofpoint, Inc.                                                                         | CUSIP: 74345HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       30000 | PA      | $30126.90     | 0.00%             | 2028-08-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                                                 | Pregis TopCo Corporation                                                                 | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      195707 | PA      | $197210.47    | 0.01%             | 2029-02-28      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                     | AREIT 2025-CRE10 LTD                                                                     | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2290000 | PA      | $2287854.96   | 0.09%             | 2038-07-19      | Floating      | 5.12%                 | No            |                  3 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1041753.28   | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      898000 | PA      | $941245.08    | 0.04%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                                | B.A.T Capital Corporation                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1813000 | PA      | $1890190.29   | 0.07%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B30 Mortgage Trust                                                        | Benchmark 2021-B30 Mortgage Trust                                                        | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1654000 | PA      | $1482511.46   | 0.06%             | 2031-11-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                              | CWABS, Inc.                                                                              | CUSIP: 126670JY5<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-MBS          | CORP              | US        |        6586 | PA      | $6484.35      | 0.00%             | 2036-02-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 12669GBA8<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |      170978 | PA      | $165631.45    | 0.01%             | 2034-11-21      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                           | AngloGold Ashanti Holdings PLC                                                           | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | US        |      700000 | PA      | $680165.29    | 0.03%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO 2025-1 Ltd                                                                 | Anthelion CLO 2025-1 Ltd                                                                 | CUSIP: 03676GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1001353.00   | 0.04%             | 2036-07-21      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1507000 | PA      | $1359672.21   | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings, S.A. de C.V.                                             | Buffalo Energy Mexico Holdings, S.A. de C.V.                                             | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      198982 | PA      | $217690.74    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                       | Citigroup Mortgage Loan Trust Inc.                                                       | CUSIP: 17307GE61<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      348847 | PA      | $423311.32    | 0.02%             | 2035-10-25      | Variable      | 4.57%                 | 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        |      400000 | PA      | $411179.72    | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      180000 | PA      | $160200.00    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Series 2007 AHL3                                           | Citigroup Mortgage Loan Trust Series 2007 AHL3                                           | CUSIP: 17312GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      201380 | PA      | $140041.16    | 0.01%             | 2045-07-25      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                   | Extra Space Storage LP                                                                   | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1814000 | PA      | $1862029.64   | 0.07%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EGUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          22 | PA      | $22.04        | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                               | Fertitta Entertainment LLC                                                               | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |      205000 | PA      | $194395.35    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1249000 | PA      | $1316476.85   | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 Trust                                                                      | MFA 2023-NQM3 Trust                                                                      | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3293777 | PA      | $3316667.17   | 0.13%             | 2068-07-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Capital Inc.                                                      | Merrill Lynch Mortgage Capital Inc.                                                      | CUSIP: 59020UL78<br>LEI: L6ZLCV6SY6K01EC4P845 | Long             | ABS-MBS          | CORP              | US        |       11473 | PA      | $11032.21     | 0.00%             | 2035-11-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                                 | Motorola Solutions, Inc.                                                                 | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1497000 | PA      | $1544037.09   | 0.06%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                    | Neptune BidCo US Inc.                                                                    | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      335000 | PA      | $343411.85    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                                   | DIRECTV Financing, LLC                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $185899.10    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGY93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         201 | PA      | $200.85       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-NQM1                                            | New Residential Mortgage Loan Trust 2020-NQM1                                            | CUSIP: 64830VAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3143402.28   | 0.12%             | 2060-01-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      804000 | PA      | $808147.51    | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1496718 | PA      | $1517853.28   | 0.06%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416Q6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       16386 | PA      | $16422.01     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36183WHM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      210419 | PA      | $191677.94    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ADST6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6894375 | PA      | $5959927.43   | 0.23%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382L2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     7985502 | PA      | $938982.46    | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                                                     | Horizon Aircraft Finance III Limited                                                     | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1875000 | PA      | $1880625.00   | 0.07%             | 2031-09-15      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| Switch ABS Issuer, LLC                                                                   | Switch ABS Issuer, LLC                                                                   | CUSIP: 871044AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2030995.80   | 0.08%             | 2029-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    74700000 | PA      | $65018177.82  | 2.55%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                         | Olin Corporation                                                                         | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      290000 | PA      | $287369.70    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Pret 2025-NPL7 LLC                                                                       | Pret 2025-NPL7 LLC                                                                       | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      957845 | PA      | $960011.37    | 0.04%             | 2055-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C34                                                           | BBCMS Mortgage Trust 2025-5C34                                                           | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1593000 | PA      | $1666923.17   | 0.07%             | 2030-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      305000 | PA      | $323147.50    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Prime Minister's Office Singapore                                                        | Prime Minister's Office Singapore                                                        | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     1400000 | PA      | $1146117.94   | 0.04%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                                  | Qnity Electronics, Inc.                                                                  | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      195000 | PA      | $202215.00    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rockland Park Limited                                                                    | Rockland Park Limited                                                                    | CUSIP: 773663AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2004330.00   | 0.08%             | 2038-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                                               | Gainwell Acquisition Corp.                                                               | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      522128 | PA      | $512076.97    | 0.02%             | 2027-08-17      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                   | Arsenal AIC Parent LLC                                                                   | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       55087 | PA      | $55156.23     | 0.00%             | 2030-08-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Biogen Inc.                                                                              | Biogen Inc.                                                                              | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     1762000 | PA      | $1817208.92   | 0.07%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-V Ltd                                                                  | CIFC Funding 2021-V Ltd                                                                  | CUSIP: 12565EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $500964.00    | 0.02%             | 2038-01-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                        | Polaris Newco LLC                                                                        | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      279842 | PA      | $269454.28    | 0.01%             | 2028-06-03      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                                  | PUG LLC                                                                                  | CUSIP: 74530DAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      213612 | PA      | $211386.60    | 0.01%             | 2030-03-12      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2007-BR2                                  | Securitized Asset Backed Receivables LLC Trust 2007-BR2                                  | CUSIP: 81378PAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12039483 | PA      | $5031404.84   | 0.20%             | 2037-02-25      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      325000 | PA      | $291281.25    | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                              | Caesars Entertainment, Inc.                                                              | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      420000 | PA      | $407689.80    | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Cap S.A.                                                                                 | Cap S.A.                                                                                 | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | US        |      600000 | PA      | $492186.00    | 0.02%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       54450 | PA      | $38296.32     | 0.00%             | 2031-05-05      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                                                                     | Pretzel Parent, Inc.                                                                     | CUSIP: 74142YAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      120000 | PA      | $118350.00    | 0.00%             | 2031-08-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      245000 | PA      | $251431.25    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                                    | Chile Electricity Lux MPC II S.a r.l.                                                    | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      582523 | PA      | $603732.83    | 0.02%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                                                                     | Pretzel Parent, Inc.                                                                     | CUSIP: 74142YAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      129650 | PA      | $127867.31    | 0.01%             | 2031-08-14      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                                                   | Cengage Learning, Inc.                                                                   | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      152029 | PA      | $152541.62    | 0.01%             | 2031-03-22      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3020000 | PA      | $1963589.81   | 0.08%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                         | Willis Engine Structured Trust V                                                         | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3480333 | PA      | $3348776.54   | 0.13%             | 2028-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                                                     | Empresas Publicas de Medellin E.S.P.                                                     | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | CORP              | US        |      400000 | PA      | $365466.64    | 0.01%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Periama Holdings, LLC                                                                    | Periama Holdings, LLC                                                                    | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |      500000 | PA      | $501125.00    | 0.02%             | 2026-04-19      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Brown Group Holding, LLC                                                                 | Brown Group Holding, LLC                                                                 | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       37820 | PA      | $37989.47     | 0.00%             | 2029-06-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                               | Caesars Entertainment Inc.                                                               | CUSIP: 12768EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      648182 | PA      | $641700.00    | 0.03%             | 2031-01-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Wipro IT Services, LLC                                                                   | Wipro IT Services, LLC                                                                   | CUSIP: N/A<br>LEI: 549300S6XZZ65F0EJS98       | Long             | DBT              | CORP              | US        |      200000 | PA      | $197387.74    | 0.01%             | 2026-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       48682 | PA      | $48845.31     | 0.00%             | 2032-01-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                                          | Natgasoline LLC                                                                          | CUSIP: 63232EAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      128406 | PA      | $129048.08    | 0.01%             | 2030-03-25      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1109000 | PA      | $1112467.18   | 0.04%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ADPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         188 | PA      | $187.21       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cometa Energia, S.A. de C.V.                                                             | Cometa Energia, S.A. de C.V.                                                             | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | US        |      514500 | PA      | $539600.71    | 0.02%             | 2035-04-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |      550000 | PA      | $558250.00    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3617A0RR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      266409 | PA      | $241375.76    | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36225CUC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4904 | PA      | $4969.80      | 0.00%             | 2032-02-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | US        |      686000 | PA      | $690287.50    | 0.03%             | 2027-03-27      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                    | Gulfport Energy Operating Corporation                                                    | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      505000 | PA      | $521532.44    | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                           | Rentokil Terminix Funding, LLC                                                           | CUSIP: 760130AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1991000 | PA      | $2025702.73   | 0.08%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      131000 | PA      | $107725.27    | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Scalelogix Abs Us Issuer LLC                                                             | Scalelogix Abs Us Issuer LLC                                                             | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2510658.75   | 0.10%             | 2030-07-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                   | Southern Power Company                                                                   | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     1049000 | PA      | $1038674.69   | 0.04%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                                            | Starwood Mortgage Residential Trust 2019-INV1                                            | CUSIP: 85572JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6721000 | PA      | $6543259.12   | 0.26%             | 2049-09-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI, Ltd                                                                    | Symphony CLO XVI, Ltd                                                                    | CUSIP: 87165VAR0<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000533.00   | 0.04%             | 2031-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2673000 | PA      | $2962897.81   | 0.12%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                                                                 | Brown Group Holding, LLC                                                                 | CUSIP: 11565HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      209457 | PA      | $210410.14    | 0.01%             | 2031-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                     | Ardonagh Midco 3 PLC                                                                     | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       17354 | PA      | $17299.44     | 0.00%             | 2031-02-28      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting, Inc.                                                               | Nexstar Broadcasting, Inc.                                                               | CUSIP: 65336RBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      269325 | PA      | $270437.31    | 0.01%             | 2032-06-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                                                                       | Altice France S.A.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      340749 | PA      | $340251.51    | 0.01%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Unigel Netherlands Holding Corporation B.V.                                              | Unigel Netherlands Holding Corporation B.V.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      262805 | PA      | $2628.05      | 0.00%             | 2044-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                   | GFL Environmental Inc.                                                                   | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      525000 | PA      | $526575.00    | 0.02%             | 2032-02-04      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                   | Azorra Finance Limited                                                                   | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |      385000 | PA      | $403021.85    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bancolombia S.A.                                                                         | Bancolombia S.A.                                                                         | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | US        |      300000 | PA      | $320316.00    | 0.01%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                                       | DT Midstream, Inc.                                                                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      973000 | PA      | $960477.20    | 0.04%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12030343 | PA      | $10927697.18  | 0.43%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AFL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        7123 | PA      | $7105.15      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                 | Group 1 Automotive, Inc.                                                                 | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      275000 | PA      | $268895.00    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                                                     | Horizon Aircraft Finance III Limited                                                     | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1032480 | PA      | $990974.02    | 0.04%             | 2026-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| IndyMac Bancorp, Inc.                                                                    | IndyMac Bancorp, Inc.                                                                    | CUSIP: 45660UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           8 | PA      | $7.35         | 0.00%             | 2032-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL17 LLC                                                                        | MF1 2025-FL17 LLC                                                                        | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2290000 | PA      | $2285707.85   | 0.09%             | 2040-02-21      | Floating      | 5.05%                 | No            |                  3 | On Loan: No      |
| Progress Residential 2024-SFR2 Trust                                                     | Progress Residential 2024-SFR2 Trust                                                     | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5836349 | PA      | $5650935.85   | 0.22%             | 2029-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      235000 | PA      | $233984.80    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments LLC                                                | Structured Asset Mortgage Investments LLC                                                | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1211 | PA      | $1171.86      | 0.00%             | 2032-09-19      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      787000 | PA      | $849006.79    | 0.03%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $239921.90    | 0.01%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      430000 | PA      | $240783.19    | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                        | Vale Overseas Ltd                                                                        | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | US        |      711000 | PA      | $726227.49    | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   133000000 | PA      | $862750.89    | 0.03%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government of Canada                                                                     | Government of Canada                                                                     | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $215336.42    | 0.01%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    12000000 | PA      | $2122408.18   | 0.08%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                                               | ADMI Corp.                                                                               | CUSIP: 00709LAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       74828 | PA      | $70775.01     | 0.00%             | 2027-12-23      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                                     | INEOS US Finance LLC                                                                     | CUSIP: G4768PAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      113577 | PA      | $91571.13     | 0.00%             | 2030-02-09      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                                               | ADMI Corp.                                                                               | CUSIP: 00709LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      194705 | PA      | $186040.22    | 0.01%             | 2027-12-23      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                      | American Axle & Manufacturing, Inc.                                                      | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      210000 | PA      | $213718.58    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Cap S.A.                                                                                 | Cap S.A.                                                                                 | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1148434.00   | 0.05%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1512204.57   | 0.06%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      480000 | PA      | $501052.80    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DCLI Bidco LLC                                                                           | DCLI Bidco LLC                                                                           | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      335000 | PA      | $344235.95    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Dana Incorporated                                                                        | Dana Incorporated                                                                        | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      310000 | PA      | $309730.30    | 0.01%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                  | Duke Energy Corporation                                                                  | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $1819769.80   | 0.07%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AFCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        4039 | PA      | $4041.58      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1700000 | PA      | $1831659.65   | 0.07%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1750000 | PA      | $1817006.08   | 0.07%             | 2031-02-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                                            | Graham Packaging Company Inc.                                                            | CUSIP: 38469EAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      320688 | PA      | $321730.00    | 0.01%             | 2027-08-04      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Golden State Food LLC                                                                    | Golden State Food LLC                                                                    | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      307392 | PA      | $308895.52    | 0.01%             | 2031-10-07      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      670000 | PA      | $706079.50    | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                  | Arrow Electronics, Inc.                                                                  | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     1808000 | PA      | $1850427.79   | 0.07%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                              | Grant Thornton Advisors LLC                                                              | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      521350 | PA      | $521766.63    | 0.02%             | 2031-05-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                                   | Froneri Lux Finco Sarl                                                                   | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      197923 | PA      | $197848.04    | 0.01%             | 2032-07-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust 2011-RR5                                                                  | BCAP LLC Trust 2011-RR5                                                                  | CUSIP: 05534AAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       27677 | PA      | $27065.30     | 0.00%             | 2037-03-26      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4616000 | PA      | $3758491.68   | 0.15%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                                   | Froneri Lux Finco Sarl                                                                   | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      146896 | PA      | $146840.34    | 0.01%             | 2032-07-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| COLT 2020-RPL1 Trust                                                                     | COLT 2020-RPL1 Trust                                                                     | CUSIP: 19687YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4257000 | PA      | $3222147.56   | 0.13%             | 2065-01-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8867167 | PA      | $8881543.46   | 0.35%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2019-C3                                                             | BBCMS Mortgage Trust 2019-C3                                                             | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2323476.22   | 0.09%             | 2029-05-17      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31402LPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       23477 | PA      | $23364.74     | 0.00%             | 2043-06-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NYDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4289000 | PA      | $4454411.29   | 0.17%             | 2030-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc.                                                                    | GrafTech Finance Inc.                                                                    | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |      150000 | PA      | $111375.00    | 0.00%             | 2029-12-23      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418XU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        6042 | PA      | $6049.50      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622A23Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3396948 | PA      | $3137942.91   | 0.12%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                  | Minerva Luxembourg S.A.                                                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $218000.00    | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                          | SG Commercial Mortgage Securities Trust 2016-C5                                          | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     2391000 | PA      | $2307335.80   | 0.09%             | 2026-06-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      410000 | PA      | $396675.00    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                  | Nabors Industries, Inc.                                                                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      250000 | PA      | $262610.00    | 0.01%             | 2030-01-31      | Fixed         | 9.13%                 | 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        |      300000 | PA      | $324427.50    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                                                              | Kenan Advantage Group, Inc.                                                              | CUSIP: 48853UBQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      334424 | PA      | $330996.14    | 0.01%             | 2029-01-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      185000 | PA      | $193289.85    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Prime Mortgage Trust 2005-4                                                              | Prime Mortgage Trust 2005-4                                                              | CUSIP: 74160MDL3<br>LEI: 549300FSD8T39P5Q0O47 | Long             | ABS-MBS          | CORP              | US        |        1739 | PA      | $1665.26      | 0.00%             | 2034-02-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                                                             | Lavender Dutch BorrowerCo BV                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      170000 | PA      | $171203.60    | 0.01%             | 2032-09-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1075919.28   | 0.04%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                           | Trivium Packaging Finance B.V.                                                           | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |      306000 | PA      | $327104.82    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltee                                                                           | Videotron Ltee                                                                           | CUSIP: 92660FAT1<br>LEI: 549300BBCGA0CYX8IL74 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $1850880.66   | 0.07%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Vista Energy Argentina S.A.U.                                                            | Vista Energy Argentina S.A.U.                                                            | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153375.00    | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WBI Operations LLC                                                                       | WBI Operations LLC                                                                       | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $402845.40    | 0.02%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  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        |     3900000 | PA      | $1254608.10   | 0.05%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1170000 | PA      | $1333321.97   | 0.05%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  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        |     5400000 | PA      | $1768305.20   | 0.07%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: —       |
| Bally's Corporation                                                                      | Bally's Corporation                                                                      | CUSIP: 05875CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      237234 | PA      | $233649.88    | 0.01%             | 2028-08-05      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services, LLC                                                             | Pacific Dental Services, LLC                                                             | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      150000 | PA      | $150496.50    | 0.01%             | 2031-03-07      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                                               | BCP Renaissance Parent LLC                                                               | CUSIP: 05549PAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      328671 | PA      | $330314.10    | 0.01%             | 2028-10-31      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc.                                                                      | CCL Industries Inc.                                                                      | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | US        |     1954000 | PA      | $1842693.32   | 0.07%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                    | Cardinal Health, Inc.                                                                    | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      256000 | PA      | $220056.17    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2018-4 LTD                                                                | CARLYLE US CLO 2018-4 LTD                                                                | CUSIP: 14315RAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $502194.50    | 0.02%             | 2037-10-19      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Databank Issuer, LLC                                                                     | Databank Issuer, LLC                                                                     | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1991364.40   | 0.08%             | 2026-02-25      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DMX42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16148249 | PA      | $13399311.26  | 0.53%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EG5C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         471 | PA      | $470.02       | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13477227 | PA      | $14002826.78  | 0.55%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418RWX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        3211 | PA      | $3215.78      | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | 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        |      570000 | PA      | $499895.70    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306003.00    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM11 Trust                                                                     | OBX 2025-NQM11 Trust                                                                     | CUSIP: 67449BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5049988.50   | 0.20%             | 2065-05-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XVIII Ltd                                                                | Sound Point CLO XVIII Ltd                                                                | CUSIP: 83609TAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000740.00   | 0.04%             | 2031-01-21      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Transelec S.A.                                                                           | Transelec S.A.                                                                           | CUSIP: 89366LAE4<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | US        |      750000 | PA      | $732984.38    | 0.03%             | 2029-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO VI Ltd                                                                      | Trestles CLO VI Ltd                                                                      | CUSIP: 894940AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $997574.00    | 0.04%             | 2038-04-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                           | VeriSign, Inc.                                                                           | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2362943.09   | 0.09%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                                           | Wells Fargo Commercial Mortgage Trust 2017-C41                                           | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1643000 | PA      | $1579611.58   | 0.06%             | 2027-11-17      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                           | Wells Fargo Commercial Mortgage Trust 2018-C43                                           | CUSIP: 95001LAV4<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-CBDO         | CORP              | US        |    58208486 | PA      | $607708.24    | 0.02%             | 2051-03-17      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                            | Workday, Inc.                                                                            | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     1001000 | PA      | $958287.43    | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                   | XHR LP                                                                                   | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2138017.75   | 0.08%             | 2030-05-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1790000 | PA      | $1989676.57   | 0.08%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                                       | Chile Electricity Lux MPC S.a r.l.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      693625 | PA      | $727497.00    | 0.03%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                                     | Millicom International Cellular S.A.                                                     | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | US        |      630000 | PA      | $632205.00    | 0.02%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                  | Minerva Luxembourg S.A.                                                                  | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | US        |      200000 | PA      | $199706.00    | 0.01%             | 2028-01-19      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                | Raizen Fuels Finance S.A.                                                                | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | US        |     1200000 | PA      | $931379.16    | 0.04%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                                                           | GOGO Intermediate Holdings LLC                                                           | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      205304 | PA      | $186167.61    | 0.01%             | 2028-04-21      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| ABFC 2006-HE1 Trust                                                                      | ABFC 2006-HE1 Trust                                                                      | CUSIP: 00075WAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2411599 | PA      | $1302458.76   | 0.05%             | 2037-01-25      | Floating      | 2.05%                 | No            |                  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        |     1897000 | PA      | $1990836.05   | 0.08%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                                            | INEOS Quattro Holdings UK Ltd                                                            | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      123775 | PA      | $82000.94     | 0.00%             | 2031-10-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                                        | GIP Pilot Acquisition Partners LP                                                        | CUSIP: 31773HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      194831 | PA      | $195041.48    | 0.01%             | 2030-10-04      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                                           | EG America LLC                                                                           | CUSIP: N2820EAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      263159 | PA      | $263927.21    | 0.01%             | 2028-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MV24 Capital B.V.                                                                        | MV24 Capital B.V.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1249254 | PA      | $1239185.01   | 0.05%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bank5 2025-5YR16                                                                         | Bank5 2025-5YR16                                                                         | CUSIP: 05494RBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1891000 | PA      | $1952658.89   | 0.08%             | 2030-12-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO XXIII LLC                                                               | Bluemountain CLO XXIII LLC                                                               | CUSIP: 09629LAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2003164.00   | 0.08%             | 2037-07-20      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                                 | OCP S.A.                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1625175.00   | 0.06%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      235000 | PA      | $232212.90    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418YCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       15203 | PA      | $15503.50     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2006-OA1                                                         | GSR Mortgage Loan Trust 2006-OA1                                                         | CUSIP: 362631AA1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |    15461340 | PA      | $3114382.26   | 0.12%             | 2046-08-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C17                                                            | BBCMS Mortgage Trust 2022-C17                                                            | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3037000 | PA      | $2998827.04   | 0.12%             | 2032-08-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-9T1                                                          | Alternative Loan Trust 2006-9T1                                                          | CUSIP: 12668BSJ3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |     5108608 | PA      | $1767388.28   | 0.07%             | 2036-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                                     | Light and Wonder International, Inc.                                                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      320000 | PA      | $323366.40    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      785000 | PA      | $778044.90    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OA12                                                         | Alternative Loan Trust 2006-OA12                                                         | CUSIP: 23243AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      433582 | PA      | $480659.95    | 0.02%             | 2046-09-20      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13933852 | PA      | $14126262.24  | 0.55%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | Nationwide Building Society                                                              | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |     2309000 | PA      | $2385844.44   | 0.09%             | 2036-07-14      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| PSEG Power LLC                                                                           | PSEG Power LLC                                                                           | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      617000 | PA      | $631528.62    | 0.02%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31348S2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |           7 | PA      | $6.73         | 0.00%             | 2027-07-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418U4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        2524 | PA      | $2527.92      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | 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        |     2800000 | PA      | $2663962.00   | 0.10%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |      930000 | PA      | $942527.10    | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corporation                                                                      | Griffon Corporation                                                                      | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      490000 | PA      | $489706.00    | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                           | HarborView Mortgage Loan Trust                                                           | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23775 | PA      | $22862.81     | 0.00%             | 2035-05-19      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC                                                                     | Hardee's Funding LLC                                                                     | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4637500 | PA      | $4622730.95   | 0.18%             | 2028-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                                     | JBS USA Food Company                                                                     | CUSIP: 46590XAM8<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1375043.70   | 0.05%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                       | Wand NewCo 3, Inc.                                                                       | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      315000 | PA      | $332794.35    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2398000000 | PA      | $625707.36    | 0.02%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co., The                                                                          | Kroger Co., The                                                                          | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1835966.63   | 0.07%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                        | Merck & Co., Inc.                                                                        | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2345371.06   | 0.09%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1000000 | PA      | $1095403.91   | 0.04%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                                     | Millicom International Cellular S.A.                                                     | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | US        |      540000 | PA      | $538482.60    | 0.02%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                              | Mozart Debt Merger Sub Inc.                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      540000 | PA      | $543002.40    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139270.60    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Niagara Mohawk Power Corporation                                                         | Niagara Mohawk Power Corporation                                                         | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      926000 | PA      | $931551.37    | 0.04%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2459869.08   | 0.10%             | 2029-01-12      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                   | NSTAR Electric Company                                                                   | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4953592.00   | 0.19%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust 2005-3                                                    | Option One Mortgage Loan Trust 2005-3                                                    | CUSIP: 68389FHU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1772631 | PA      | $1737367.10   | 0.07%             | 2035-08-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Sprite 2021-1 Limited                                                                    | Sprite 2021-1 Limited                                                                    | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      918010 | PA      | $895059.69    | 0.04%             | 2028-10-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                                   | 200 Park Funding Trust                                                                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2249000 | PA      | $2240465.72   | 0.09%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      290000 | PA      | $323256.39    | 0.01%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                                     | Thailand, Kingdom of                                                                     | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    37500000 | PA      | $1182482.07   | 0.05%             | 2035-12-17      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                                                   | DirecTV Financing, LLC                                                                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       23473 | PA      | $23479.25     | 0.00%             | 2027-07-22      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                                                        | DexKo Global Inc.                                                                        | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      128983 | PA      | $127827.53    | 0.01%             | 2028-09-24      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                                          | Whatabrands LLC                                                                          | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      582299 | PA      | $583673.31    | 0.02%             | 2028-08-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                              | DG Investment Intermediate Holdings 2, Inc.                                              | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      650000 | PA      | $650000.00    | 0.03%             | 2032-07-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings Inc                                                                     | Fortrea Holdings Inc                                                                     | CUSIP: 34965PAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       22998 | PA      | $22149.95     | 0.00%             | 2030-06-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                              | DG Investment Intermediate Holdings 2, Inc.                                              | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       55000 | PA      | $55000.00     | 0.00%             | 2033-07-24      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                                | Zayo Group Holdings, Inc.                                                                | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       44809 | PA      | $42404.86     | 0.00%             | 2030-03-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                     | Amentum Escrow Corp.                                                                     | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $215645.65    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| American Express Company                                                                 | American Express Company                                                                 | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3914000 | PA      | $4033915.18   | 0.16%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank 2022-BNK39                                                                          | Bank 2022-BNK39                                                                          | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2280000 | PA      | $2071654.74   | 0.08%             | 2032-01-16      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 Mortgage Trust                                                             | COMM 2015-DC1 Mortgage Trust                                                             | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $179818.98    | 0.01%             | 2048-02-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-43                                                           | Alternative Loan Trust 2005-43                                                           | CUSIP: 12667GL84<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |      139952 | PA      | $133520.31    | 0.01%             | 2035-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust, Series 2007-2                                        | Citicorp Mortgage Securities Trust, Series 2007-2                                        | CUSIP: 173107AC7<br>LEI: 549300ISEJNGWSXAKR30 | Long             | ABS-MBS          | CORP              | US        |      555005 | PA      | $511542.97    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419AVZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       13381 | PA      | $13389.45     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ADRV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6952900 | PA      | $5972496.13   | 0.23%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust 2006-HE4                                                                     | GSAMP Trust 2006-HE4                                                                     | CUSIP: 362439AA9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-CBDO         | CORP              | US        |      301620 | PA      | $296919.43    | 0.01%             | 2036-06-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                 | Group 1 Automotive, Inc.                                                                 | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      340000 | PA      | $348500.00    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Life Time, Inc.                                                                          | Life Time, Inc.                                                                          | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |      525000 | PA      | $537720.75    | 0.02%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2018-1                                                           | Mosaic Solar Loan Trust 2018-1                                                           | CUSIP: 61946FAA3<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-CBDO         | CORP              | US        |      555152 | PA      | $532228.32    | 0.02%             | 2030-08-20      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| NJ 2025-WBRK Mortgage Trust                                                              | NJ 2025-WBRK Mortgage Trust                                                              | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      950000 | PA      | $985298.96    | 0.04%             | 2030-03-07      | Fixed         | 5.87%                 | No            |                  3 | On Loan: No      |
| PetSmart, LLC                                                                            | PetSmart, LLC                                                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $254182.50    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      475000 | PA      | $495790.75    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sofi Consumer Loan Program 2025-3 Trust                                                  | Sofi Consumer Loan Program 2025-3 Trust                                                  | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      892222 | PA      | $894905.80    | 0.04%             | 2034-08-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                               | AMSR Trust                                                                               | CUSIP: 00179VAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2459342.25   | 0.10%             | 2026-08-19      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corporation                                                                  | Aris Mining Corporation                                                                  | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | US        |      600000 | PA      | $626058.00    | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6160000 | PA      | $7989025.04   | 0.31%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                 | Windstream Services, LLC                                                                 | CUSIP: 97381AAA0<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |      315000 | PA      | $330463.35    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Bank 2019-BNK23                                                                          | Bank 2019-BNK23                                                                          | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2331000 | PA      | $2206341.62   | 0.09%             | 2029-11-16      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2023-NQM5                                                | BRAVO Residential Funding Trust 2023-NQM5                                                | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6123379 | PA      | $6154002.61   | 0.24%             | 2063-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo S.A.                                                                | Banco Espirito Santo S.A.                                                                | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |     4600000 | PA      | $1081183.99   | 0.04%             | 2500-12-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Limited                                                 | Bioceanico Sovereign Certificate Limited                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1309283 | PA      | $1069127.80   | 0.04%             | 2034-06-05      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| X Corp.                                                                                  | X Corp.                                                                                  | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      310000 | PA      | $304243.30    | 0.01%             | 2029-10-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center, LLC                                                            | Edelman Financial Center, LLC                                                            | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      130000 | PA      | $129567.10    | 0.01%             | 2028-10-23      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2025-5 LTD                                                                | Carlyle US CLO 2025-5 LTD                                                                | CUSIP: 14320JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000508.00   | 0.04%             | 2039-01-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                              | Citigroup Commercial Mortgage Trust 2018-B2                                              | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2765770 | PA      | $2739203.82   | 0.11%             | 2028-01-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| ECO Services Operations Corp                                                             | ECO Services Operations Corp                                                             | CUSIP: 27922JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      506397 | PA      | $506670.03    | 0.02%             | 2031-06-09      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       25386 | PA      | $25471.41     | 0.00%             | 2032-01-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                        | Crown Castle Inc.                                                                        | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4960807.00   | 0.19%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                                    | Hyundai Auto Receivables Trust 2024-C                                                    | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1162434.38   | 0.05%             | 2028-10-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |      200000 | PA      | $199000.00    | 0.01%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                        | IndyMac MBS, Inc.                                                                        | CUSIP: 45660LQH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      682202 | PA      | $516511.69    | 0.02%             | 2035-08-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                   | PT Pertamina (Persero)                                                                   | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $995611.00    | 0.04%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: —       |
| Primrose Funding LLC                                                                     | Primrose Funding LLC                                                                     | CUSIP: 74166YAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1496250 | PA      | $1524260.70   | 0.06%             | 2032-07-30      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      335000 | PA      | $335981.55    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57247.30     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1077572.10   | 0.04%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-25CB                                                         | Alternative Loan Trust 2006-25CB                                                         | CUSIP: 02147VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3265328 | PA      | $1629177.18   | 0.06%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank 2022-BNK39                                                                          | Bank 2022-BNK39                                                                          | CUSIP: 06539VBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $604571.31    | 0.02%             | 2032-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   598100000 | PA      | $1850530.33   | 0.07%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                             | Camelot U.S. Acquisition LLC                                                             | CUSIP: L2000AAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       59812 | PA      | $58947.47     | 0.00%             | 2031-01-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 126694TD0<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |      859859 | PA      | $392407.60    | 0.02%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                                | Cougar JV Subsidiary, LLC                                                                | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $277635.80    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Apro, LLC                                                                                | Apro, LLC                                                                                | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      411149 | PA      | $412818.51    | 0.02%             | 2031-06-26      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                                   | Froneri Lux Finco Sarl                                                                   | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      340181 | PA      | $340051.32    | 0.01%             | 2032-07-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                                         | Eastern Energy Gas Holdings, LLC                                                         | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     1926000 | PA      | $1862833.75   | 0.07%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Essential Properties, L.P.                                                               | Essential Properties, L.P.                                                               | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $1030125.90   | 0.04%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                                                    | Life Time Fitness Inc                                                                    | CUSIP: 50218KAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      248128 | PA      | $248904.76    | 0.01%             | 2031-11-05      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                                          | NEP Group, Inc.                                                                          | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      143016 | PA      | $130546.10    | 0.01%             | 2031-10-09      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7753991 | PA      | $7033603.60   | 0.28%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A1B34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        3069 | PA      | $3072.06      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | 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: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | US        |      400000 | PA      | $408660.00    | 0.02%             | 2500-12-31      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A6FW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         148 | PA      | $147.76       | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                        | GGAM Finance Ltd.                                                                        | CUSIP: 36170JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $544083.75    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Gates Corporation                                                                        | Gates Corporation                                                                        | CUSIP: 367398AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $357417.59    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                       | The Goodyear Tire & Rubber Company                                                       | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      235000 | PA      | $222399.30    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust 2006-AM1                                             | MASTR Asset Backed Securities Trust 2006-AM1                                             | CUSIP: 57643LAM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400337 | PA      | $387844.29    | 0.02%             | 2032-12-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                       | Molex Electronic Technologies, LLC                                                       | CUSIP: 60856BAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1993000 | PA      | $2044648.40   | 0.08%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      300000 | PA      | $292881.00    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      190000 | PA      | $196727.90    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      280000 | PA      | $273478.80    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | Philip Morris International Inc.                                                         | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1629000 | PA      | $1685152.77   | 0.07%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Start Ltd                                                                                | Start Ltd                                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-CBDO         | CORP              | BM        |      449146 | PA      | $446675.86    | 0.02%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                                                 | Vertiv Group Corporation                                                                 | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      941000 | PA      | $928635.26    | 0.04%             | 2028-11-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR8 Trust              | Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR8 Trust              | CUSIP: 93362FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      705454 | PA      | $659005.84    | 0.03%             | 2036-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Assembleia da Republica                                                                  | Assembleia da Republica                                                                  | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     1210000 | PA      | $1294951.22   | 0.05%             | 2030-10-18      | Fixed         | 0.48%                 | Yes           |                  2 | On Loan: No      |
| Urad Vlady Ceske Republiky                                                               | Urad Vlady Ceske Republiky                                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    29500000 | PA      | $1577219.34   | 0.06%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                                                              | ION Platform Finance US Inc                                                              | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      339556 | PA      | $317847.77    | 0.01%             | 2032-09-30      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                                                              | ION Platform Finance US Inc                                                              | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       60444 | PA      | $56580.23     | 0.00%             | 2032-09-30      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Adani Renewable Energy (RJ) Limited                                                      | Adani Renewable Energy (RJ) Limited                                                      | CUSIP: N/A<br>LEI: 335800DKCLYHG21PBG55       | Long             | DBT              | CORP              | US        |      574875 | PA      | $487206.56    | 0.02%             | 2039-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                              | Oversea-Chinese Banking Corporation Limited                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1104148.21   | 0.04%             | 2032-06-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Artera Services, LLC                                                                     | Artera Services, LLC                                                                     | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |       60000 | PA      | $49861.80     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Bain Capital Credit CLO 2024-4 Ltd                                                       | Bain Capital Credit CLO 2024-4 Ltd                                                       | CUSIP: 05685VAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $503109.50    | 0.02%             | 2037-10-23      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      951000 | PA      | $989365.53    | 0.04%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank 2020-BNK26                                                                          | Bank 2020-BNK26                                                                          | CUSIP: 06540JBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1848079.40   | 0.07%             | 2030-01-17      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                         | Benchmark 2024-V8 Mortgage Trust                                                         | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1963000 | PA      | $2072668.69   | 0.08%             | 2029-06-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                                                   | Buckeye Partners, L.P.                                                                   | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      730000 | PA      | $758265.60    | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Canyon CLO 2021-3, Ltd.                                                                  | Canyon CLO 2021-3, Ltd.                                                                  | CUSIP: 13875MAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $994565.00    | 0.04%             | 2034-07-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-4 LTD                                                                | CARLYLE US CLO 2019-4 LTD                                                                | CUSIP: 14317VAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1002339.00   | 0.04%             | 2035-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                       | CyrusOne Data Centers Issuer I LLC                                                       | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2926551.30   | 0.11%             | 2029-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A8KY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          69 | PA      | $68.98        | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGCP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         582 | PA      | $580.44       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                           | AEP Texas Inc.                                                                           | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1107887.95   | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5276000 | PA      | $3537235.11   | 0.14%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                          | AdaptHealth LLC                                                                          | CUSIP: 00653VAE1<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |      165000 | PA      | $160845.30    | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31412UHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        5213 | PA      | $5312.63      | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419CMX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      264819 | PA      | $265611.27    | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ADS48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         124 | PA      | $123.39       | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X9WX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19713152 | PA      | $16277272.10  | 0.64%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                                       | Vital Energy, Inc.                                                                       | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98477.25     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                                      | Nissan Motor Acceptance Company LLC                                                      | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      245000 | PA      | $244728.05    | 0.01%             | 2028-09-29      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMQ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18636096 | PA      | $15971519.69  | 0.63%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419J3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        8021 | PA      | $8038.85      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36183FQ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      367450 | PA      | $333752.40    | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      932000 | PA      | $926897.95    | 0.04%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      934000 | PA      | $941483.02    | 0.04%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Operations Inc.                                                                | Six Flags Operations Inc.                                                                | CUSIP: 83001AAD4<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91200.00     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| SoFi Consumer Loan Program 2021-1 Trust                                                  | SoFi Consumer Loan Program 2021-1 Trust                                                  | CUSIP: 83406GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150414 | PA      | $145183.18    | 0.01%             | 2030-05-25      | Variable      | 10.20%                | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Residential Finance Trust, Series 2007-AB1                      | Specialty Underwriting & Residential Finance Trust, Series 2007-AB1                      | CUSIP: 84752CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5308905 | PA      | $2713717.84   | 0.11%             | 2037-03-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l.                                                            | ION Platform Finance S.a r.l.                                                            | CUSIP: 46206AAE2<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | US        |      475000 | PA      | $440562.50    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                                       | ITC Holdings Corp.                                                                       | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      750000 | PA      | $773319.23    | 0.03%             | 2033-06-01      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1232210.97   | 0.05%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3 Trust                                                     | Progress Residential 2021-SFR3 Trust                                                     | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12000000 | PA      | $11884178.40  | 0.47%             | 2026-05-19      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Inc.                                            | Structured Asset Mortgage Investments II Inc.                                            | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39809 | PA      | $37542.20     | 0.00%             | 2035-07-19      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                     | VICI Properties Inc.                                                                     | CUSIP: 92564RAB1<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |     1887000 | PA      | $1863425.90   | 0.07%             | 2029-12-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      260000 | PA      | $267675.20    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Limited                                                            | TransCanada PipeLines Limited                                                            | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2925299.10   | 0.11%             | 2034-03-01      | Fixed         | 4.63%                 | 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        |    37700000 | PA      | $2016937.33   | 0.08%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                                | Titan Acquisition Limited                                                                | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      162065 | PA      | $163100.30    | 0.01%             | 2029-02-01      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Wind River 2021-1 CLO Ltd                                                                | Wind River 2021-1 CLO Ltd                                                                | CUSIP: 97314HAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $504023.50    | 0.02%             | 2037-07-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3800000 | PA      | $1060401.11   | 0.04%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914908BG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       85000 | PA      | $84707.60     | 0.00%             | 2029-01-31      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                                                      | Tecta America Corp.                                                                      | CUSIP: 87876GAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      339150 | PA      | $340126.75    | 0.01%             | 2032-02-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                               | Team Health Holdings, Inc.                                                               | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      219450 | PA      | $219998.63    | 0.01%             | 2028-06-30      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| BradyPlus Holdings LLC                                                                   | BradyPlus Holdings LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40000 | PA      | $39533.20     | 0.00%             | 2032-12-11      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                             | AI Candelaria (Spain), S.L.U                                                             | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | US        |      443748 | PA      | $445966.27    | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                             | AI Candelaria (Spain), S.L.U                                                             | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1334025.00   | 0.05%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  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: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1406713.10   | 0.06%             | 2039-01-08      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: —       |
| Camelot U.S. Acquisition LLC                                                             | Camelot U.S. Acquisition LLC                                                             | CUSIP: L2000AAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      257908 | PA      | $254178.34    | 0.01%             | 2031-01-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| OVG Business Services, LLC                                                               | OVG Business Services, LLC                                                               | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      498467 | PA      | $498467.34    | 0.02%             | 2031-06-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                                                            | Castle US Holding Corporation                                                            | CUSIP: 14852DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      129034 | PA      | $68226.51     | 0.00%             | 2027-01-23      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Openlane Inc                                                                             | Openlane Inc                                                                             | CUSIP: 68373AAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      240000 | PA      | $239851.20    | 0.01%             | 2032-10-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                          | Advanced Drainage Systems, Inc.                                                          | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      508000 | PA      | $518160.00    | 0.02%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309156.00    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                   | Arsenal AIC Parent LLC                                                                   | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $159069.00    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  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: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1151700.00   | 0.05%             | 2500-12-31      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      755000 | PA      | $721259.05    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                                | CNX Midstream Partners LP                                                                | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | PA      | $455039.90    | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 12669F6Z1<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |       65017 | PA      | $60822.15     | 0.00%             | 2034-11-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132AEA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1700865 | PA      | $1541000.87   | 0.06%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EJKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1794 | PA      | $1789.87      | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                    | Freeport-McMoRan Inc.                                                                    | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      300000 | PA      | $305042.58    | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36202K2F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         265 | PA      | $265.17       | 0.00%             | 2026-05-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                                       | JPMDB Commercial Mortgage Securities Trust 2017-C7                                       | CUSIP: 46648KAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    76320844 | PA      | $868699.11    | 0.03%             | 2050-10-17      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd                                                            | Neuberger Berman CLO XVII Ltd                                                            | CUSIP: 64129UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1002237.00   | 0.04%             | 2038-07-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA Limited Partnership                                                   | Ontario Gaming GTA Limited Partnership                                                   | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | US        |      300000 | PA      | $283875.00    | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| RASC Series 2006-EMX9 Trust                                                              | RASC Series 2006-EMX9 Trust                                                              | CUSIP: 74924VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      703844 | PA      | $659293.58    | 0.03%             | 2036-09-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                                       | TIF Funding II LLC                                                                       | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3010417 | PA      | $2747758.86   | 0.11%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3500000 | PA      | $963426.18    | 0.04%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Holding (BVI) Limited                                                 | Gold Fields Orogen Holding (BVI) Limited                                                 | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1050660.50   | 0.04%             | 2029-05-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      274869 | PA      | $275349.78    | 0.01%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      263675 | PA      | $264829.90    | 0.01%             | 2032-05-09      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | US        |      600000 | PA      | $435750.00    | 0.02%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                        | Benchmark 2022-B32 Mortgage Trust                                                        | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2002745.24   | 0.08%             | 2032-01-16      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36225CUD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3372 | PA      | $3417.08      | 0.00%             | 2032-02-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Trestles CLO 2017-1, Ltd.                                                                | Trestles CLO 2017-1, Ltd.                                                                | CUSIP: 89532WAN9<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3002079.00   | 0.12%             | 2038-11-01      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                                  | Savor Acquisition, Inc.                                                                  | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       31484 | PA      | $31588.59     | 0.00%             | 2032-02-04      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                                                        | Southern Veterinary Partners, LLC                                                        | CUSIP: 84410HAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       90000 | PA      | $89851.50     | 0.00%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer, LLC                                                                   | AAR Escrow Issuer, LLC                                                                   | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $320977.10    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-9T1                                                          | Alternative Loan Trust 2007-9T1                                                          | CUSIP: 02150JAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5946306 | PA      | $2442215.74   | 0.10%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                                                       | Ameren Corporation                                                                       | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4997898.00   | 0.20%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2224223.78   | 0.09%             | 2031-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bank 2021-BNK37                                                                          | Bank 2021-BNK37                                                                          | CUSIP: 06540LBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2121000 | PA      | $1685367.17   | 0.07%             | 2031-11-18      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                            | Bear Stearns ARM Trust 2004-1                                                            | CUSIP: 07384MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          42 | PA      | $42.56        | 0.00%             | 2033-02-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                                    | Belron UK Finance PLC                                                                    | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | US        |      680000 | PA      | $693198.80    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2021-JL1                                                   | Citigroup Mortgage Loan Trust 2021-JL1                                                   | CUSIP: 17329CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      356953 | PA      | $345395.54    | 0.01%             | 2062-02-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                       | CyrusOne Data Centers Issuer I LLC                                                       | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1744442 | PA      | $1732879.22   | 0.07%             | 2028-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                     | Meta Platforms, Inc.                                                                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2046000 | PA      | $1665556.12   | 0.07%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419KTS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       34725 | PA      | $34842.97     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                                        | Installed Building Products, Inc.                                                        | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |      425000 | PA      | $424923.50    | 0.02%             | 2028-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                               | Itau Unibanco Holding S.A.                                                               | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199500.00    | 0.01%             | 2031-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust 2007-HE2                                             | MASTR Asset Backed Securities Trust 2007-HE2                                             | CUSIP: 57646LAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3305885 | PA      | $2890456.54   | 0.11%             | 2037-08-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower, LLC                                                             | Midwest Gaming Borrower, LLC                                                             | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |      405000 | PA      | $398216.25    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                                    | Miter Brands Acquisition Holdco, Inc.                                                    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $536539.50    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NetApp, Inc.                                                                             | NetApp, Inc.                                                                             | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      885000 | PA      | $920902.50    | 0.04%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                         | Permian Resources Operating, LLC                                                         | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1173000 | PA      | $1202700.36   | 0.05%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                     | Royal Bank of Canada                                                                     | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |     2889000 | PA      | $2876017.41   | 0.11%             | 2031-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2007-15 Trust                                     | Wells Fargo Mortgage Backed Securities 2007-15 Trust                                     | CUSIP: 949797AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1235825 | PA      | $1162155.09   | 0.05%             | 2037-11-25      | Fixed         | 6.00%                 | 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        |     7200000 | PA      | $2132509.71   | 0.08%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Unigel Luxembourg S.A.                                                                   | Unigel Luxembourg S.A.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       62116 | PA      | $42884.89     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                                                   | DirecTV Financing, LLC                                                                   | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      132011 | PA      | $132302.34    | 0.01%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc.                                                                      | Central Parent Inc.                                                                      | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       83936 | PA      | $70890.58     | 0.00%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85570DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      145000 | PA      | $145362.50    | 0.01%             | 2032-08-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                                | Zayo Group Holdings, Inc.                                                                | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      227843 | PA      | $215618.93    | 0.01%             | 2030-03-11      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1193727.24   | 0.05%             | 2031-03-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer