# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-071029
**Filing Date:** 2026-2
**Character Count:** 783072
**Document Hash:** e59db8091c59be59bb64167394503bd3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-071029.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-071029

**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:** 26677595

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

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

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

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

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

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

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

**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:** $1239976447.23

**Total Liabilities:** $164306465.22

**Net Assets:** $1075669982.01

**Delayed Delivery Securities:** $122522736.57

**Cash Not Reported:** $8290567.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -105.658637696181 | **1-Year:** -8299.493368423181 | **5-Year:** -33084.882021114400 | **10-Year:** -98978.937606036306 | **30-Year:** -234418.493623906415

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

- **3-Month:** -478.185005178548 | **1-Year:** -11175.063545989782 | **5-Year:** -52587.618577048649 | **10-Year:** -28310.382887019227 | **30-Year:** -27593.834361438747

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111249 | 0.58%                | 0.58%                | 0.22%                |
| Class ID C000111250 | 0.57%                | 0.63%                | 0.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2849197.94              | $-356983.32                                |
| Month 2  | $504345.41               | $720186.63                                 |
| Month 3  | $-647484.37              | $-1532055.68                               |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                   | JNL Government Money Market Fund - Class SL                                              | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    12801997 | NS      | $12801997.20  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | HUNGARIAN FORINT                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | HU        |   346172374 | PA      | $18688.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | CHINESE YUAN RENMINBI                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CN        |     5184593 | PA      | $6416.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | JP        |   427005676 | PA      | $-139176.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | COLOMBIAN PESO                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CO        |   971144870 | PA      | $669.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     3349251 | PA      | $-10853.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    56406136 | PA      | $-150622.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      808740 | PA      | $29165.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | PL        |      322353 | PA      | $929.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      900000 | PA      | $-667.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                        | HUNGARIAN FORINT                                                                         | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | HU        |    98769781 | PA      | $4787.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     4557000 | PA      | $35753.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      285442 | PA      | $-845.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      714464 | PA      | $-20333.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      297674 | PA      | $-563.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     2867436 | PA      | $138891.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | PERUVIAN NUEVO SOL                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | PE        |     2939864 | PA      | $2738.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      765893 | PA      | $2795.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | AUSTRALIAN DOLLAR                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | AU        |     2400000 | PA      | $12159.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       88392 | PA      | $-1056.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      400000 | PA      | $2601.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    15074476 | PA      | $115880.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |      117193 | PA      | $-390.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | BR        |     2076329 | PA      | $-4111.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | ZA        |     1074288 | PA      | $1738.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | PL        |      485377 | PA      | $742.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                        | CHILEAN PESO                                                                             | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | CL        |   405112099 | PA      | $4797.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    14341214 | PA      | $-46475.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | PL        |      566427 | PA      | $1461.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |     2887089 | PA      | $-4263.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     2662106 | PA      | $10277.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     2600000 | PA      | $17201.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       67250 | PA      | $9.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1813372 | PA      | $-1307.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | INDONESIAN RUPIAH                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | ID        |  1202388791 | PA      | $250.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      596738 | PA      | $774.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      743484 | PA      | $-5459.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                        | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |      638398 | PA      | $-3182.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     1445428 | PA      | $-745.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     2183135 | PA      | $-57393.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | CANADIAN DOLLAR                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CA        |      730000 | PA      | $487.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | ZA        |    11859147 | PA      | $10657.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     1873133 | PA      | $13657.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      598030 | PA      | $1550.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     2126218 | PA      | $-71911.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      182084 | PA      | $-984.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | CZECH KORUNA                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CZ        |      156670 | PA      | $9.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     2821679 | PA      | $26672.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      169745 | PA      | $-3541.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | NEW TURKISH LIRA                                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | TR        |    64223350 | PA      | $159603.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | ZA        |    10947252 | PA      | $17752.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     1596225 | PA      | $-3691.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     2600000 | PA      | $23987.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | CANADIAN DOLLAR                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CA        |      510400 | PA      | $4694.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | MX        |    29300000 | PA      | $24213.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |       69706 | PA      | $-206.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                        | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | PL        |     1638776 | PA      | $2220.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      176298 | PA      | $-419.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     2938888 | PA      | $91526.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     1050000 | PA      | $-2700.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | SOUTH KOREAN WON                                                                         | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | KR        |  1098688948 | PA      | $19046.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      743525 | PA      | $-12587.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     2092635 | PA      | $-103022.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | SINGAPORE DOLLAR                                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | SG        |      959343 | PA      | $4739.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | NORWEGIAN KRONE                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | NO        |     5000000 | PA      | $165.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    36136665 | PA      | $-96496.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     2135342 | PA      | $1239.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      563600 | PA      | $-4206.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | PL        |     2704703 | PA      | $3235.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |       35161 | PA      | $-389.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | NEW TURKISH LIRA                                                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | TR        |    10638563 | PA      | $8425.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1500682 | PA      | $-26547.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | CHILEAN PESO                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CL        |   685695217 | PA      | $21185.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | MX        |     1156516 | PA      | $881.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     1060000 | PA      | $-346.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | ROMANIAN LEU                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | RO        |     5496195 | PA      | $2827.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | GB        |     2165257 | PA      | $14153.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      258023 | PA      | $-1135.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      202808 | PA      | $3025.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | CHILEAN PESO                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CL        |  1011000000 | PA      | $20840.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | MALAYSIAN RINGGIT                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MY        |     3065795 | PA      | $9335.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      127701 | PA      | $-94.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      318089 | PA      | $3004.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      384629 | PA      | $-1625.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                        | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |       50000 | PA      | $-199.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED INFLATION INDEXED SWAP                                                  | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |     1535000 | PA      | $1554.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED INFLATION INDEXED SWAP                                                  | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |     3700000 | PA      | $-10148.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |    57168178 | PA      | $17303.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | TOTAL RETURN SWAP                                                                        | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |       64522 | PA      | $-47101.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |    14172098 | PA      | $9182.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |    23586755 | PA      | $11470.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |    23557028 | PA      | $7369.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |    23521615 | PA      | $4632.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |    13985843 | PA      | $-1709.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | TOTAL RETURN SWAP                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      136040 | PA      | $-12243.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | TOTAL RETURN SWAP                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      109123 | PA      | $7638.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          54 | NC      | $-6941.74     | -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        |         383 | NC      | $-131958.99   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |          -1 | NC      | $-744.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           1 | NC      | $-340.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -96 | NC      | $61758.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           7 | NC      | $-4063.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          81 | NC      | $-95902.34    | -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        |          20 | NC      | $-2537.20     | -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        |         175 | NC      | $-144214.99   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -1 | NC      | $2108.66      | 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        |         -19 | NC      | $14211.43     | 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        |         131 | NC      | $-33035.08    | -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        |          74 | NC      | $-13217.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14525000 | PA      | $14176060.12  | 1.32%             | 2056-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                                                | Ally Bank                                                                                | CUSIP: 02007GZ63<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |      142314 | PA      | $144405.71    | 0.01%             | 2028-02-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Bank5 2025-5YR17                                                                         | Bank5 2025-5YR17                                                                         | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      494000 | PA      | $495176.12    | 0.05%             | 2030-10-18      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                                  | EnerSys                                                                                  | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207618.00    | 0.02%             | 2032-01-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      259441 | PA      | $219994.81    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      757783 | PA      | $740101.32    | 0.07%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BU3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1618430 | PA      | $1635286.37   | 0.15%             | 2055-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QN2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1668125 | PA      | $1550610.61   | 0.14%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1393790 | PA      | $1188844.56   | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2025-1                                                 | GLS Auto Select Receivables Trust 2025-1                                                 | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      318000 | PA      | $323555.27    | 0.03%             | 2029-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      185000 | PA      | $183148.15    | 0.02%             | 2500-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      305000 | PA      | $320792.90    | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50672.50     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                                | IP 2025-IP Mortgage Trust                                                                | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      672000 | PA      | $684777.68    | 0.06%             | 2030-06-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104285.00    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust 2025-11MD                                                  | MAD Commercial Mortgage Trust 2025-11MD                                                  | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1760000 | PA      | $1769323.42   | 0.16%             | 2030-10-18      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| MVW 2024-1 LLC                                                                           | MVW 2024-1 LLC                                                                           | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      237844 | PA      | $241644.32    | 0.02%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      540000 | PA      | $541350.00    | 0.05%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust 2024-CNTR                                                                     | ROCK Trust 2024-CNTR                                                                     | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $826903.36    | 0.08%             | 2029-11-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3045000 | PA      | $3001984.81   | 0.28%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CDI Escrow Issuer, Inc.                                                                  | CDI Escrow Issuer, Inc.                                                                  | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | PA      | $383496.00    | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SFO Commercial Mortgage Trust 2021-555                                                   | SFO Commercial Mortgage Trust 2021-555                                                   | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      880000 | PA      | $874590.99    | 0.08%             | 2028-05-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-2 Receivables Funding LLC                                          | Sierra Timeshare 2024-2 Receivables Funding LLC                                          | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      397142 | PA      | $401952.65    | 0.04%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P Mortgage Trust                                                            | COMM 2024-277P Mortgage Trust                                                            | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1063550.70   | 0.10%             | 2029-08-06      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corporation                                                         | Carpenter Technology Corporation                                                         | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      205000 | PA      | $208261.55    | 0.02%             | 2034-03-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | Sumitomo Mitsui Financial Group, Inc.                                                    | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |      455000 | PA      | $451768.27    | 0.04%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      310000 | PA      | $314070.30    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QDU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      988619 | PA      | $875926.36    | 0.08%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XNWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      630186 | PA      | $649386.58    | 0.06%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      115000 | PA      | $110307.31    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                                | XPO, Inc.                                                                                | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      540000 | PA      | $567183.60    | 0.05%             | 2032-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XPW88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      565971 | PA      | $588043.38    | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427PHD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      282138 | PA      | $286801.42    | 0.03%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                  | SSE PLC                                                                                  | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $475368.40    | 0.04%             | 2500-12-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      145000 | PA      | $157836.70    | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2020-1                                                | Ellington Financial Mortgage Trust 2020-1                                                | CUSIP: 31574PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      870000 | PA      | $880714.57    | 0.08%             | 2065-05-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                            | Fortress Intermediate 3, Inc.                                                            | CUSIP: 34966MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $343625.70    | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Darling Global Finance B.V.                                                              | Darling Global Finance B.V.                                                              | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |      476000 | PA      | $565587.70    | 0.05%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Renault                                                                                  | Renault                                                                                  | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354488.50    | 0.03%             | 2030-09-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382KMV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     4591133 | PA      | $576266.12    | 0.05%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-1                                            | GreenSky Home Improvement Issuer Trust 2025-1                                            | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497000 | PA      | $504086.33    | 0.05%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Maya                                                                                     | Maya                                                                                     | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |       95000 | PA      | $102006.25    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                                | IP 2025-IP Mortgage Trust                                                                | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      515000 | PA      | $523974.91    | 0.05%             | 2030-06-12      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                         | SFS Auto Receivables Securitization Trust 2024-1                                         | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $532535.07    | 0.05%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                                       | TKC Holdings, Inc.                                                                       | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $138133.35    | 0.01%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |      154020 | PA      | $149430.20    | 0.01%             | 2030-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                        | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                        | CUSIP: 07337GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1279074 | PA      | $1277340.52   | 0.12%             | 2048-07-27      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |      470000 | PA      | $495525.70    | 0.05%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-11                                                | Chase Home Lending Mortgage Trust 2024-11                                                | CUSIP: 161919AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      895502 | PA      | $905241.82    | 0.08%             | 2032-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                     | Westlake Corporation                                                                     | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      580000 | PA      | $571981.09    | 0.05%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Westlake Automobile Receivables Trust 2025-1                                             | Westlake Automobile Receivables Trust 2025-1                                             | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      966000 | PA      | $980130.74    | 0.09%             | 2028-01-18      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R02                                             | Connecticut Avenue Securities Trust 2022-R02                                             | CUSIP: 20754BAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2035000 | PA      | $2102743.52   | 0.20%             | 2042-01-27      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |      690000 | PA      | $735585.68    | 0.07%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                                  | Williams Scotsman, Inc.                                                                  | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      225000 | PA      | $232209.00    | 0.02%             | 2030-04-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ZF Friedrichshafen AG                                                                    | ZF Friedrichshafen AG                                                                    | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $879613.69    | 0.08%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      941857 | PA      | $796594.78    | 0.07%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      328528 | PA      | $291284.85    | 0.03%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                      | Rakuten Group, Inc.                                                                      | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      200000 | PA      | $227107.40    | 0.02%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell, S.A.                                                                  | Banco de Sabadell, S.A.                                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $249142.40    | 0.02%             | 2033-08-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140MWN28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      434615 | PA      | $448101.65    | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKVT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1128706 | PA      | $1163112.77   | 0.11%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2493985 | PA      | $2498028.72   | 0.23%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $899475.00    | 0.08%             | 2500-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CMA CGM                                                                                  | CMA CGM                                                                                  | CUSIP: N/A<br>LEI: 969500BZJ49IICIBZZ08       | Long             | DBT              | CORP              | FR        |      293000 | PA      | $343644.93    | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-4                                                        | J.P. Morgan Mortgage Trust 2024-4                                                        | CUSIP: 46657WAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      209225 | PA      | $209345.00    | 0.02%             | 2029-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64621.43     | 0.01%             | 2500-12-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MVW 2024-2 LLC                                                                           | MVW 2024-2 LLC                                                                           | CUSIP: 55389QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      773259 | PA      | $772432.62    | 0.07%             | 2042-03-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                              | Midcontinent Communications                                                              | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      400000 | PA      | $409668.00    | 0.04%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MVW 2025-1 LLC                                                                           | MVW 2025-1 LLC                                                                           | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      454901 | PA      | $461691.13    | 0.04%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | Nationwide Building Society                                                              | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1265768.49   | 0.12%             | 2036-07-14      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $113540.90    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                            | Surgery Center Holdings, Inc.                                                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      495000 | PA      | $501218.59    | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Valeo                                                                                    | Valeo                                                                                    | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $483933.25    | 0.04%             | 2031-05-20      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                                               | Albertsons Companies, Inc.                                                               | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181848.60    | 0.02%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      165000 | PA      | $144340.35    | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CFE Fibra E                                                                              | CFE Fibra E                                                                              | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      247917 | PA      | $247304.10    | 0.02%             | 2040-09-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COMM 2024-CBM Mortgage Trust                                                             | COMM 2024-CBM Mortgage Trust                                                             | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      472000 | PA      | $487654.45    | 0.05%             | 2029-12-12      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57763.75     | 0.01%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                                             | Connecticut Avenue Securities Trust 2021-R03                                             | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      750000 | PA      | $761760.83    | 0.07%             | 2041-12-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R01                                             | Connecticut Avenue Securities Trust 2025-R01                                             | CUSIP: 20755JAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      743000 | PA      | $744094.36    | 0.07%             | 2045-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      490000 | PA      | $515965.10    | 0.05%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                   | Fair Isaac Corporation                                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      230000 | PA      | $235754.60    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Joint Stock Company National Company Kazmunaygas                                         | Joint Stock Company National Company Kazmunaygas                                         | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      980000 | PA      | $1001887.52   | 0.09%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXIV, Limited                                                                  | Magnetite XXIV, Limited                                                                  | CUSIP: 55954WAS8<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | US        |     5200000 | PA      | $5201419.60   | 0.48%             | 2035-04-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM5 Trust                                                                      | MFA 2025-NQM5 Trust                                                                      | CUSIP: 59319DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1675559 | PA      | $1678644.92   | 0.16%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal Government of Nigeria                                                            | Federal Government of Nigeria                                                            | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |      400000 | PA      | $406000.00    | 0.04%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                                         | One Market Plaza Trust 2017-1MKT                                                         | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      449000 | PA      | $422799.05    | 0.04%             | 2032-02-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86779.90     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings, LLC                                                                        | UWM Holdings, LLC                                                                        | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $207009.00    | 0.02%             | 2030-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Uniti Fiber Abs Issuer Llc                                                               | Uniti Fiber Abs Issuer Llc                                                               | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      944000 | PA      | $970400.94    | 0.09%             | 2030-04-22      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-6                                                        | Verus Securitization Trust 2021-6                                                        | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3164078 | PA      | $2805088.56   | 0.26%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                                    | Deutsche Lufthansa Aktiengesellschaft                                                    | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $365682.28    | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners, L.P.                                                                  | Archrock Partners, L.P.                                                                  | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      365000 | PA      | $375636.10    | 0.03%             | 2032-09-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                       | BX Trust 2019-OC11                                                                       | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      923000 | PA      | $851579.46    | 0.08%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                                    | BX Commercial Mortgage Trust 2024-XL5                                                    | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      872900 | PA      | $874391.83    | 0.08%             | 2026-03-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                         | Benchmark 2024-V6 Mortgage Trust                                                         | CUSIP: 081927AP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      544000 | PA      | $473953.91    | 0.04%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                                          | Blackstone Mortgage Trust, Inc.                                                          | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |      380000 | PA      | $404639.20    | 0.04%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      105000 | PA      | $74978.40     | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      450000 | PA      | $471936.06    | 0.04%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      290000 | PA      | $297769.10    | 0.03%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |      805000 | PA      | $764041.52    | 0.07%             | 2030-01-14      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      456651 | PA      | $457605.45    | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1266530 | PA      | $1312657.97   | 0.12%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      452274 | PA      | $465707.96    | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N3AD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      926162 | PA      | $907734.79    | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QRHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      651752 | PA      | $656067.64    | 0.06%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KLU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1482000 | PA      | $1507818.51   | 0.14%             | 2041-10-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 381427AA1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      540000 | PA      | $439695.00    | 0.04%             | 2500-12-31      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Company, Inc.                                                          | Hawaiian Electric Company, Inc.                                                          | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      270000 | PA      | $272700.00    | 0.03%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-HE1 Trust                                                                       | OBX 2025-HE1 Trust                                                                       | CUSIP: 67121CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      244000 | PA      | $239941.55    | 0.02%             | 2055-02-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      633000 | PA      | $627079.42    | 0.06%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      440000 | PA      | $357420.14    | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2025-2 Receivables Funding LLC                                          | Sierra Timeshare 2025-2 Receivables Funding LLC                                          | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      494115 | PA      | $497804.59    | 0.05%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                     | Heimstaden Bostad AB                                                                     | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      253000 | PA      | $287180.85    | 0.03%             | 2500-12-31      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                     | Heimstaden Bostad AB                                                                     | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      400000 | PA      | $490523.77    | 0.05%             | 2500-12-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Grunenthal GmbH                                                                          | Grunenthal GmbH                                                                          | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      683000 | PA      | $808978.54    | 0.08%             | 2031-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                                             | Flutter Treasury Designated Activity Company                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $271841.18    | 0.03%             | 2031-06-04      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux Topco S.a r.l.                                                               | Froneri Lux Topco S.a r.l.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      280000 | PA      | $331655.54    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                                                       | BX Trust 2025-ROIC                                                                       | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1613706 | PA      | $1605648.90   | 0.15%             | 2027-03-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., I.B.M., Grupo Financiero Santander Mexico                  | Banco Santander Mexico, S.A., I.B.M., Grupo Financiero Santander Mexico                  | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88256.72     | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      680000 | PA      | $762172.49    | 0.07%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities 2024-1, LLC                                                      | Business Jet Securities 2024-1, LLC                                                      | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      576721 | PA      | $589812.18    | 0.05%             | 2030-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2007531.66   | 0.19%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1358809.05   | 0.13%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DS4G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      508137 | PA      | $484322.46    | 0.05%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      258303 | PA      | $253002.83    | 0.02%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKD92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1612706 | PA      | $1624880.32   | 0.15%             | 2055-03-25      | Floating      | 5.57%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W3ZP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      273541 | PA      | $232036.59    | 0.02%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1401689 | PA      | $1302944.07   | 0.12%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427MYD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      587364 | PA      | $543600.09    | 0.05%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1978440.00   | 0.18%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc.                                              | Jones Deslauriers Insurance Management Inc.                                              | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78495.75     | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Milos CLO, Ltd.                                                                          | Milos CLO, Ltd.                                                                          | CUSIP: 60162PAL6<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1753664.50   | 0.16%             | 2030-10-21      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      155000 | PA      | $153439.15    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206434.00    | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                            | Santander Drive Auto Receivables Trust 2024-1                                            | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      379000 | PA      | $383394.32    | 0.04%             | 2027-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |      240000 | PA      | $233717.09    | 0.02%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sociedad Quimica Y Minera De Chile S.A.                                                  | Sociedad Quimica Y Minera De Chile S.A.                                                  | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172161.53    | 0.02%             | 2034-09-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Summit Issuer, LLC                                                                       | Summit Issuer, LLC                                                                       | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2096000 | PA      | $2104875.30   | 0.20%             | 2030-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Company, L.L.C.                                                   | Tennessee Gas Pipeline Company, L.L.C.                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      985000 | PA      | $929301.60    | 0.09%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |      345000 | PA      | $282900.00    | 0.03%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                           | U.S. Bank National Association                                                           | CUSIP: 90357PBG8<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |      363003 | PA      | $362099.32    | 0.03%             | 2032-02-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-7                                                        | Verus Securitization Trust 2024-7                                                        | CUSIP: 924925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      751945 | PA      | $754295.76    | 0.07%             | 2069-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      155000 | PA      | $172462.78    | 0.02%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                            | VoltaGrid LLC                                                                            | CUSIP: 92874BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $406187.00    | 0.04%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WBI Operations LLC                                                                       | WBI Operations LLC                                                                       | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      415000 | PA      | $416452.50    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets P.L.C.                                                                | BP Capital Markets P.L.C.                                                                | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $823610.71    | 0.08%             | 2500-12-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                                           | Bellis Acquisition Company PLC                                                           | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $125298.74    | 0.01%             | 2030-05-14      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Valeo                                                                                    | Valeo                                                                                    | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117280.26    | 0.01%             | 2032-03-23      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 35178000000 | PA      | $2212996.82   | 0.21%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Forvia                                                                                   | Forvia                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      509000 | PA      | $622289.30    | 0.06%             | 2030-06-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                               | Allison Transmission, Inc.                                                               | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      210000 | PA      | $213049.20    | 0.02%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                                 | BX Trust                                                                                 | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1086000 | PA      | $1075607.52   | 0.10%             | 2029-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                                                   | Buckeye Partners, L.P.                                                                   | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      380000 | PA      | $397829.60    | 0.04%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $330469.20    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      225000 | PA      | $225843.75    | 0.02%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQPV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      382246 | PA      | $390493.04    | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1343617 | PA      | $1348734.17   | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BJWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     2744944 | PA      | $471707.13    | 0.04%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418E6Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      690612 | PA      | $675145.66    | 0.06%             | 2054-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      768691 | PA      | $772579.77    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50687.50     | 0.00%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                  | Molina Healthcare, Inc.                                                                  | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      615000 | PA      | $627183.15    | 0.06%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102001.00    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |      140000 | PA      | $149570.54    | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES10                                                           | RCKT Mortgage Trust 2025-CES10                                                           | CUSIP: 74939LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      353000 | PA      | $351874.25    | 0.03%             | 2055-10-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                          | Charles Schwab Corporation, The                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      405000 | PA      | $406726.23    | 0.04%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202356.00    | 0.02%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                              | Wayfair LLC                                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      160000 | PA      | $166625.60    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                 | Wesco Distribution, Inc.                                                                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      270000 | PA      | $281334.60    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      665000 | PA      | $585853.76    | 0.05%             | 2048-08-15      | Fixed         | 5.50%                 | 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        | 15241000000 | PA      | $944256.50    | 0.09%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                               | Orsted A/S                                                                               | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      490000 | PA      | $588804.57    | 0.05%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                                                | VZ Secured Financing B.V.                                                                | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      135000 | PA      | $155444.06    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Republica de Angola                                                                      | Republica de Angola                                                                      | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      640000 | PA      | $562400.00    | 0.05%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                           | BBCMS 2018-TALL Mortgage Trust                                                           | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      433000 | PA      | $392850.20    | 0.04%             | 2037-03-16      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1494728.36   | 0.14%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      105000 | PA      | $103951.05    | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finan                                       | Consolidated Communications LLC/Fidium Fiber Finan                                       | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1648000 | PA      | $1686588.74   | 0.16%             | 2030-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1095920.00   | 0.10%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                        | Enterprise Products Operating LLC                                                        | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1348248.85   | 0.13%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KPYS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1445915 | PA      | $1379054.53   | 0.13%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HK4B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1703361 | PA      | $1715533.57   | 0.16%             | 2055-03-25      | Floating      | 5.57%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      218445 | PA      | $221629.16    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2270557 | PA      | $2302941.74   | 0.21%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                      | Frontier Issuer LLC                                                                      | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1237000 | PA      | $1248933.09   | 0.12%             | 2028-07-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                     | Genesis Energy, L.P.                                                                     | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      520000 | PA      | $538636.80    | 0.05%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     3418843 | PA      | $489138.38    | 0.05%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78908.00     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                           | K. Hovnanian Enterprises, Inc.                                                           | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91466.10     | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      405000 | PA      | $416858.40    | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MVW 2022-1 LLC                                                                           | MVW 2022-1 LLC                                                                           | CUSIP: 55400UAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      373771 | PA      | $366822.33    | 0.03%             | 2039-11-21      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Optics BidCo S.p.A.                                                                      | Optics BidCo S.p.A.                                                                      | CUSIP: 683879AF7<br>LEI: 254900QZ5RQ7MPFWE741 | Long             | DBT              | CORP              | US        |      110000 | PA      | $109532.50    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Qatar, The Amiri Diwan of The State of                                                   | Qatar, The Amiri Diwan of The State of                                                   | CUSIP: 74738PUJ5<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |      985000 | PA      | $1029237.34   | 0.10%             | 2035-02-27      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      128000 | PA      | $140160.00    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $638280.49    | 0.06%             | 2084-08-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | LU        |      763939 | PA      | $850584.76    | 0.08%             | 2031-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                          | MPT Operating Partnership, L.P.                                                          | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      330000 | PA      | $401315.87    | 0.04%             | 2032-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5385000 | PA      | $5371537.50   | 0.50%             | 2056-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      265000 | PA      | $173087.40    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      972771 | PA      | $992664.95    | 0.09%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1855107 | PA      | $1854512.30   | 0.17%             | 2054-11-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHD38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2056778 | PA      | $1749846.18   | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2401977 | PA      | $2406135.91   | 0.22%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1030525 | PA      | $1028653.86   | 0.10%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KTJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2460000 | PA      | $2579162.40   | 0.24%             | 2042-03-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                                    | Hudson Yards 2025-SPRL Mortgage Trust                                                    | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      329000 | PA      | $341669.56    | 0.03%             | 2030-01-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                 | Kodiak Gas Services, LLC                                                                 | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      240000 | PA      | $244883.40    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Manitowoc Company, Inc., The                                                             | Manitowoc Company, Inc., The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |      280000 | PA      | $300748.00    | 0.03%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Company                                                                | Matador Resources Company                                                                | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      210000 | PA      | $212496.90    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |     1475000 | PA      | $1543743.85   | 0.14%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                                | Panther Escrow Issuer LLC                                                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $253971.90    | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| PetSmart, LLC                                                                            | PetSmart, LLC                                                                            | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102555.00    | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      625000 | PA      | $671875.00    | 0.06%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: —       |
| Benchmark 2024-V8 Mortgage Trust                                                         | Benchmark 2024-V8 Mortgage Trust                                                         | CUSIP: 08190AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1088000 | PA      | $1152134.66   | 0.11%             | 2029-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                        | Terex Corporation                                                                        | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114314.60    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bank National Association                                                           | U.S. Bank National Association                                                           | CUSIP: 90357PBE3<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |      486372 | PA      | $484354.96    | 0.05%             | 2032-02-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF                                           | VanEck J. P. Morgan EM Local Currency Bond ETF                                           | CUSIP: 92189H300<br>LEI: 549300ZLFKNTXC51ZN76 | Long             | EC               | RF                | US        |      422681 | NS      | $10913623.42  | 1.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Maya                                                                                     | Maya                                                                                     | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |      698000 | PA      | $830584.23    | 0.08%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                           | Citizens Financial Group, Inc.                                                           | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      215000 | PA      | $213482.44    | 0.02%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                                        | Exeter Select Automobile Receivables Trust 2025-2                                        | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      752000 | PA      | $759056.92    | 0.07%             | 2029-09-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Arqiva Broadcast Finance PLC                                                             | Arqiva Broadcast Finance PLC                                                             | CUSIP: N/A<br>LEI: 5493007PMKIGKNYH2S25       | Long             | DBT              | CORP              | GB        |      237000 | PA      | $329233.49    | 0.03%             | 2030-07-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: —       |
| APA Infrastructure Limited                                                               | APA Infrastructure Limited                                                               | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      595000 | PA      | $763050.01    | 0.07%             | 2083-11-09      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                       | Pinnacle Bidco PLC                                                                       | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      651000 | PA      | $923585.36    | 0.09%             | 2028-10-11      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUUT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      913486 | PA      | $929084.34    | 0.09%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427NRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      668147 | PA      | $636979.22    | 0.06%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62854.20     | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc.                                              | Jones Deslauriers Insurance Management Inc.                                              | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | US        |      245000 | PA      | $236884.38    | 0.02%             | 2033-10-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Lightning Power, LLC                                                                     | Lightning Power, LLC                                                                     | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      415000 | PA      | $441066.15    | 0.04%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust 2025-11MD                                                  | MAD Commercial Mortgage Trust 2025-11MD                                                  | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      994000 | PA      | $999559.44    | 0.09%             | 2030-10-18      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                                 | Patrick Industries, Inc.                                                                 | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      435000 | PA      | $446153.40    | 0.04%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      410000 | PA      | $427945.70    | 0.04%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1940299.25   | 0.18%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |      110760 | PA      | $52611.00     | 0.00%             | 2034-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |      275000 | PA      | $360955.87    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Essendi S.A.                                                                             | Essendi S.A.                                                                             | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $480478.17    | 0.04%             | 2031-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Engineering S.R.L.                                                                       | Engineering S.R.L.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      200000 | PA      | $248221.04    | 0.02%             | 2028-05-15      | Fixed         | 11.13%                | Yes           |                  2 | On Loan: No      |
| CPI Property Group                                                                       | CPI Property Group                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      204000 | PA      | $221578.04    | 0.02%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                                               | Albertsons Companies, Inc.                                                               | CUSIP: 01309QAB4<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20549.40     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                     | Amentum Escrow Corp.                                                                     | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $578561.50    | 0.05%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                            | Ascent Resources - Utica, LLC                                                            | CUSIP: 04364VAX1<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |      285000 | PA      | $294536.10    | 0.03%             | 2032-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                           | Blackstone Private Credit Fund                                                           | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      754000 | PA      | $765055.90    | 0.07%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |      255000 | PA      | $269382.00    | 0.03%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                                          | Brand Industrial Services, Inc.                                                          | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108005.70    | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                                 | CenterPoint Energy, Inc.                                                                 | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1890079.28   | 0.18%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corporation                                                                | Expand Energy Corporation                                                                | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1139005.45   | 0.11%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      736909 | PA      | $699148.84    | 0.06%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      922637 | PA      | $939919.89    | 0.09%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRCK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1293695 | PA      | $1334242.96   | 0.12%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0KH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2851210 | PA      | $2425725.52   | 0.23%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W2AU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      930027 | PA      | $956343.52    | 0.09%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      771410 | PA      | $773432.31    | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GQBU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1754131 | PA      | $1784631.58   | 0.17%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mohegan Escrow Issuer, LLC                                                               | Mohegan Escrow Issuer, LLC                                                               | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52687.00     | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                                 | CUSIP: 61776UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316000 | PA      | $315087.71    | 0.03%             | 2069-07-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161294.40    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-F                                         | Navient Private Education Refi Loan Trust 2019-F                                         | CUSIP: 63935CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1225000 | PA      | $1114359.59   | 0.10%             | 2032-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-A                                         | Navient Private Education Refi Loan Trust 2021-A                                         | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1004450 | PA      | $926202.15    | 0.09%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |      780000 | PA      | $832985.40    | 0.08%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corporation                                                               | Select Medical Corporation                                                               | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      340000 | PA      | $332125.60    | 0.03%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Verus Securitization Trust 2024-7                                                        | Verus Securitization Trust 2024-7                                                        | CUSIP: 924925AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      523364 | PA      | $522691.15    | 0.05%             | 2069-09-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | US        |      740000 | PA      | $718174.22    | 0.07%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Securities, Inc.                                         | Wells Fargo Commercial Mortgage Securities, Inc.                                         | CUSIP: 95003PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      454000 | PA      | $459159.07    | 0.04%             | 2027-07-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Government of the Province of Alberta                                                    | Government of the Province of Alberta                                                    | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1220000 | PA      | $774834.00    | 0.07%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Air France - KLM                                                                         | Air France - KLM                                                                         | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $364603.45    | 0.03%             | 2029-05-23      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Edge Finco PLC                                                                           | Edge Finco PLC                                                                           | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      260000 | PA      | $372059.41    | 0.03%             | 2031-08-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding                                                                           | Paprec Holding                                                                           | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      335000 | PA      | $398593.46    | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO XXI Ltd.                                                                   | Battalion CLO XXI Ltd.                                                                   | CUSIP: 07134WAL7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $960130.00    | 0.09%             | 2034-07-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA2                                                   | BX Commercial Mortgage Trust 2024-GPA2                                                   | CUSIP: 12433DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      979000 | PA      | $977237.51    | 0.09%             | 2026-11-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       30000 | PA      | $18033.30     | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                                                  | Capstone Borrower, Inc.                                                                  | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |      420000 | PA      | $432453.00    | 0.04%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DN4H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1383344 | PA      | $1321537.85   | 0.12%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DNMP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      448556 | PA      | $400368.71    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQGW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1287632 | PA      | $1318874.23   | 0.12%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHAY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2619417 | PA      | $2624647.35   | 0.24%             | 2054-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      740665 | PA      | $744411.65    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      901943 | PA      | $839249.61    | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1178627 | PA      | $1205014.45   | 0.11%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                 | Group 1 Automotive, Inc.                                                                 | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      110000 | PA      | $107558.00    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-2                                                      | Hilton Grand Vacations Trust 2024-2                                                      | CUSIP: 43283JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      114184 | PA      | $117239.84    | 0.01%             | 2038-03-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |      630000 | PA      | $644518.04    | 0.06%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Midwest Gaming Borrower, LLC                                                             | Midwest Gaming Borrower, LLC                                                             | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |      465000 | PA      | $457211.25    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1892808.96   | 0.18%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      320000 | PA      | $333075.20    | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       93600 | PA      | $53118.00     | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                         | Vantage Data Centers Issuer, LLC                                                         | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3718000 | PA      | $3689961.07   | 0.34%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III, LLC                                                                | Windsor Holdings III, LLC                                                                | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |      560000 | PA      | $591701.60    | 0.06%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                     | IHO Verwaltungs GmbH                                                                     | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      415000 | PA      | $508674.56    | 0.05%             | 2028-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| B&M European Value Retail S.A.                                                           | B&M European Value Retail S.A.                                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | GB        |      115000 | PA      | $161286.19    | 0.01%             | 2030-11-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Flora Food Management B.V.                                                               | Flora Food Management B.V.                                                               | CUSIP: N/A<br>LEI: 2549002VGA888UKFKS25       | Long             | DBT              | CORP              | NL        |      369000 | PA      | $431441.52    | 0.04%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                                                | Bausch + Lomb Corporation                                                                | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |      430000 | PA      | $448543.75    | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                                   | Brandywine Operating Partnership, L.P.                                                   | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      205000 | PA      | $220772.70    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $63796.88     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Connecticut Avenue Securities Trust 2025-R02                                             | Connecticut Avenue Securities Trust 2025-R02                                             | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      624000 | PA      | $627272.94    | 0.06%             | 2045-02-27      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg S.a r.l.                                                                   | FS Luxembourg S.a r.l.                                                                   | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | US        |      185000 | PA      | $190385.35    | 0.02%             | 2033-06-25      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N6SX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1032646 | PA      | $1065415.23   | 0.10%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Golar LNG Limited                                                                        | Golar LNG Limited                                                                        | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | US        |      375000 | PA      | $359835.00    | 0.03%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-2                                            | GreenSky Home Improvement Issuer Trust 2025-2                                            | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      525000 | PA      | $530620.86    | 0.05%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                         | LCM Investments Holdings II, LLC                                                         | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      115000 | PA      | $112606.85    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      110000 | PA      | $115923.50    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Republica de Angola                                                                      | Republica de Angola                                                                      | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |      425000 | PA      | $414375.00    | 0.04%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| ConocoPhillips Company                                                                   | ConocoPhillips Company                                                                   | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      900000 | PA      | $861766.02    | 0.08%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      160000 | PA      | $113000.00    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |      180000 | PA      | $185474.88    | 0.02%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      352690 | PA      | $299617.34    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1981973 | PA      | $2035453.79   | 0.19%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer, LLC                                                         | Stack Infrastructure Issuer, LLC                                                         | CUSIP: 85236KAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1265000 | PA      | $1245780.98   | 0.12%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    19090000 | PA      | $1059441.45   | 0.10%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1041186 | PA      | $929985.21    | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJ4L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      299424 | PA      | $285578.74    | 0.03%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1945599 | PA      | $1975173.46   | 0.18%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1869000 | PA      | $1946397.35   | 0.18%             | 2042-04-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Ghana, Government of                                                                     | Ghana, Government of                                                                     | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |      525000 | PA      | $515812.50    | 0.05%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank, The                                                            | Huntington National Bank, The                                                            | CUSIP: 44644NAA7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |      636659 | PA      | $647401.31    | 0.06%             | 2028-02-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      235000 | PA      | $246162.50    | 0.02%             | 2031-04-30      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                                           | K. Hovnanian Enterprises, Inc.                                                           | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      185000 | PA      | $187775.00    | 0.02%             | 2031-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                 | Kodiak Gas Services, LLC                                                                 | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      240000 | PA      | $246592.20    | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2066982.13   | 0.19%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROCK Trust 2024-CNTR                                                                     | ROCK Trust 2024-CNTR                                                                     | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1689000 | PA      | $1764507.76   | 0.16%             | 2041-11-15      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Public Limited Company                                  | Trafigura Securitisation Finance Public Limited Company                                  | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | US        |      996000 | PA      | $1009725.48   | 0.09%             | 2027-05-15      | Fixed         | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |      570000 | PA      | $577677.90    | 0.05%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104938.05    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | 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        |    14096800 | PA      | $754174.06    | 0.07%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| New Immo Holding                                                                         | New Immo Holding                                                                         | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $367268.80    | 0.03%             | 2029-03-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ADLER Financing S.a r.l.                                                                 | ADLER Financing S.a r.l.                                                                 | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      446990 | PA      | $574390.04    | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | 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        |  7626000000 | PA      | $482804.69    | 0.04%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                         | Benchmark 2024-V6 Mortgage Trust                                                         | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225000 | PA      | $202938.89    | 0.02%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                                                                  | Cloud Capital Holdco LP                                                                  | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      984000 | PA      | $991047.21    | 0.09%             | 2029-11-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2024-1                                                             | CCG Receivables Trust 2024-1                                                             | CUSIP: 12515PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $570361.01    | 0.05%             | 2028-04-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       90000 | PA      | $83063.70     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                                             | Connecticut Avenue Securities Trust 2025-R06                                             | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1431000 | PA      | $1435816.60   | 0.13%             | 2045-09-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo, LLC                                                    | CrossCountry Intermediate HoldCo, LLC                                                    | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $274556.25    | 0.03%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      686957 | PA      | $584442.51    | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1510532.10   | 0.14%             | 2500-12-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                       | The Goodyear Tire & Rubber Company                                                       | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       80000 | PA      | $75710.40     | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382UP70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1255604 | PA      | $1038361.54   | 0.10%             | 2051-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      235000 | PA      | $240477.85    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Metinvest B.V.                                                                           | Metinvest B.V.                                                                           | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | US        |      565000 | PA      | $420925.00    | 0.04%             | 2029-10-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                                   | Morgan Stanley Capital I Trust 2018-L1                                                   | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      669000 | PA      | $664649.69    | 0.06%             | 2028-09-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | Nationwide Building Society                                                              | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1107249.52   | 0.10%             | 2032-10-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                | Raizen Fuels Finance S.A.                                                                | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | US        |      225000 | PA      | $170746.94    | 0.02%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                               | Rogers Communications Inc.                                                               | CUSIP: 775109DG3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1067185.20   | 0.10%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      850000 | PA      | $910562.50    | 0.08%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      275000 | PA      | $282097.75    | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TRTX 2025-FL6 Issuer, Ltd.                                                               | TRTX 2025-FL6 Issuer, Ltd.                                                               | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1078000 | PA      | $1080358.56   | 0.10%             | 2042-09-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1948648.51   | 0.18%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203642.00    | 0.02%             | 2030-12-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-3                                                        | Verus Securitization Trust 2025-3                                                        | CUSIP: 924928AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $368564.40    | 0.03%             | 2070-05-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $2483433.52   | 0.23%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Securities, Inc.                                         | Wells Fargo Commercial Mortgage Securities, Inc.                                         | CUSIP: 95003PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      579000 | PA      | $584892.83    | 0.05%             | 2027-07-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1286000 | PA      | $364521.89    | 0.03%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                                     | Fressnapf Holding SE                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      546000 | PA      | $639374.89    | 0.06%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.                                                   | Grifols Worldwide Operations USA, Inc.                                                   | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      932676 | PA      | $932284.78    | 0.09%             | 2027-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                  | Civitas Resources, Inc.                                                                  | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31125.00     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      160000 | PA      | $163969.60    | 0.02%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                                                      | Dell Equipment Finance Trust 2024-1                                                      | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $405305.88    | 0.04%             | 2026-12-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W3G52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      706917 | PA      | $671798.73    | 0.06%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                  | Minerva Luxembourg S.A.                                                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | US        |      165000 | PA      | $179850.00    | 0.02%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78375.00     | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                               | Rogers Communications Inc.                                                               | CUSIP: 775109DH1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |      430000 | PA      | $453918.75    | 0.04%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2023-2 Receivables Funding LLC                                          | Sierra Timeshare 2023-2 Receivables Funding LLC                                          | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104280 | PA      | $107685.16    | 0.01%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                           | Trivium Packaging Finance B.V.                                                           | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |      235000 | PA      | $251207.95    | 0.02%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Corp.                                                                             | Vistra Corp.                                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      430000 | PA      | $434983.70    | 0.04%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Co-operative Group Limited                                                               | Co-operative Group Limited                                                               | CUSIP: N/A<br>LEI: 213800TKR59ER8Z69V16       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135934.07    | 0.01%             | 2026-07-08      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Motion Finco S.a r.l.                                                                    | Motion Finco S.a r.l.                                                                    | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |      120000 | PA      | $127626.72    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Kier Group PLC                                                                           | Kier Group PLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      215000 | PA      | $307206.62    | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      395000 | PA      | $421168.75    | 0.04%             | 2500-12-31      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      650000 | PA      | $682519.50    | 0.06%             | 2500-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1332095 | PA      | $1361376.79   | 0.13%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust 2016-HHV                                                                | Hilton USA Trust 2016-HHV                                                                | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1081000 | PA      | $1069990.77   | 0.10%             | 2026-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Mattamy Homes Limited                                                                    | Mattamy Homes Limited                                                                    | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | US        |      355000 | PA      | $351808.55    | 0.03%             | 2033-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Metinvest B.V.                                                                           | Metinvest B.V.                                                                           | CUSIP: 591555AG2<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | US        |      105000 | PA      | $84525.00     | 0.01%             | 2027-10-01      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      385000 | PA      | $395587.50    | 0.04%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                               | Trident TPI Holdings, Inc.                                                               | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |      275000 | PA      | $280951.00    | 0.03%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1954526.40   | 0.18%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                                                | Ally Bank                                                                                | CUSIP: 02007G5F6<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |      997216 | PA      | $1002823.61   | 0.09%             | 2029-11-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2022-3                                                          | Angel Oak Mortgage Trust 2022-3                                                          | CUSIP: 03464TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      841277 | PA      | $798257.63    | 0.07%             | 2026-04-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2833354.37   | 0.26%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      185000 | PA      | $143606.25    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      540000 | PA      | $564402.06    | 0.05%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                       | Compass Datacenters Issuer II, LLC                                                       | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      485000 | PA      | $499078.29    | 0.05%             | 2029-02-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      145000 | PA      | $144344.93    | 0.01%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DNG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      376774 | PA      | $369984.62    | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1016107 | PA      | $862251.30    | 0.08%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136B04S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     1500097 | PA      | $163273.55    | 0.02%             | 2044-12-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BSPM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1608600 | PA      | $1613157.52   | 0.15%             | 2054-09-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company, Inc.                                                    | American Electric Power Company, Inc.                                                    | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1657098.16   | 0.15%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1004732 | PA      | $960155.79    | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2486832 | PA      | $2199473.00   | 0.20%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAHA Trust 2024-MAR                                                                      | BAHA Trust 2024-MAR                                                                      | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1025000 | PA      | $1061319.65   | 0.10%             | 2029-12-13      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust 2025-IND                                                   | BLP Commercial Mortgage Trust 2025-IND                                                   | CUSIP: 05625BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      202013 | PA      | $200625.06    | 0.02%             | 2027-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC                                                                  | Howden UK Refinance PLC                                                                  | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205988.00    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                                                              | Island Finance Trust 2025-1                                                              | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      981000 | PA      | $993348.04    | 0.09%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      305000 | PA      | $312817.52    | 0.03%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                       | Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                       | CUSIP: 07336QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       98365 | PA      | $98699.85     | 0.01%             | 2031-12-26      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank 2021-BNK38                                                                          | Bank 2021-BNK38                                                                          | CUSIP: 06540EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      343000 | PA      | $280514.15    | 0.03%             | 2031-12-17      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      710000 | PA      | $686925.00    | 0.06%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H8 Mortgage Trust                                                             | Cross 2024-H8 Mortgage Trust                                                             | CUSIP: 22757GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      255818 | PA      | $258301.14    | 0.02%             | 2069-12-25      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| CommScope, LLC.                                                                          | CommScope, LLC.                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      445000 | PA      | $449450.00    | 0.04%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Connecticut Avenue Securities Trust 2022-R08                                             | Connecticut Avenue Securities Trust 2022-R08                                             | CUSIP: 20755DAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      552286 | PA      | $572866.39    | 0.05%             | 2042-07-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| MED Commercial Mortgage Trust 2024-MOB                                                   | MED Commercial Mortgage Trust 2024-MOB                                                   | CUSIP: 55287BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      760000 | PA      | $752190.85    | 0.07%             | 2026-05-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| NBK SPC Limited                                                                          | NBK SPC Limited                                                                          | CUSIP: 62877P2A1<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | US        |      590000 | PA      | $611435.76    | 0.06%             | 2030-06-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust 2024-ELM                                                                       | ELM Trust 2024-ELM                                                                       | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      628000 | PA      | $630670.76    | 0.06%             | 2027-06-11      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVD44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1185128 | PA      | $1182975.23   | 0.11%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      315000 | PA      | $339412.50    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1316205 | PA      | $1341753.24   | 0.12%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91140.49     | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |       60000 | PA      | $62326.56     | 0.01%             | 2036-05-16      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2022638 | PA      | $2030342.21   | 0.19%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2605296 | PA      | $2620427.93   | 0.24%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KQC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      897000 | PA      | $909592.62    | 0.08%             | 2029-01-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage LLC                                                             | New Residential Mortgage LLC                                                             | CUSIP: 62956YAA7<br>LEI: 549300FB4YR8GY21CA08 | Long             | ABS-MBS          | CORP              | US        |      824016 | PA      | $832242.63    | 0.08%             | 2029-11-25      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Financial Company                                                        | Global Atlantic Financial Company                                                        | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      685000 | PA      | $707288.46    | 0.07%             | 2054-10-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                                                     | Hilton Grand Vacations Trust 2022-1D                                                     | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      178681 | PA      | $178628.53    | 0.02%             | 2034-06-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      440000 | PA      | $287701.04    | 0.03%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES1                                                      | Towd Point Mortgage Trust 2024-CES1                                                      | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      961806 | PA      | $965346.86    | 0.09%             | 2031-09-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| NRZ FHT Excess LLC                                                                       | NRZ FHT Excess LLC                                                                       | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      929429 | PA      | $944408.80    | 0.09%             | 2032-03-25      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      290000 | PA      | $279751.40    | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Maya                                                                                     | Maya                                                                                     | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |      160000 | PA      | $162025.60    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-HE1 Trust                                                                       | OBX 2025-HE1 Trust                                                                       | CUSIP: 67121CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1138892 | PA      | $1144332.75   | 0.11%             | 2055-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AOA Trust 2025-1301                                                                      | AOA Trust 2025-1301                                                                      | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1129000 | PA      | $1145091.19   | 0.11%             | 2030-08-11      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                               | Team Health Holdings, Inc.                                                               | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |      164986 | PA      | $174163.35    | 0.02%             | 2028-06-30      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                                | Zayo Group Holdings, Inc.                                                                | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      262146 | PA      | $249038.70    | 0.02%             | 2030-03-09      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Ministerio De Hacienda Y Credito Publico                                                 | Ministerio De Hacienda Y Credito Publico                                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  5873800000 | PA      | $1106991.48   | 0.10%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                                   | Telefonica Europe B.V.                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $250317.60    | 0.02%             | 2500-12-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3204000 | PA      | $889980.17    | 0.08%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alexandrite Monnet UK HoldCo PLC                                                         | Alexandrite Monnet UK HoldCo PLC                                                         | CUSIP: N/A<br>LEI: 254900UEO4639PJFQ079       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $253255.60    | 0.02%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust 2024-APT                                                  | ONNI Commercial Mortgage Trust 2024-APT                                                  | CUSIP: 682939AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1053000 | PA      | $1076284.04   | 0.10%             | 2029-07-20      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                                            | Gobierno De La Republica Oriental Del Uruguay                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |      340000 | PA      | $320149.44    | 0.03%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                     | United Rentals (North America), Inc.                                                     | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      505000 | PA      | $504651.55    | 0.05%             | 2033-11-15      | Fixed         | 5.38%                 | 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        |     8562000 | PA      | $2754347.33   | 0.26%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                    | Volkswagen International Finance N.V.                                                    | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $586130.99    | 0.05%             | 2500-12-31      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                      | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      450000 | PA      | $558587.25    | 0.05%             | 2034-04-16      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sunrise HoldCo IV B.V.                                                                   | Sunrise HoldCo IV B.V.                                                                   | CUSIP: N/A<br>LEI: 213800G1DU7LKI6ZCD69       | Long             | DBT              | CORP              | NL        |      340000 | PA      | $397570.16    | 0.04%             | 2029-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15538.20     | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO Bank N.V.                                                                       | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | US        |      900000 | PA      | $929861.10    | 0.09%             | 2035-12-03      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      370000 | PA      | $384788.90    | 0.04%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BroadStreet Partners, Inc.                                                               | BroadStreet Partners, Inc.                                                               | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      320000 | PA      | $318908.80    | 0.03%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust 2025-SFT                                                   | CHI Commercial Mortgage Trust 2025-SFT                                                   | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1682000 | PA      | $1689964.10   | 0.16%             | 2030-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3205258.39   | 0.30%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                                               | Alliant Energy Corporation                                                               | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1141883.42   | 0.11%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                                                | Ally Bank                                                                                | CUSIP: 02007G4F7<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |      267264 | PA      | $269931.47    | 0.03%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2023-PRM3                                            | Citigroup Commercial Mortgage Trust 2023-PRM3                                            | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      532000 | PA      | $546266.06    | 0.05%             | 2028-07-10      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      280000 | PA      | $296800.00    | 0.03%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-DELC                                                                       | BX Trust 2025-DELC                                                                       | CUSIP: 05594MAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      622000 | PA      | $623551.95    | 0.06%             | 2027-12-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                                  | Blue Stream Issuer, LLC                                                                  | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      842000 | PA      | $850818.35    | 0.08%             | 2029-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $315252.30    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                 | Comstock Resources, Inc.                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      401000 | PA      | $400586.97    | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corporation                                                                     | EchoStar Corporation                                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      275000 | PA      | $281619.25    | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1652696 | PA      | $1654600.79   | 0.15%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      110000 | PA      | $110375.98    | 0.01%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140A6UM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1297022 | PA      | $1333479.07   | 0.12%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1612284 | PA      | $1660172.13   | 0.15%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      542232 | PA      | $556628.98    | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QPFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2491065 | PA      | $2380545.46   | 0.22%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      615982 | PA      | $627462.51    | 0.06%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2854289 | PA      | $2895334.46   | 0.27%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      760914 | PA      | $673179.21    | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1116373 | PA      | $1132645.00   | 0.11%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427MDM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2437310 | PA      | $2390340.68   | 0.22%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2025-1                                                          | Foundation Finance Trust 2025-1                                                          | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      604491 | PA      | $611131.09    | 0.06%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KUE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1550000 | PA      | $1652282.95   | 0.15%             | 2042-03-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Corporation De Securite Garda World                                                      | Corporation De Securite Garda World                                                      | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88200.00     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                                        | Masterbrand, Inc.                                                                        | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      215000 | PA      | $222378.80    | 0.02%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  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    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                             | ONE 2021-PARK Mortgage Trust                                                             | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      278000 | PA      | $266271.37    | 0.02%             | 2036-03-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91712.70     | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| 3R Lux                                                                                   | 3R Lux                                                                                   | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $242198.05    | 0.02%             | 2031-02-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |      155000 | PA      | $153332.20    | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| XP Inc.                                                                                  | XP Inc.                                                                                  | CUSIP: 98379XAB0<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | US        |      280000 | PA      | $287526.40    | 0.03%             | 2029-07-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| K2016470219 (South Africa) Ltd                                                           | K2016470219 (South Africa) Ltd                                                           | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |     4042071 | PA      | $4750.24      | 0.00%             | 2049-05-07      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Grifols, S.A.                                                                            | Grifols, S.A.                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      140000 | PA      | $163397.69    | 0.02%             | 2027-11-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Assemblin Caverion Group AB                                                              | Assemblin Caverion Group AB                                                              | CUSIP: N/A<br>LEI: 636700ULD38LN63RC248       | Long             | DBT              | CORP              | SE        |      301000 | PA      | $367491.96    | 0.03%             | 2030-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1164314 | PA      | $1184559.66   | 0.11%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      206123 | PA      | $201313.72    | 0.02%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      540000 | PA      | $555743.21    | 0.05%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      417000 | PA      | $441502.92    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127327.50    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-HE3                                                      | J.P. Morgan Mortgage Trust 2023-HE3                                                      | CUSIP: 465985AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      315105 | PA      | $316416.85    | 0.03%             | 2031-06-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen, Inc.                                                                           | Jeld-Wen, Inc.                                                                           | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |       65000 | PA      | $56226.95     | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      410000 | PA      | $434575.40    | 0.04%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                                 | NGL Energy Operating LLC                                                                 | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      490000 | PA      | $508100.60    | 0.05%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1585814.61   | 0.15%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2023-2 Receivables Funding LLC                                          | Sierra Timeshare 2023-2 Receivables Funding LLC                                          | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      325435 | PA      | $336510.93    | 0.03%             | 2040-09-20      | Fixed         | 9.44%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |      225000 | PA      | $238218.75    | 0.02%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54636.45     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       81391 | PA      | $49445.03     | 0.00%             | 2034-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |      189913 | PA      | $113473.02    | 0.01%             | 2035-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp                                                                             | U.S. Bancorp                                                                             | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1962350.02   | 0.18%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327BAA8<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      225000 | PA      | $216391.50    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72258.20     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-4                                                        | Verus Securitization Trust 2024-4                                                        | CUSIP: 92540GAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $314061.93    | 0.03%             | 2069-06-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| UGI International, LLC                                                                   | UGI International, LLC                                                                   | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |      362000 | PA      | $405746.61    | 0.04%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Forvia                                                                                   | Forvia                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      135000 | PA      | $158488.59    | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden AB                                                                            | Heimstaden AB                                                                            | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |      670000 | PA      | $835178.20    | 0.08%             | 2030-01-29      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                     | Koninklijke KPN N.V.                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      326000 | PA      | $396045.33    | 0.04%             | 2500-12-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Benteler International Aktiengesellschaft                                                | Benteler International Aktiengesellschaft                                                | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |      365000 | PA      | $459669.25    | 0.04%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-LIFE                                                                       | BX Trust 2025-LIFE                                                                       | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2080000 | PA      | $2112410.98   | 0.20%             | 2035-06-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $2002899.84   | 0.19%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1977138.24   | 0.18%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FQY23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     8100000 | PA      | $330320.43    | 0.03%             | 2028-09-27      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTS26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      986866 | PA      | $1014790.66   | 0.09%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $2036657.66   | 0.19%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-2                                            | GreenSky Home Improvement Issuer Trust 2025-2                                            | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      401000 | PA      | $404566.33    | 0.04%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-2                                                      | Hilton Grand Vacations Trust 2024-2                                                      | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      462252 | PA      | $471913.85    | 0.04%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      185000 | PA      | $189651.71    | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                             | ONE 2021-PARK Mortgage Trust                                                             | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      776000 | PA      | $733476.36    | 0.07%             | 2028-03-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184466.57    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23215000 | PA      | $22016163.47  | 2.05%             | 2056-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Artera Services, LLC                                                                     | Artera Services, LLC                                                                     | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |      185000 | PA      | $153740.55    | 0.01%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| BLP Commercial Mortgage Trust 2025-IND                                                   | BLP Commercial Mortgage Trust 2025-IND                                                   | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1020546 | PA      | $1016084.08   | 0.09%             | 2027-03-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BLU Income Fund SICAV IC PLC, The                                                        | BLU Income Fund SICAV IC PLC, The                                                        | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $305357.45    | 0.03%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Bangkok Bank Public Company Limited                                                      | Bangkok Bank Public Company Limited                                                      | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | US        |      190000 | PA      | $198622.56    | 0.02%             | 2034-07-05      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Bank 2019-BNK17                                                                          | Bank 2019-BNK17                                                                          | CUSIP: 065403BH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      455000 | PA      | $403269.69    | 0.04%             | 2029-04-17      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2455725.00   | 0.23%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      540000 | PA      | $548332.20    | 0.05%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Costa Rica                                                   | Gobierno de la Republica de Costa Rica                                                   | CUSIP: 221597CR6<br>LEI: 549300DYYS8QPMR8OP36 | Long             | DBT              | NUSS              | US        |     2070000 | PA      | $2258887.50   | 0.21%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      190000 | PA      | $172425.00    | 0.02%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      192000 | PA      | $206842.31    | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $3101698.79   | 0.29%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      662861 | PA      | $680426.47    | 0.06%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BBZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      939060 | PA      | $832897.16    | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QPAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      677433 | PA      | $628862.77    | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1318975 | PA      | $1129152.58   | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1041947 | PA      | $1045915.52   | 0.10%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      719090 | PA      | $740448.98    | 0.07%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427QZZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1660000 | PA      | $1703988.51   | 0.16%             | 2050-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                 | Fortress Transportation And Infrastructure Investors LLC                                 | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63613.20     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Funding 2024-1, LLC                                           | Gracie Point International Funding 2024-1, LLC                                           | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1365000 | PA      | $1365465.74   | 0.13%             | 2026-03-02      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |      230000 | PA      | $228815.73    | 0.02%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                          | LGI Homes, Inc.                                                                          | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191226.00    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195000.00    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |      640000 | PA      | $690400.00    | 0.06%             | 2500-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                                 | CUSIP: 61777QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77185 | PA      | $78011.12     | 0.01%             | 2069-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                          | Nordea Bank Abp                                                                          | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $957906.25    | 0.09%             | 2500-12-31      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| NYC Commercial Mortgage Trust 2025-3BP                                                   | NYC Commercial Mortgage Trust 2025-3BP                                                   | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      553000 | PA      | $551620.38    | 0.05%             | 2027-02-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      145000 | PA      | $152645.85    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                           | Park Intermediate Holdings LLC                                                           | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      505000 | PA      | $504272.80    | 0.05%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                         | Permian Resources Operating, LLC                                                         | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      170000 | PA      | $174304.40    | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2025-2 Receivables Funding LLC                                          | Sierra Timeshare 2025-2 Receivables Funding LLC                                          | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      445538 | PA      | $448708.09    | 0.04%             | 2044-04-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-1 Receivables Funding LLC                                          | Sierra Timeshare 2024-1 Receivables Funding LLC                                          | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       83509 | PA      | $85365.62     | 0.01%             | 2031-09-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 Issuer, Ltd.                                                               | TRTX 2025-FL7 Issuer, Ltd.                                                               | CUSIP: 87277LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      693000 | PA      | $692998.75    | 0.06%             | 2043-06-18      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                        | Terex Corporation                                                                        | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      460000 | PA      | $471647.20    | 0.04%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      230000 | PA      | $237254.20    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      410000 | PA      | $406432.59    | 0.04%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                             | U.S. Bancorp                                                                             | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1558303.80   | 0.14%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| Wireless Propco Funding LLC                                                              | Wireless Propco Funding LLC                                                              | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      285000 | PA      | $275183.29    | 0.03%             | 2030-06-25      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11056000000 | PA      | $685836.67    | 0.06%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                                                            | Vattenfall AB                                                                            | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $413665.79    | 0.04%             | 2083-08-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement                                                                     | Veolia Environnement                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $624324.99    | 0.06%             | 2500-12-31      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                 | Windstream Services, LLC                                                                 | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      195000 | PA      | $200458.05    | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                                   | Telefonica Europe B.V.                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      600000 | PA      | $695424.59    | 0.06%             | 2500-12-31      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                     | Resideo Funding Inc.                                                                     | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      335000 | PA      | $342956.25    | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      215000 | PA      | $217257.50    | 0.02%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                     | Gobierno de la Republica del Ecuador                                                     | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | US        |      210438 | PA      | $207702.31    | 0.02%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                                                     | Boots Group Finco LP                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      275000 | PA      | $333321.39    | 0.03%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sudzucker International Finance B.V.                                                     | Sudzucker International Finance B.V.                                                     | CUSIP: N/A<br>LEI: 724500M1VGG79HOVI026       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $338016.90    | 0.03%             | 2500-12-31      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                               | VMED O2 UK Financing I PLC                                                               | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $597843.01    | 0.06%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Motel One GmbH                                                                           | Motel One GmbH                                                                           | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | DBT              | CORP              | DE        |      180000 | PA      | $225550.26    | 0.02%             | 2031-04-02      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Proximus                                                                                 | Proximus                                                                                 | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |      400000 | PA      | $476543.60    | 0.04%             | 2500-12-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Perrigo Finance Unlimited Company                                                        | Perrigo Finance Unlimited Company                                                        | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |      135000 | PA      | $161331.63    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13745000 | PA      | $13936678.15  | 1.30%             | 2056-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-VOLT                                                                       | BX Trust 2025-VOLT                                                                       | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1395000 | PA      | $1393261.69   | 0.13%             | 2030-12-16      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      415000 | PA      | $422054.59    | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                           | Amsted Industries Incorporated                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      670000 | PA      | $688425.00    | 0.06%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54611.00     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                                  | CSAIL 2016-C7 Commercial Mortgage Trust                                                  | CUSIP: 12637UBC2<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |      930000 | PA      | $852509.98    | 0.08%             | 2026-11-18      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Bip-V Chinook                                                                            | Bip-V Chinook                                                                            | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $311103.45    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9600000 | PA      | $8868375.36   | 0.82%             | 2056-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      645000 | PA      | $728850.00    | 0.07%             | 2500-12-31      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                       | Compass Datacenters Issuer II, LLC                                                       | CUSIP: 20469AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      315000 | PA      | $317982.83    | 0.03%             | 2029-02-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                                             | Connecticut Avenue Securities Trust 2021-R03                                             | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      311000 | PA      | $312610.11    | 0.03%             | 2041-12-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                             | Unibail-Rodamco-Westfield SE                                                             | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $598347.20    | 0.06%             | 2500-12-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                                              | EIG Pearl Holdings S.a r.l.                                                              | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | US        |      570402 | PA      | $529029.50    | 0.05%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C31                                                           | BBCMS Mortgage Trust 2024-5C31                                                           | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      279000 | PA      | $279825.31    | 0.03%             | 2029-12-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                        | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                        | CUSIP: 07337GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      493661 | PA      | $493659.29    | 0.05%             | 2048-07-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                                          | Chase Home Lending Mortgage Trust Series 2024-2                                          | CUSIP: 16159HAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      831058 | PA      | $836033.21    | 0.08%             | 2029-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                                                             | Churchill Downs Incorporated                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      345000 | PA      | $357616.65    | 0.03%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                                          | Chase Home Lending Mortgage Trust Series 2024-2                                          | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      514292 | PA      | $516728.03    | 0.05%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1130011 | PA      | $1146128.18   | 0.11%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1947952.32   | 0.18%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Enpro Inc.                                                                               | Enpro Inc.                                                                               | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      330000 | PA      | $339827.40    | 0.03%             | 2033-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                    | Dominion Energy, Inc.                                                                    | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      440000 | PA      | $442153.45    | 0.04%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                      | Fifth Third Bancorp                                                                      | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      945000 | PA      | $924503.04    | 0.09%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NCA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1613000 | PA      | $1625569.95   | 0.15%             | 2044-03-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                 | Kodiak Gas Services, LLC                                                                 | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57118.05     | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      868096 | PA      | $892659.85    | 0.08%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGG45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1190957 | PA      | $1107429.84   | 0.10%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59687.40     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63754.65     | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Corporation De Securite Garda World                                                      | Corporation De Securite Garda World                                                      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      185000 | PA      | $188361.45    | 0.02%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco, LLC                                                                         | Goat Holdco, LLC                                                                         | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $332991.75    | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      485000 | PA      | $499123.93    | 0.05%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                                  | RB Global Holdings Inc.                                                                  | CUSIP: 76774LAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $229763.60    | 0.02%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The   | Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The   | CUSIP: 38385CCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      947277 | PA      | $953068.40    | 0.09%             | 2055-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-HE1                                                      | J.P. Morgan Mortgage Trust 2024-HE1                                                      | CUSIP: 46658AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      258468 | PA      | $260810.96    | 0.02%             | 2031-04-21      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Spire Inc.                                                                               | Spire Inc.                                                                               | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      735000 | PA      | $734978.32    | 0.07%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands B.V.                                                                  | Suzano Netherlands B.V.                                                                  | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | US        |      370000 | PA      | $366965.04    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                              | McGraw-Hill Education, Inc.                                                              | CUSIP: 58064LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $168630.40    | 0.02%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower, LP                                                                     | Medline Borrower, LP                                                                     | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      275000 | PA      | $284541.26    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES2                                                      | Towd Point Mortgage Trust 2024-CES2                                                      | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      954775 | PA      | $960999.08    | 0.09%             | 2031-04-25      | Variable      | 6.13%                 | 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        |      590000 | PA      | $561334.85    | 0.05%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34934.38     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      215000 | PA      | $233754.45    | 0.02%             | 2500-12-31      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                                    | Walker & Dunlop, Inc.                                                                    | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $199754.10    | 0.02%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| A2a S.P.A.                                                                               | A2a S.P.A.                                                                               | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      326000 | PA      | $395087.55    | 0.04%             | 2500-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                                 | BX Trust                                                                                 | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      767689 | PA      | $769345.01    | 0.07%             | 2026-02-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                               | Genmab A/S                                                                               | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78773.25     | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                                         | One Market Plaza Trust 2017-1MKT                                                         | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      451000 | PA      | $426921.47    | 0.04%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                          | Charles Schwab Corporation, The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      925000 | PA      | $918818.41    | 0.09%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                         | Jaguar Land Rover Automotive PLC                                                         | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |      211000 | PA      | $249509.55    | 0.02%             | 2028-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                          | Teva Pharmaceutical Finance Netherlands II B.V.                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      802000 | PA      | $966271.08    | 0.09%             | 2030-05-09      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-G                                         | Navient Private Education Refi Loan Trust 2021-G                                         | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1084224 | PA      | $989836.97    | 0.09%             | 2029-06-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                    | Neptune BidCo US Inc.                                                                    | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $490539.00    | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                                       | SCCU Auto Receivables Trust 2025-1                                                       | CUSIP: 80620BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      556000 | PA      | $560277.03    | 0.05%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                                     | Shift4 Payments, LLC                                                                     | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $423001.10    | 0.04%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Operations Inc.                                                                | Six Flags Operations Inc.                                                                | CUSIP: 83001AAD4<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |      295000 | PA      | $283200.00    | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      635000 | PA      | $652354.55    | 0.06%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES1                                                      | Towd Point Mortgage Trust 2024-CES1                                                      | CUSIP: 89183CAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      114229 | PA      | $114689.24    | 0.01%             | 2031-09-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| ZF Friedrichshafen AG                                                                    | ZF Friedrichshafen AG                                                                    | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $123533.50    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco, LLC                                                             | Beach Acquisition Bidco, LLC                                                             | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      375000 | PA      | $448883.80    | 0.04%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |      740000 | PA      | $549450.00    | 0.05%             | 2035-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129291.25    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Champ Acquisition Corporation                                                            | Champ Acquisition Corporation                                                            | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $156489.80    | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1574908.45   | 0.15%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DC Office Trust 2019-MTC                                                                 | DC Office Trust 2019-MTC                                                                 | CUSIP: 23312BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      725000 | PA      | $621273.60    | 0.06%             | 2029-11-17      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30793.22     | 0.00%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1080377 | PA      | $963977.53    | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      191592 | PA      | $194324.95    | 0.02%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GQ5G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      552013 | PA      | $568926.34    | 0.05%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                                                  | Freddie Mac STACR REMIC Trust 2025-DNA4                                                  | CUSIP: 35564UAS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1070000 | PA      | $1071484.73   | 0.10%             | 2045-09-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Corporation De Securite Garda World                                                      | Corporation De Securite Garda World                                                      | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      335000 | PA      | $339539.25    | 0.03%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Gates Corporation                                                                        | Gates Corporation                                                                        | CUSIP: 367398AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $119139.20    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN Holding, Inc.                                                                   | JELD-WEN Holding, Inc.                                                                   | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |      175000 | PA      | $119218.75    | 0.01%             | 2032-09-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| MVW 2023-2 LLC                                                                           | MVW 2023-2 LLC                                                                           | CUSIP: 55400WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      226645 | PA      | $232158.49    | 0.02%             | 2040-11-20      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                               | Mauser Packaging Solutions Holding Company                                               | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      550000 | PA      | $527923.00    | 0.05%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2023-A                                         | Navient Private Education Refi Loan Trust 2023-A                                         | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1355968 | PA      | $1389270.77   | 0.13%             | 2034-12-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      220000 | PA      | $227649.40    | 0.02%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                      | Suzano Austria GmbH                                                                      | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |      950000 | PA      | $951378.36    | 0.09%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 Issuer, Ltd.                                                               | TRTX 2025-FL7 Issuer, Ltd.                                                               | CUSIP: 87277LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      307000 | PA      | $307757.00    | 0.03%             | 2043-06-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      320000 | PA      | $331479.74    | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                     | Westlake Corporation                                                                     | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      505000 | PA      | $505577.87    | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                   | Eurofins Scientific SE                                                                   | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |      501000 | PA      | $624837.68    | 0.06%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      262000 | PA      | $304112.12    | 0.03%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Valeo                                                                                    | Valeo                                                                                    | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $359547.74    | 0.03%             | 2030-04-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CPI Property Group                                                                       | CPI Property Group                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      568000 | PA      | $669656.31    | 0.06%             | 2032-01-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Optics BidCo S.p.A.                                                                      | Optics BidCo S.p.A.                                                                      | CUSIP: N/A<br>LEI: 254900QZ5RQ7MPFWE741       | Long             | DBT              | CORP              | IT        |      620000 | PA      | $772341.43    | 0.07%             | 2028-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                   | Arab Republic of Egypt                                                                   | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      170000 | PA      | $172125.00    | 0.02%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      595000 | PA      | $511293.20    | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONE Trust 2024-DFW1                                                                     | CONE Trust 2024-DFW1                                                                     | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      416000 | PA      | $415350.87    | 0.04%             | 2041-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                    | Dominion Energy, Inc.                                                                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2346414.58   | 0.22%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FQXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    18440000 | PA      | $653572.61    | 0.06%             | 2028-07-27      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3291025 | PA      | $3041699.29   | 0.28%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                               | First Quantum Minerals Ltd                                                               | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      275000 | PA      | $289011.25    | 0.03%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                 | Fortress Transportation And Infrastructure Investors LLC                                 | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      255000 | PA      | $267387.90    | 0.02%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                    | Freeport-McMoRan Inc.                                                                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1473584.06   | 0.14%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                                  | GA Global Funding Trust                                                                  | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2084216.35   | 0.19%             | 2031-12-09      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                                    | Howard Midstream Energy Partners, LLC                                                    | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $553287.00    | 0.05%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                                | IP 2025-IP Mortgage Trust                                                                | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      384000 | PA      | $391679.92    | 0.04%             | 2030-06-12      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY Mortgage Trust                                                          | INTOWN 2025-STAY Mortgage Trust                                                          | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1052000 | PA      | $1053311.63   | 0.10%             | 2027-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172272.90    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Optics BidCo S.p.A.                                                                      | Optics BidCo S.p.A.                                                                      | CUSIP: 683879AB6<br>LEI: 254900QZ5RQ7MPFWE741 | Long             | DBT              | CORP              | US        |      450000 | PA      | $446484.38    | 0.04%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2024-3 Receivables Funding LLC                                          | Sierra Timeshare 2024-3 Receivables Funding LLC                                          | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      577382 | PA      | $578837.49    | 0.05%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UWM Holdings, LLC                                                                        | UWM Holdings, LLC                                                                        | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $84882.72     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                                             | Westlake Automobile Receivables Trust 2025-2                                             | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1054000 | PA      | $1059142.57   | 0.10%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      335000 | PA      | $395495.11    | 0.04%             | 2029-02-26      | Fixed         | 4.75%                 | 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        |      355000 | PA      | $105144.58    | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg S.a r.l.                                                       | Dana Financing Luxembourg S.a r.l.                                                       | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |      223000 | PA      | $280086.88    | 0.03%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                                    | Ahlstrom Holding 3 Oy                                                                    | CUSIP: N/A<br>LEI: 743700UEY0YM039XN974       | Long             | DBT              | CORP              | FI        |      402000 | PA      | $467706.09    | 0.04%             | 2028-02-04      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: —       |
| Energizer Gamma Acquisition B.V.                                                         | Energizer Gamma Acquisition B.V.                                                         | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |      350000 | PA      | $396923.80    | 0.04%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| RAC Bond Co PLC                                                                          | RAC Bond Co PLC                                                                          | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $267568.18    | 0.02%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| British Telecommunications Public Limited Company                                        | British Telecommunications Public Limited Company                                        | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     1119000 | PA      | $1617712.47   | 0.15%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL - SPA                                                                               | ENEL - SPA                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      324000 | PA      | $383144.58    | 0.04%             | 2500-12-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Jerrold Finco PLC                                                                        | Jerrold Finco PLC                                                                        | CUSIP: N/A<br>LEI: 213800F7AYNHLL1BPR31       | Long             | DBT              | CORP              | GB        |      274000 | PA      | $376584.86    | 0.04%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Next Group PLC                                                                           | Next Group PLC                                                                           | CUSIP: N/A<br>LEI: 213800O8TRZCFJ9R5760       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $398715.67    | 0.04%             | 2028-05-18      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      450000 | PA      | $450000.00    | 0.04%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-1B                                                     | Hilton Grand Vacations Trust 2024-1B                                                     | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       75165 | PA      | $75992.05     | 0.01%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-E                                         | Navient Private Education Refi Loan Trust 2021-E                                         | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1217329 | PA      | $1095232.03   | 0.10%             | 2028-12-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                                      | Nissan Motor Acceptance Company LLC                                                      | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19808.20     | 0.00%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                         | Permian Resources Operating, LLC                                                         | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      175000 | PA      | $182213.50    | 0.02%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $239837.10    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ziggo B.V.                                                                               | Ziggo B.V.                                                                               | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |      135000 | PA      | $149727.82    | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                    | Vodafone Group Public Limited Company                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      804000 | PA      | $909428.51    | 0.08%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings Inc.                                                                | Primo Water Holdings Inc.                                                                | CUSIP: N/A<br>LEI: 9845008F9A5F2E1D4832       | Long             | DBT              | CORP              | US        |      341000 | PA      | $400651.03    | 0.04%             | 2028-10-31      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                       | Athene Holding Ltd                                                                       | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1192446.40   | 0.11%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                                 | BX Trust                                                                                 | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      335587 | PA      | $335949.08    | 0.03%             | 2026-02-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BKV Upstream Midstream, LLC                                                              | BKV Upstream Midstream, LLC                                                              | CUSIP: 05619CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $334379.10    | 0.03%             | 2030-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bank5 2024-5Yr7                                                                          | Bank5 2024-5Yr7                                                                          | CUSIP: 06211UCD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      433000 | PA      | $455124.91    | 0.04%             | 2029-06-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                   | CMS Energy Corporation                                                                   | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $1998958.19   | 0.19%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2025-2                                              | Castlelake Aircraft Structured Trust 2025-2                                              | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1612021 | PA      | $1611860.17   | 0.15%             | 2032-08-15      | Fixed         | 5.46%                 | No            |                  3 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26410.00     | 0.00%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                                                | Champion Iron Canada Inc.                                                                | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $270361.20    | 0.03%             | 2032-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                                | Cougar JV Subsidiary, LLC                                                                | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      440000 | PA      | $469845.20    | 0.04%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | Enbridge Inc.                                                                            | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1050886.95   | 0.10%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Forvia                                                                                   | Forvia                                                                                   | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | US        |      335000 | PA      | $344212.50    | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      501698 | PA      | $517618.41    | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      925181 | PA      | $928705.22    | 0.09%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3103122 | PA      | $3190928.34   | 0.30%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HLWC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2512240 | PA      | $2535939.56   | 0.24%             | 2055-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKSW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1103659 | PA      | $988200.36    | 0.09%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                              | Crescent Energy Finance LLC                                                              | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      120000 | PA      | $113512.50    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MDGH GMTN (RSC) Ltd.                                                                     | MDGH GMTN (RSC) Ltd.                                                                     | CUSIP: 55285GAF1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | US        |      440000 | PA      | $437072.46    | 0.04%             | 2035-10-16      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Nexa Resources S.A.                                                                      | Nexa Resources S.A.                                                                      | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113383.80    | 0.01%             | 2037-04-08      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239406.25    | 0.02%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      915000 | PA      | $943887.10    | 0.09%             | 2500-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      541792 | PA      | $458421.59    | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                                          | Sierra Timeshare 2021-2 Receivables Funding LLC                                          | CUSIP: 82652RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       80848 | PA      | $80043.93     | 0.01%             | 2038-09-20      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                                        | TELUS Corporation                                                                        | CUSIP: 87971MCR2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1068208.50   | 0.10%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      360000 | PA      | $362172.31    | 0.03%             | 2500-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184050.00    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1082544.84   | 0.10%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance, LLC                                                                | Wynn Resorts Finance, LLC                                                                | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51007.50     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CPUK Mortgage Finance Limited                                                            | CPUK Mortgage Finance Limited                                                            | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | GB        |      260000 | PA      | $343563.28    | 0.03%             | 2027-08-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                            | Cheplapharm Arzneimittel GmbH                                                            | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116638.60    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                                   | Telefonica Europe B.V.                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $254430.80    | 0.02%             | 2500-12-31      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International S.a r.l.                                                     | Cirsa Finance International S.a r.l.                                                     | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      401000 | PA      | $491872.61    | 0.05%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                                   | Techem Verwaltungsgesellschaft 675 mbH                                                   | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |      586000 | PA      | $709327.21    | 0.07%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                          | AdaptHealth LLC                                                                          | CUSIP: 00653VAA9<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |      215000 | PA      | $216376.00    | 0.02%             | 2028-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      260000 | PA      | $256916.40    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank5 2023-5YR3                                                                          | Bank5 2023-5YR3                                                                          | CUSIP: 06211EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      331000 | PA      | $343375.33    | 0.03%             | 2028-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                                             | CCG Receivables Trust 2025-1                                                             | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135000 | PA      | $136579.34    | 0.01%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                                                       | CLI Funding VI LLC                                                                       | CUSIP: 12563LAP2<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-CBDO         | CORP              | US        |     1080914 | PA      | $1034136.52   | 0.10%             | 2030-09-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2025-1                                              | Castlelake Aircraft Structured Trust 2025-1                                              | CUSIP: 14856VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      549909 | PA      | $538086.38    | 0.05%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                       | Compass Datacenters Issuer II, LLC                                                       | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1257000 | PA      | $1261729.97   | 0.12%             | 2029-08-27      | Fixed         | 5.02%                 | 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        |     2160000 | PA      | $2107116.94   | 0.20%             | 2029-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      220000 | PA      | $229625.00    | 0.02%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1590151 | PA      | $1603323.70   | 0.15%             | 2054-11-25      | Floating      | 5.67%                 | No            |                  3 | On Loan: No      |
| Frontier Issuer LLC                                                                      | Frontier Issuer LLC                                                                      | CUSIP: 35910EAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1091000 | PA      | $1135763.29   | 0.11%             | 2031-05-20      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5230000 | PA      | $5195988.79   | 0.48%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                       | MetroNet Infrastructure Issuer LLC                                                       | CUSIP: 59170JBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1306000 | PA      | $1339087.38   | 0.12%             | 2030-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                    | Neptune BidCo US Inc.                                                                    | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35878.85     | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                                      | Nissan Motor Acceptance Company LLC                                                      | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51631.00     | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      235000 | PA      | $244721.95    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corporation                                                                   | Sealed Air Corporation                                                                   | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      185000 | PA      | $191715.50    | 0.02%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Spire Inc.                                                                               | Spire Inc.                                                                               | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      490000 | PA      | $487158.39    | 0.05%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                 | Talen Energy Supply, LLC                                                                 | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      230000 | PA      | $237859.10    | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Transmontaigne Partners LLC                                                              | Transmontaigne Partners LLC                                                              | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $241476.00    | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Wireless Propco Funding LLC                                                              | Wireless Propco Funding LLC                                                              | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1023120.50   | 0.10%             | 2030-06-25      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1535398.79   | 0.14%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Globalworth Real Estate Investments Limited                                              | Globalworth Real Estate Investments Limited                                              | CUSIP: N/A<br>LEI: 213800R3E823B1UBIA81       | Long             | DBT              | CORP              | GG        |      328781 | PA      | $392997.81    | 0.04%             | 2029-03-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      160000 | PA      | $168419.20    | 0.02%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DP5B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      652526 | PA      | $667135.02    | 0.06%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BTPD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1442670 | PA      | $1449133.36   | 0.13%             | 2054-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1004296.41   | 0.09%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      505000 | PA      | $425462.50    | 0.04%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      185000 | PA      | $182652.35    | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO IX Ltd                                                                      | Trestles CLO IX Ltd                                                                      | CUSIP: 894932AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2008306.00   | 0.19%             | 2039-01-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Dufry One B.V.                                                                           | Dufry One B.V.                                                                           | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |      475000 | PA      | $570121.25    | 0.05%             | 2032-05-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Punch Finance PLC                                                                        | Punch Finance PLC                                                                        | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |      335000 | PA      | $460287.63    | 0.04%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corporation, The                                                            | ADT Security Corporation, The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      360000 | PA      | $364755.60    | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Atlas LuxCo 4 S.a r.l.                                                                   | Atlas LuxCo 4 S.a r.l.                                                                   | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | US        |      400000 | PA      | $393156.00    | 0.04%             | 2028-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V.                                              | Axalta Coating Systems Dutch Holding B B.V.                                              | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63125.40     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Trust 2024-BHP                                                                     | BAMLL Trust 2024-BHP                                                                     | CUSIP: 05493WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      656000 | PA      | $661681.35    | 0.06%             | 2026-08-17      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-KING                                                   | BX Commercial Mortgage Trust 2024-KING                                                   | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      930747 | PA      | $933070.60    | 0.09%             | 2026-05-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III, LLC                                                         | Colgate Energy Partners III, LLC                                                         | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200686.00    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                             | Connecticut Avenue Securities Trust 2025-R05                                             | CUSIP: 20753CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2304000 | PA      | $2311781.99   | 0.21%             | 2045-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                                 | Diamondback Energy, Inc.                                                                 | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1362745.67   | 0.13%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      144318 | PA      | $148897.44    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      287594 | PA      | $257057.76    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W3J83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1308042 | PA      | $1241016.79   | 0.12%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                                     | Millicom International Cellular S.A.                                                     | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $2261626.92   | 0.21%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  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        |     2010000 | PA      | $2069600.72   | 0.19%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 Issuer, Ltd.                                                               | TRTX 2025-FL7 Issuer, Ltd.                                                               | CUSIP: 87277LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      725000 | PA      | $724998.55    | 0.07%             | 2043-06-18      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                       | Wand NewCo 3, Inc.                                                                       | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      400000 | PA      | $422596.00    | 0.04%             | 2032-01-30      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      625000 | PA      | $622677.63    | 0.06%             | 2500-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                 | Wesco Distribution, Inc.                                                                 | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114999.50    | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Structured Trust VIII                                                      | Willis Engine Structured Trust VIII                                                      | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      526507 | PA      | $529034.63    | 0.05%             | 2031-06-16      | Fixed         | 6.07%                 | No            |                  3 | On Loan: No      |
| Avient Corporation                                                                       | Avient Corporation                                                                       | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66699.75     | 0.01%             | 2030-08-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Century Aluminum Company                                                                 | Century Aluminum Company                                                                 | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      535000 | PA      | $550001.40    | 0.05%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      935000 | PA      | $921536.00    | 0.09%             | 2500-12-31      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                     | Gobierno de la Republica del Ecuador                                                     | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | US        |      280371 | PA      | $247076.94    | 0.02%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BSCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1353498 | PA      | $1357413.31   | 0.13%             | 2054-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1099241 | PA      | $1078401.31   | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427MQG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      177266 | PA      | $173130.14    | 0.02%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142J6B36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      480384 | PA      | $493113.51    | 0.05%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                                                  | Freddie Mac STACR REMIC Trust 2025-DNA4                                                  | CUSIP: 35564UBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1221000 | PA      | $1222877.41   | 0.11%             | 2031-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                                       | Global Partners LP                                                                       | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |      155000 | PA      | $157799.30    | 0.01%             | 2033-07-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                     | Global Infrastructure Solutions Inc.                                                     | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      135000 | PA      | $143820.90    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $310641.42    | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                     | M&T Bank Corporation                                                                     | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1062564.24   | 0.10%             | 2500-12-31      | Fixed         | 3.50%                 | No            |                  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        |      175000 | PA      | $173140.63    | 0.02%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Prestige Auto Receivables Trust 2021-1                                                   | Prestige Auto Receivables Trust 2021-1                                                   | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      475246 | PA      | $471966.57    | 0.04%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                                       | SCCU Auto Receivables Trust 2025-1                                                       | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      363000 | PA      | $366509.85    | 0.03%             | 2029-07-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                        | Vale Overseas Ltd                                                                        | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | US        |      115000 | PA      | $117462.96    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                           | Wells Fargo Commercial Mortgage Trust 2017-C39                                           | CUSIP: 95000XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      301000 | PA      | $279639.72    | 0.03%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings, LLC                                                           | White Cap Supply Holdings, LLC                                                           | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |      425000 | PA      | $439173.75    | 0.04%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Pachelbel BidCo S.p.A.                                                                   | Pachelbel BidCo S.p.A.                                                                   | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |      397000 | PA      | $498046.82    | 0.05%             | 2031-05-17      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                               | Allianz SE                                                                               | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2072518.80   | 0.19%             | 2500-12-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Company, Inc.                                                    | American Electric Power Company, Inc.                                                    | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      745000 | PA      | $731959.22    | 0.07%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                                   | Amkor Technology, Inc.                                                                   | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      460000 | PA      | $470497.20    | 0.04%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                   | Arab Republic of Egypt                                                                   | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      895000 | PA      | $879337.50    | 0.08%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-KING                                                   | BX Commercial Mortgage Trust 2024-KING                                                   | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      815267 | PA      | $816285.03    | 0.08%             | 2026-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 Mortgage Trust                                                              | BMO 2024-5C6 Mortgage Trust                                                              | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      168000 | PA      | $167786.49    | 0.02%             | 2029-12-17      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2023-XL3                                                    | BX Commercial Mortgage Trust 2023-XL3                                                    | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      304304 | PA      | $304113.66    | 0.03%             | 2040-12-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2024-1                                                             | CCG Receivables Trust 2024-1                                                             | CUSIP: 12515PAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      362000 | PA      | $367256.46    | 0.03%             | 2028-04-14      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R02                                             | Connecticut Avenue Securities Trust 2023-R02                                             | CUSIP: 20755AAD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      270000 | PA      | $291016.15    | 0.03%             | 2043-01-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |      280000 | PA      | $301700.00    | 0.03%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2352894 | PA      | $2388659.38   | 0.22%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W1XB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1652913 | PA      | $1700459.00   | 0.16%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XM7A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      634272 | PA      | $649860.04    | 0.06%             | 2053-10-01      | Fixed         | 5.50%                 | 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        |      255000 | PA      | $258228.30    | 0.02%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                     | Galaxy Pipeline Assets Bidco Limited                                                     | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1051456.15   | 0.10%             | 2036-03-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                     | Global Infrastructure Solutions Inc.                                                     | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      240000 | PA      | $239560.80    | 0.02%             | 2029-06-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-1                                            | GreenSky Home Improvement Issuer Trust 2025-1                                            | CUSIP: 39571NAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      388000 | PA      | $394853.44    | 0.04%             | 2060-03-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                                            | Huntington National Bank, The                                                            | CUSIP: 44644NAG4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |      258474 | PA      | $261246.58    | 0.02%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      150000 | PA      | $156750.00    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      540000 | PA      | $569850.01    | 0.05%             | 2500-12-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                                     | Light and Wonder International, Inc.                                                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      535000 | PA      | $540628.20    | 0.05%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                          | MVW 2021-1W LLC                                                                          | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250240 | PA      | $241736.17    | 0.02%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                               | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                               | CUSIP: 61779CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      956000 | PA      | $985044.62    | 0.09%             | 2035-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                             | Performance Food Group, Inc.                                                             | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      115000 | PA      | $118454.60    | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1547091.61   | 0.14%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica Y Minera De Chile S.A.                                                  | Sociedad Quimica Y Minera De Chile S.A.                                                  | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | US        |      250000 | PA      | $271372.70    | 0.03%             | 2033-11-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     2310000 | PA      | $1946175.00   | 0.18%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of The Americas                                                              | 1211 Avenue of The Americas                                                              | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      912000 | PA      | $867869.32    | 0.08%             | 2035-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1579095.86   | 0.15%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    12672097 | PA      | $782948.80    | 0.07%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3733000 | PA      | $876059.19    | 0.08%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque                                                                               | RCI Banque                                                                               | CUSIP: N/A<br>LEI: 8156009DFE7168C3B354       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123689.80    | 0.01%             | 2034-10-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBB9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      245000 | PA      | $280509.95    | 0.03%             | 2031-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      390000 | PA      | $400830.30    | 0.04%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bank5 2025-5YR17                                                                         | Bank5 2025-5YR17                                                                         | CUSIP: 06211GBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      459000 | PA      | $406821.48    | 0.04%             | 2030-10-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      798768 | PA      | $708465.06    | 0.07%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1348707 | PA      | $1376373.47   | 0.13%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BJMQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1562624 | PA      | $1490366.02   | 0.14%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N9TX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      955377 | PA      | $974974.99    | 0.09%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NABJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1141096 | PA      | $1163790.62   | 0.11%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1265000 | PA      | $1328886.04   | 0.12%             | 2042-06-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy Inc.                                                                  | Gran Tierra Energy Inc.                                                                  | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      340000 | PA      | $236300.00    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                | Harvest Midstream I, L.P.                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      190000 | PA      | $192160.30    | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $2056345.05   | 0.19%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage, LLC                                                                     | Rocket Mortgage, LLC                                                                     | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      120000 | PA      | $111282.00    | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2025-1 Receivables Funding LLC                                          | Sierra Timeshare 2025-1 Receivables Funding LLC                                          | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      589945 | PA      | $593493.23    | 0.06%             | 2042-01-21      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120841.20    | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-4                                                        | Verus Securitization Trust 2025-4                                                        | CUSIP: 92540UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      305000 | PA      | $309807.99    | 0.03%             | 2070-05-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fiber Midco S.p.A.                                                                       | Fiber Midco S.p.A.                                                                       | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      148599 | PA      | $132503.38    | 0.01%             | 2029-06-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CAB                                                                                      | CAB                                                                                      | CUSIP: N/A<br>LEI: 9695008EGX5O9K1MS743       | Long             | DBT              | CORP              | FR        |      385000 | PA      | $437181.74    | 0.04%             | 2028-02-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| Teva Pharmaceutical Finance Netherlands II B.V.                                          | Teva Pharmaceutical Finance Netherlands II B.V.                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      286000 | PA      | $377955.90    | 0.04%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Gestamp Automocion Sociedad Anonima                                                      | Gestamp Automocion Sociedad Anonima                                                      | CUSIP: N/A<br>LEI: 95980020140005484363       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $473704.31    | 0.04%             | 2030-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 57160AD83<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      395000 | PA      | $475785.89    | 0.04%             | 2029-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                   | Azorra Finance Limited                                                                   | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |      215000 | PA      | $227093.75    | 0.02%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust 2025-IND2                                                  | BLP Commercial Mortgage Trust 2025-IND2                                                  | CUSIP: 05556WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1168000 | PA      | $1169458.60   | 0.11%             | 2042-12-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      135000 | PA      | $143943.75    | 0.01%             | 2500-12-31      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2024-1 Ltd                                                       | Balboa Bay Loan Funding 2024-1 Ltd                                                       | CUSIP: 05766NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3010311.00   | 0.28%             | 2037-07-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | Banco Santander, S.A.                                                                    | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |      600000 | PA      | $594000.00    | 0.06%             | 2500-12-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119965.81    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CQP Holdco LP                                                                            | CQP Holdco LP                                                                            | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $69496.05     | 0.01%             | 2033-12-15      | Fixed         | 7.50%                 | 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        |     2733000 | PA      | $2798727.01   | 0.26%             | 2042-03-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R08                                             | Connecticut Avenue Securities Trust 2022-R08                                             | CUSIP: 20755DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2146000 | PA      | $2286860.44   | 0.21%             | 2042-07-25      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                       | Credit Agricole SA                                                                       | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |      545000 | PA      | $579238.54    | 0.05%             | 2035-01-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Cross 2024-H8 Mortgage Trust                                                             | Cross 2024-H8 Mortgage Trust                                                             | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      335975 | PA      | $339039.16    | 0.03%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2024-A LLC                                                    | ELFI Graduate Loan Program 2024-A LLC                                                    | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      563730 | PA      | $576185.11    | 0.05%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132E0B68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1037976 | PA      | $1062836.37   | 0.10%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      881239 | PA      | $819984.68    | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      827165 | PA      | $853090.41    | 0.08%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      450000 | PA      | $502707.29    | 0.05%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities 2024-2, LLC                                                      | Business Jet Securities 2024-2, LLC                                                      | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      378797 | PA      | $373986.41    | 0.03%             | 2030-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $56884.75     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Aluminum Corporation                                                              | Kaiser Aluminum Corporation                                                              | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $361335.60    | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382TV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1222503 | PA      | $1029136.77   | 0.10%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III, LLC                                                       | LYB International Finance III, LLC                                                       | CUSIP: 50249AAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $722613.23    | 0.07%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 S.a r.l.                                                                        | Luna 1.5 S.a r.l.                                                                        | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | US        |      230000 | PA      | $240543.20    | 0.02%             | 2032-07-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1224321.72   | 0.11%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      675000 | PA      | $689770.08    | 0.06%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      235000 | PA      | $244865.30    | 0.02%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PetSmart, LLC                                                                            | PetSmart, LLC                                                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $330437.25    | 0.03%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Operations Inc.                                                                | Six Flags Operations Inc.                                                                | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |      345000 | PA      | $347346.00    | 0.03%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| United Group B.V.                                                                        | United Group B.V.                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116932.40    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    14700000 | PA      | $2204246.22   | 0.20%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Accor                                                                                    | Accor                                                                                    | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $603024.49    | 0.06%             | 2500-12-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                                     | SoftBank Group Corp.                                                                     | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      235000 | PA      | $279977.65    | 0.03%             | 2029-10-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209350.00    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                             | Connecticut Avenue Securities Trust 2021-R01                                             | CUSIP: 20754RAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      960000 | PA      | $975339.07    | 0.09%             | 2041-10-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875CB6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |      135000 | PA      | $152212.50    | 0.01%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KPUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1691542 | PA      | $1659473.28   | 0.15%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EYL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      379264 | PA      | $379760.53    | 0.04%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                      | Fifth Third Bancorp                                                                      | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      547000 | PA      | $547216.12    | 0.05%             | 2500-12-31      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |      710000 | PA      | $729072.02    | 0.07%             | 2035-07-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                                | Liberty Mutual Group Inc.                                                                | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      690000 | PA      | $677788.31    | 0.06%             | 2051-12-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Pk Alift Loan Funding 6 LP                                                               | Pk Alift Loan Funding 6 LP                                                               | CUSIP: 69291YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1485816 | PA      | $1493541.78   | 0.14%             | 2031-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Limited                                                                     | Taseko Mines Limited                                                                     | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | US        |      370000 | PA      | $392751.30    | 0.04%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |      271305 | PA      | $160069.95    | 0.01%             | 2036-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                    | Telecom Italia S.p.A.                                                                    | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      250000 | PA      | $294631.45    | 0.03%             | 2030-09-30      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings Inc.                                                                     | Silgan Holdings Inc.                                                                     | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |      267000 | PA      | $317204.86    | 0.03%             | 2031-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion S.A.                                                      | Celulosa Arauco y Constitucion S.A.                                                      | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | US        |      340000 | PA      | $324967.48    | 0.03%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Dealer Tire, LLC                                                                         | Dealer Tire, LLC                                                                         | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |      215000 | PA      | $213656.25    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35563PJQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      626629 | PA      | $612078.13    | 0.06%             | 2058-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ8                                             | GS Mortgage-Backed Securities Trust 2025-PJ8                                             | CUSIP: 36272XAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      539769 | PA      | $546768.97    | 0.05%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                        | Taylor Morrison Communities, Inc.                                                        | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      420000 | PA      | $431680.20    | 0.04%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                                   | Telefonica Europe B.V.                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $248554.80    | 0.02%             | 2500-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI, S.A.                                                  | Aeropuertos Dominicanos Siglo XXI, S.A.                                                  | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | US        |      580000 | PA      | $610090.40    | 0.06%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      505000 | PA      | $523028.50    | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |      880000 | PA      | $938300.00    | 0.09%             | 2500-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      120000 | PA      | $91393.20     | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      540000 | PA      | $561051.36    | 0.05%             | 2035-11-19      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                                   | Brandywine Operating Partnership, L.P.                                                   | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29071.88     | 0.00%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                            | Discovery Communications, LLC                                                            | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      115000 | PA      | $111029.05    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                                 | Equitable Holdings, Inc.                                                                 | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1246186.51   | 0.12%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DUXF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      326447 | PA      | $331668.93    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W2GR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1436655 | PA      | $1457146.49   | 0.14%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Operating Partnership LLC                                            | Ellington Financial Operating Partnership LLC                                            | CUSIP: 31574BAA4<br>LEI: 5493001B24G0P4YVJ571 | Long             | DBT              | CORP              | US        |      190000 | PA      | $191599.80    | 0.02%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                       | The Goodyear Tire & Rubber Company                                                       | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63467.30     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Europe LLC                                                      | Graham Packaging Company Europe LLC                                                      | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $169641.30    | 0.02%             | 2028-08-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                | Harvest Midstream I, L.P.                                                                | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      350000 | PA      | $364434.00    | 0.03%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $2007592.32   | 0.19%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                          | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      935000 | PA      | $747633.67    | 0.07%             | 2027-01-08      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                             | JBS USA Holding Lux S.a r.l.                                                             | CUSIP: 472140AA0<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |      225000 | PA      | $236915.55    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Gosudarstvennoe Uchrezhdenie Apparat Pravitelstva Respubliki Kazakhstan                  | Gosudarstvennoe Uchrezhdenie Apparat Pravitelstva Respubliki Kazakhstan                  | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | US        |     1525000 | PA      | $1558235.85   | 0.14%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III, LLC                                                       | LYB International Finance III, LLC                                                       | CUSIP: 50249AAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $255929.30    | 0.02%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                                     | Ladder Capital Finance Holdings LLLP                                                     | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $47642.31     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                                 | CUSIP: 61777QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      114000 | PA      | $115760.54    | 0.01%             | 2069-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      365000 | PA      | $353717.85    | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      230000 | PA      | $235138.20    | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                          | Charles Schwab Corporation, The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2257000 | PA      | $2107219.61   | 0.20%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      205000 | PA      | $206306.10    | 0.02%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                               | XPLR Infrastructure Operating Partners, LP                                               | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      225000 | PA      | $228228.75    | 0.02%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance B.V.                                                    | Abertis Infraestructuras Finance B.V.                                                    | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119602.45    | 0.01%             | 2500-12-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ephios Subco 3 S.a r.l.                                                                  | Ephios Subco 3 S.a r.l.                                                                  | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $374429.29    | 0.03%             | 2031-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAM5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      130000 | PA      | $135678.40    | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2023-B40 Mortgage Trust                                                        | Benchmark 2023-B40 Mortgage Trust                                                        | CUSIP: 08163WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      321000 | PA      | $336152.93    | 0.03%             | 2033-12-16      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      650000 | PA      | $671125.00    | 0.06%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1667823 | PA      | $1636204.15   | 0.15%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      818161 | PA      | $848790.32    | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2024-4                                                 | GLS Auto Select Receivables Trust 2024-4                                                 | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      272000 | PA      | $277220.69    | 0.03%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                       | Huntington Bancshares Incorporated                                                       | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      383000 | PA      | $376387.51    | 0.03%             | 2500-12-31      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| James Hardie International Finance Designated Activity Company                           | James Hardie International Finance Designated Activity Company                           | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | US        |      280000 | PA      | $279302.80    | 0.03%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Lindblad Expeditions, LLC                                                                | Lindblad Expeditions, LLC                                                                | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      375000 | PA      | $391110.00    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OWN Equipment Fund I LLC                                                                 | OWN Equipment Fund I LLC                                                                 | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1089245 | PA      | $1105277.99   | 0.10%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1578036.19   | 0.15%             | 2035-06-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                                   | Sempra                                                                                   | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      660000 | PA      | $673944.94    | 0.06%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      470000 | PA      | $488800.00    | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       90000 | PA      | $86539.50     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Williams Scotsman, Inc.                                                                  | Williams Scotsman, Inc.                                                                  | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      190000 | PA      | $198265.00    | 0.02%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Maya                                                                                     | Maya                                                                                     | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |      215000 | PA      | $221400.55    | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                 | Windstream Services, LLC                                                                 | CUSIP: 97381AAA0<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |      325000 | PA      | $340954.25    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Fedrigoni S.P.A.                                                                         | Fedrigoni S.P.A.                                                                         | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $229053.53    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: —       |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1012343.75   | 0.09%             | 2500-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eutelsat S.A.                                                                            | Eutelsat S.A.                                                                            | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $581594.72    | 0.05%             | 2027-07-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                          | Prysmian S.p.A.                                                                          | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      389000 | PA      | $476010.35    | 0.04%             | 2500-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      265000 | PA      | $325442.26    | 0.03%             | 2500-12-31      | Fixed         | 6.38%                 | 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        |   147568700 | PA      | $7594342.08   | 0.71%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| B&M European Value Retail S.A.                                                           | B&M European Value Retail S.A.                                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $258493.77    | 0.02%             | 2028-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Acadia Healthcare Company, Inc.                                                          | Acadia Healthcare Company, Inc.                                                          | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      165000 | PA      | $158578.20    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                               | Avis Budget Rental Car Funding (AESOP) LLC                                               | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      727000 | PA      | $728063.24    | 0.07%             | 2029-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1916491.79   | 0.18%             | 2500-12-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-VLT7                                                                       | BX Trust 2025-VLT7                                                                       | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1605123.04   | 0.15%             | 2030-07-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26005.50     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-10                                                | Chase Home Lending Mortgage Trust 2025-10                                                | CUSIP: 16160BAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1163233 | PA      | $1165186.77   | 0.11%             | 2048-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      505000 | PA      | $523350.44    | 0.05%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      490000 | PA      | $510212.50    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Avient Corporation                                                                       | Avient Corporation                                                                       | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      310000 | PA      | $317746.90    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1154779.95   | 0.11%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                             | Connecticut Avenue Securities Trust 2023-R05                                             | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      670000 | PA      | $694007.17    | 0.06%             | 2029-06-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                       | CyrusOne Data Centers Issuer I LLC                                                       | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      576000 | PA      | $564380.12    | 0.05%             | 2028-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FUEK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1508429 | PA      | $290255.15    | 0.03%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QRVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1619480 | PA      | $1629696.49   | 0.15%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W06U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1371542 | PA      | $1401391.17   | 0.13%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      864183 | PA      | $881910.22    | 0.08%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      415710 | PA      | $428057.18    | 0.04%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Geopark Limited                                                                          | Geopark Limited                                                                          | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | US        |       90000 | PA      | $83925.00     | 0.01%             | 2030-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      220000 | PA      | $206287.40    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                            | Lyra Music Assets Delaware LP                                                            | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2416000 | PA      | $2430773.36   | 0.23%             | 2030-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                | Matador Resources Company                                                                | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129829.70    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3765000 | PA      | $3733396.59   | 0.35%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                                     | Noble Finance II LLC                                                                     | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $285403.25    | 0.03%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30028.19     | 0.00%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      255000 | PA      | $266426.55    | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 4, Ltd.                                                                  | Signal Peak CLO 4, Ltd.                                                                  | CUSIP: 82666XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2006864.00   | 0.19%             | 2037-07-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser, LLC                                                                     | Verde Purchaser, LLC                                                                     | CUSIP: 92339LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $344025.60    | 0.03%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                    | WEC Energy Group Inc.                                                                    | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      385000 | PA      | $387371.72    | 0.04%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                              | Wayfair LLC                                                                              | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      325000 | PA      | $333697.00    | 0.03%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      630000 | PA      | $658777.90    | 0.06%             | 2500-12-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1576721.58   | 0.15%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      375000 | PA      | $369326.25    | 0.03%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                          | Teva Pharmaceutical Finance Netherlands II B.V.                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      250000 | PA      | $282782.50    | 0.03%             | 2028-10-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      205000 | PA      | $34682.28     | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                   | Arab Republic of Egypt                                                                   | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      719000 | PA      | $823255.00    | 0.08%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-11                                                | Chase Home Lending Mortgage Trust 2024-11                                                | CUSIP: 161919AU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      146106 | PA      | $148645.04    | 0.01%             | 2046-05-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                         | AusNet Services Holdings Pty Ltd                                                         | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      543000 | PA      | $627763.92    | 0.06%             | 2081-03-11      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                    | BCP V Modular Services Finance II PLC                                                    | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      323000 | PA      | $408720.50    | 0.04%             | 2028-11-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance PLC                                                       | BCP V Modular Services Finance PLC                                                       | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $90754.82     | 0.01%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Stedin Holding N.V.                                                                      | Stedin Holding N.V.                                                                      | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229751.60    | 0.02%             | 2500-12-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                    | Telecom Italia S.p.A.                                                                    | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      239000 | PA      | $312580.53    | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Maison Finco PLC                                                                         | Maison Finco PLC                                                                         | CUSIP: N/A<br>LEI: 9845007743J958DAS530       | Long             | DBT              | CORP              | GB        |      199000 | PA      | $265937.95    | 0.02%             | 2027-10-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CD&R Firefly Bidco PLC                                                                   | CD&R Firefly Bidco PLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      180000 | PA      | $254156.07    | 0.02%             | 2029-04-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| B&M European Value Retail S.A.                                                           | B&M European Value Retail S.A.                                                           | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | GB        |      190000 | PA      | $251953.92    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Boland Holdings, LLC                                                                     | Boland Holdings, LLC                                                                     | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $300923.60    | 0.03%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                 | Devon Energy Corporation                                                                 | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      675000 | PA      | $620468.91    | 0.06%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HH7J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1499414 | PA      | $1498279.27   | 0.14%             | 2054-08-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NK4F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1674455 | PA      | $1706710.03   | 0.16%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bubbles BidCo S.p.A.                                                                     | Bubbles BidCo S.p.A.                                                                     | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $240916.00    | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Dovalue S.P.A.                                                                           | Dovalue S.P.A.                                                                           | CUSIP: N/A<br>LEI: 8156007AF7DB5FE05555       | Long             | DBT              | CORP              | IT        |      328000 | PA      | $409823.17    | 0.04%             | 2030-02-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0SD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1511040 | PA      | $1479087.91   | 0.14%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1896670 | PA      | $1682247.14   | 0.16%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae REMIC Trust 2020-095                                                          | Ginnie Mae REMIC Trust 2020-095                                                          | CUSIP: 38382GDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1409999 | PA      | $1096194.31   | 0.10%             | 2050-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank, The                                                            | Huntington National Bank, The                                                            | CUSIP: 44644NAJ8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |      183989 | PA      | $184651.43    | 0.02%             | 2032-10-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                      | Kinder Morgan, Inc.                                                                      | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1523282.04   | 0.14%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      335000 | PA      | $350292.75    | 0.03%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      300000 | PA      | $311478.00    | 0.03%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RLJ III-EM Columbus Lessee, LLC                                                          | RLJ III-EM Columbus Lessee, LLC                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      320000 | PA      | $302534.40    | 0.03%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                             | Rockies Express Pipeline LLC                                                             | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      290000 | PA      | $299387.30    | 0.03%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                                   | Sempra                                                                                   | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1885000 | PA      | $1915444.07   | 0.18%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer, LLC                                                         | Stack Infrastructure Issuer, LLC                                                         | CUSIP: 85236KAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1101000 | PA      | $1110755.30   | 0.10%             | 2028-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |      155000 | PA      | $155627.75    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1145819.99   | 0.11%             | 2500-12-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                                            | Schaeffler AG                                                                            | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1202370.61   | 0.11%             | 2030-03-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |      625000 | PA      | $639062.50    | 0.06%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQXV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      535792 | PA      | $546849.97    | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                                                | Ally Bank                                                                                | CUSIP: 02007GZ89<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |      142314 | PA      | $145130.50    | 0.01%             | 2028-02-15      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R01                                             | Connecticut Avenue Securities Trust 2023-R01                                             | CUSIP: 207932AB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1526000 | PA      | $1600679.39   | 0.15%             | 2042-12-26      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo, LLC                                                    | CrossCountry Intermediate HoldCo, LLC                                                    | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $96485.80     | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      170000 | PA      | $174352.00    | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                                                      | Republica de Angola                                                                      | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |      175000 | PA      | $150500.00    | 0.01%             | 2049-11-26      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                        | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                        | CUSIP: 07337GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      451056 | PA      | $451054.27    | 0.04%             | 2048-07-27      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Bell Canada inc.                                                                         | Bell Canada inc.                                                                         | CUSIP: 0778FPAP4<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | US        |      840000 | PA      | $868061.38    | 0.08%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-GW                                                                         | BX Trust 2025-GW                                                                         | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1196000 | PA      | $1196000.48   | 0.11%             | 2042-07-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Edcon Holdings Ltd.                                                                      | Edcon Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |   124902461 | NS      | $7.54         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CCG Receivables Trust 2025-1                                                             | CCG Receivables Trust 2025-1                                                             | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275000 | PA      | $277202.15    | 0.03%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                               | Genmab A/S                                                                               | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | US        |      115000 | PA      | $117865.80    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      310940 | PA      | $315374.84    | 0.03%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KH77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      420000 | PA      | $452351.93    | 0.04%             | 2042-09-25      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust 2025-2                                            | GreenSky Home Improvement Issuer Trust 2025-2                                            | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      315000 | PA      | $318584.95    | 0.03%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-2                                                      | Hilton Grand Vacations Trust 2022-2                                                      | CUSIP: 43283GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      178611 | PA      | $177736.33    | 0.02%             | 2029-08-27      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                   | Arab Republic of Egypt                                                                   | CUSIP: 03846JAA8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |     1350000 | PA      | $1343250.00   | 0.12%             | 2026-02-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                            | Ascent Resources - Utica, LLC                                                            | CUSIP: 04364VAU7<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |      415000 | PA      | $415576.85    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      315000 | PA      | $296043.08    | 0.03%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finan                                       | Consolidated Communications LLC/Fidium Fiber Finan                                       | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1205170.45   | 0.11%             | 2030-05-20      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |      560000 | PA      | $559300.00    | 0.05%             | 2033-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corporation                                                                     | EchoStar Corporation                                                                     | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      475000 | PA      | $525644.50    | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31395Q3Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     1896361 | PA      | $332208.93    | 0.03%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO 2019-5, Ltd.                                                             | 522 Funding CLO 2019-5, Ltd.                                                             | CUSIP: 33829WAJ8<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | US        |     2850000 | PA      | $2765451.90   | 0.26%             | 2035-04-16      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer, LLC                                                             | Inversion Escrow Issuer, LLC                                                             | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297876.00    | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114327.25    | 0.01%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES10                                                           | RCKT Mortgage Trust 2025-CES10                                                           | CUSIP: 74939LAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      856000 | PA      | $853280.92    | 0.08%             | 2055-10-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Star Holdings                                                                            | Star Holdings                                                                            | CUSIP: 85513AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $345232.80    | 0.03%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                                   | GS Mortgage Securities Trust 2019-GC42                                                   | CUSIP: 36257UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      823000 | PA      | $715140.83    | 0.07%             | 2029-09-12      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382HKR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      699396 | PA      | $543747.86    | 0.05%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                 | Group 1 Automotive, Inc.                                                                 | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      205000 | PA      | $210125.00    | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-1B                                                     | Hilton Grand Vacations Trust 2024-1B                                                     | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      163399 | PA      | $167355.21    | 0.02%             | 2039-09-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| BX Trust 2024-VLT4                                                                       | BX Trust 2024-VLT4                                                                       | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1070000 | PA      | $1067334.74   | 0.10%             | 2026-06-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      175000 | PA      | $129470.25    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                                    | Capstone Copper Corp.                                                                    | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | US        |      425000 | PA      | $440317.00    | 0.04%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                 | Comision Federal De Electricidad, E.P.E.                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | US        |      225000 | PA      | $228400.83    | 0.02%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      565000 | PA      | $602478.71    | 0.06%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38384MEP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      570863 | PA      | $572663.83    | 0.05%             | 2054-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      159000 | PA      | $159641.95    | 0.01%             | 2500-12-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                    | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      540000 | PA      | $557544.92    | 0.05%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance 2 PLC                                                                | Howden UK Refinance 2 PLC                                                                | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | US        |      140000 | PA      | $144201.40    | 0.01%             | 2032-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                         | JNL Government Money Market Fund                                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    22595993 | NS      | $22595992.89  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Parent, Inc.                                                                        | Star Parent, Inc.                                                                        | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      560000 | PA      | $597749.60    | 0.06%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp                                                                             | U.S. Bancorp                                                                             | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      205000 | PA      | $206489.00    | 0.02%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                                    | Hudson Yards 2025-SPRL Mortgage Trust                                                    | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $342564.72    | 0.03%             | 2030-01-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM5 Trust                                                                      | MFA 2025-NQM5 Trust                                                                      | CUSIP: 59319DAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      935728 | PA      | $937436.08    | 0.09%             | 2070-11-25      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                            | Williams Companies, Inc., The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1119556.90   | 0.10%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government of the Province of Alberta                                                    | Government of the Province of Alberta                                                    | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1225000 | PA      | $693195.33    | 0.06%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EDP, S.A.                                                                                | EDP, S.A.                                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      600000 | PA      | $721866.59    | 0.07%             | 2054-09-16      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                                            | Schaeffler AG                                                                            | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123649.84    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      235000 | PA      | $252627.35    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1339098.80   | 0.12%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BSW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1113907 | PA      | $1110992.25   | 0.10%             | 2053-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                                  | Atos SE                                                                                  | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |      175000 | PA      | $202986.09    | 0.02%             | 2030-12-18      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Doha Finance Limited                                                                     | Doha Finance Limited                                                                     | CUSIP: N/A<br>LEI: 549300C2SXK7TLB4RX62       | Long             | DBT              | CORP              | US        |      600000 | PA      | $589044.00    | 0.05%             | 2031-03-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      327294 | PA      | $337450.07    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement                                                                     | Veolia Environnement                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $676915.19    | 0.06%             | 2500-12-31      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ZF Friedrichshafen AG                                                                    | ZF Friedrichshafen AG                                                                    | CUSIP: N/A<br>LEI: 529900CAYOWB8YIG7X25       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $365361.45    | 0.03%             | 2029-03-13      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   428520000 | PA      | $1112105.81   | 0.10%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                                   | Morgan Stanley Capital I Trust 2017-H1                                                   | CUSIP: 61691JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      387000 | PA      | $366625.34    | 0.03%             | 2027-05-17      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                                         | One Market Plaza Trust 2017-1MKT                                                         | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      224247 | PA      | $214502.16    | 0.02%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      155000 | PA      | $164805.30    | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                                                  | Rockcliff Energy II LLC                                                                  | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      345000 | PA      | $340766.85    | 0.03%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHFZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1893314 | PA      | $1898374.61   | 0.18%             | 2054-11-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1261086 | PA      | $1265888.95   | 0.12%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      175000 | PA      | $181776.00    | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | 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        |  3917500000 | PA      | $776558.13    | 0.07%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TMNL Holding BV                                                                          | TMNL Holding BV                                                                          | CUSIP: N/A<br>LEI: 7245000O9YOLPPM9YB33       | Long             | DBT              | CORP              | NL        |      480000 | PA      | $563232.93    | 0.05%             | 2029-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                                                       | CT Investment GmbH                                                                       | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |      420000 | PA      | $511816.99    | 0.05%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Goldstory                                                                                | Goldstory                                                                                | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      140000 | PA      | $170492.14    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Currenta Group Holdings S.a r.l.                                                         | Currenta Group Holdings S.a r.l.                                                         | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |      376000 | PA      | $445436.71    | 0.04%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      505000 | PA      | $396856.07    | 0.04%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES10                                                           | RCKT Mortgage Trust 2025-CES10                                                           | CUSIP: 74939LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340736 | PA      | $340599.29    | 0.03%             | 2055-10-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                                    | Hudson Yards 2025-SPRL Mortgage Trust                                                    | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      913000 | PA      | $939852.97    | 0.09%             | 2030-01-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3536327.07   | 0.33%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer, LLC                                                                   | AAR Escrow Issuer, LLC                                                                   | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $326154.15    | 0.03%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings, LLC                                                                   | Ahead DB Holdings, LLC                                                                   | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      375000 | PA      | $376642.50    | 0.04%             | 2028-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| SLM Corporation                                                                          | SLM Corporation                                                                          | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      305000 | PA      | $314549.55    | 0.03%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corporation                                           | Science Applications International Corporation                                           | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      205000 | PA      | $207818.75    | 0.02%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      530000 | PA      | $552986.10    | 0.05%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bank National Association                                                           | U.S. Bank National Association                                                           | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-CBDO         | CORP              | US        |      295608 | PA      | $298349.26    | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |      155000 | PA      | $144925.00    | 0.01%             | 2500-12-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                                 | BX Trust                                                                                 | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1552000 | PA      | $1564467.99   | 0.15%             | 2030-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM1 Trust                                                                      | OBX 2024-NQM1 Trust                                                                      | CUSIP: 67448LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      569003 | PA      | $573272.29    | 0.05%             | 2027-12-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Queen Mergerco, Inc.                                                                     | Queen Mergerco, Inc.                                                                     | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $496275.25    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ats Consolidated, Inc.                                                                   | Ats Consolidated, Inc.                                                                   | CUSIP: 91835HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $403137.00    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 1 S.a r.l.                                                              | Albion Financing 1 S.a r.l.                                                              | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |      276000 | PA      | $333664.19    | 0.03%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                  | Civitas Resources, Inc.                                                                  | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      330000 | PA      | $344899.50    | 0.03%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| CONE Trust 2024-DFW1                                                                     | CONE Trust 2024-DFW1                                                                     | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446000 | PA      | $445456.37    | 0.04%             | 2041-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XQKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1217248 | PA      | $1238471.04   | 0.12%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      330202 | PA      | $314726.93    | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                                       | SCCU Auto Receivables Trust 2025-1                                                       | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      608000 | PA      | $617155.20    | 0.06%             | 2029-07-16      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  1062000000 | PA      | $63834.64     | 0.01%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Company PJSC                                             | Abu Dhabi Developmental Holding Company PJSC                                             | CUSIP: 00402D2C8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $598637.10    | 0.06%             | 2031-10-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1331151.48   | 0.12%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      290000 | PA      | $300880.80    | 0.03%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                       | Bayview Opportunity Master Fund VII 2024-CAR1, LLC                                       | CUSIP: 07336QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       98365 | PA      | $98919.63     | 0.01%             | 2031-12-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-2                                                          | Foundation Finance Trust 2024-2                                                          | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      169403 | PA      | $169658.62    | 0.02%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14250.45     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                                 | CenterPoint Energy, Inc.                                                                 | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2040429.29   | 0.19%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Excelerate Energy Limited Partnership                                                    | Excelerate Energy Limited Partnership                                                    | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      470000 | PA      | $496094.40    | 0.05%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                       | MetroNet Infrastructure Issuer LLC                                                       | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2167000 | PA      | $2189978.87   | 0.20%             | 2030-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |      625000 | PA      | $648981.25    | 0.06%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      303194 | PA      | $314653.56    | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KH44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3266000 | PA      | $3405110.70   | 0.32%             | 2042-09-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III Designated Activity Company                      | Virgin Media Vendor Financing Notes III Designated Activity Company                      | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | GB        |      705000 | PA      | $924171.72    | 0.09%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                                     | Shift4 Payments, LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      270000 | PA      | $324598.82    | 0.03%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |      495000 | PA      | $459097.65    | 0.04%             | 2043-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-NQM3                                                     | J.P. Morgan Mortgage Trust 2025-NQM3                                                     | CUSIP: 46659QAD1<br>LEI: 529900HDRKAITSFGZ261 | Long             | ABS-MBS          | CORP              | US        |     1224833 | PA      | $1233172.56   | 0.11%             | 2029-07-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust 2024-RTL4                                                           | LHOME Mortgage Trust 2024-RTL4                                                           | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1690000 | PA      | $1704719.56   | 0.16%             | 2027-01-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      380000 | PA      | $333450.00    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2024-RTL2                                            | New Residential Mortgage Loan Trust 2024-RTL2                                            | CUSIP: 64831WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      929000 | PA      | $939286.54    | 0.09%             | 2027-10-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |      310000 | PA      | $351081.20    | 0.03%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                                            | MetLife, Inc.                                                                            | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      460000 | PA      | $484790.83    | 0.05%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc.                                                                  | Athenahealth Group Inc.                                                                  | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $425420.75    | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                        | 1261229 B.C. Ltd.                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      640000 | PA      | $666791.62    | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Saavi Energia S.a r.l.                                                                   | Saavi Energia S.a r.l.                                                                   | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $210877.88    | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Snf Group                                                                                | Snf Group                                                                                | CUSIP: N/A<br>LEI: 969500F7036FEDYPRV54       | Long             | DBT              | CORP              | FR        |      235000 | PA      | $283860.63    | 0.03%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNAC Darty                                                                               | FNAC Darty                                                                               | CUSIP: N/A<br>LEI: 96950091FL62XSLPHO35       | Long             | DBT              | CORP              | FR        |      325000 | PA      | $395403.38    | 0.04%             | 2029-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NYMT Loan Trust 2024-INV1                                                                | NYMT Loan Trust 2024-INV1                                                                | CUSIP: 62956XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      658162 | PA      | $663397.67    | 0.06%             | 2028-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM14 Trust                                                                     | OBX 2024-NQM14 Trust                                                                     | CUSIP: 67119XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      715000 | PA      | $716346.99    | 0.07%             | 2028-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                                              | Progroup AG                                                                              | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      301000 | PA      | $360325.28    | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Pinewood Finco PLC                                                                       | Pinewood Finco PLC                                                                       | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      405000 | PA      | $547448.53    | 0.05%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM7 Trust                                                                      | OBX 2025-NQM7 Trust                                                                      | CUSIP: 67121DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      602400 | PA      | $609136.46    | 0.06%             | 2055-05-25      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                               | Sensata Technologies, Inc.                                                               | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      390000 | PA      | $407674.80    | 0.04%             | 2032-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2023-2 Receivables Funding LLC                                          | Sierra Timeshare 2023-2 Receivables Funding LLC                                          | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      176268 | PA      | $183505.28    | 0.02%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       29640 | PA      | $17487.60     | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp                                                                             | U.S. Bancorp                                                                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1901192.98   | 0.18%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                            | VistaJet Malta Finance P.L.C.                                                            | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |      325000 | PA      | $309156.25    | 0.03%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Edcon Holdings Ltd.                                                                      | Edcon Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |    14398939 | NS      | $0.87         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Amber FinCo PLC                                                                          | Amber FinCo PLC                                                                          | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      195000 | PA      | $240335.74    | 0.02%             | 2029-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     5140000 | PA      | $1277551.44   | 0.12%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                            | Nidda Healthcare Holding GmbH                                                            | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      521000 | PA      | $627586.17    | 0.06%             | 2030-02-21      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Kronos International, Inc.                                                               | Kronos International, Inc.                                                               | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      400000 | PA      | $434236.40    | 0.04%             | 2029-03-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SFO Commercial Mortgage Trust 2021-555                                                   | SFO Commercial Mortgage Trust 2021-555                                                   | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      415000 | PA      | $412449.53    | 0.04%             | 2028-05-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                          | Sierra Timeshare 2021-1 Receivables Funding LLC                                          | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      138643 | PA      | $138358.20    | 0.01%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      241000 | PA      | $228933.13    | 0.02%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                   | Arab Republic of Egypt                                                                   | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      805000 | PA      | $837200.00    | 0.08%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                                             | Westlake Automobile Receivables Trust 2025-2                                             | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1535000 | PA      | $1543004.72   | 0.14%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      105000 | PA      | $101572.80    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     4837000 | PA      | $1500893.28   | 0.14%             | 2037-08-12      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   804990000 | PA      | $1764861.64   | 0.16%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                                   | Beazer Homes USA, Inc.                                                                   | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      235000 | PA      | $236909.38    | 0.02%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      781826 | PA      | $696859.46    | 0.06%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DUL96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      835170 | PA      | $771898.12    | 0.07%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1412880 | PA      | $1420027.59   | 0.13%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-3 Receivables Funding LLC                                          | Sierra Timeshare 2024-3 Receivables Funding LLC                                          | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      244239 | PA      | $244411.26    | 0.02%             | 2041-08-20      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX, Ltd.                                                               | Sixth Street CLO XIX, Ltd.                                                               | CUSIP: 83012BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $503976.50    | 0.05%             | 2037-10-26      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| EDP, S.A.                                                                                | EDP, S.A.                                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      500000 | PA      | $604493.49    | 0.06%             | 2054-05-29      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Grifols, S.A.                                                                            | Grifols, S.A.                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      881000 | PA      | $1085793.50   | 0.10%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Corporation De Securite Garda World                                                      | Corporation De Securite Garda World                                                      | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |      245000 | PA      | $250414.50    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kimmeridge Texas Gas, LLC                                                                | Kimmeridge Texas Gas, LLC                                                                | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      430000 | PA      | $446881.80    | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital B.V.                                                                        | MV24 Capital B.V.                                                                        | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152687 | PA      | $151455.95    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | US        |     3300000 | PA      | $3580500.00   | 0.33%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                                                        | Glencore Finance (Canada) Limited                                                        | CUSIP: N/A<br>LEI: 5493005TTO0UJ33KCK70       | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1929435.19   | 0.18%             | 2041-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United Parks And Resorts Inc.                                                            | United Parks And Resorts Inc.                                                            | CUSIP: 81282UAG7<br>LEI: 529900G0H4NV3IIK3269 | Long             | DBT              | CORP              | US        |      430000 | PA      | $417353.70    | 0.04%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      405000 | PA      | $399431.25    | 0.04%             | 2037-12-11      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                   | TCO Commercial Mortgage Trust 2024-DPM                                                   | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $375467.89    | 0.03%             | 2029-12-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Lune Holdings S.a r.l.                                                                   | Lune Holdings S.a r.l.                                                                   | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $27029.60     | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Verisure Midholding AB                                                                   | Verisure Midholding AB                                                                   | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      771000 | PA      | $909540.41    | 0.08%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                            | Cheplapharm Arzneimittel GmbH                                                            | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      425000 | PA      | $516941.10    | 0.05%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Optics BidCo S.p.A.                                                                      | Optics BidCo S.p.A.                                                                      | CUSIP: N/A<br>LEI: 254900QZ5RQ7MPFWE741       | Long             | DBT              | CORP              | IT        |      508000 | PA      | $651477.99    | 0.06%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                                     | SoftBank Group Corp.                                                                     | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      310000 | PA      | $371853.26    | 0.03%             | 2031-07-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                     | Alpha Generation LLC                                                                     | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      895000 | PA      | $925830.51    | 0.09%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                               | Avis Budget Rental Car Funding (AESOP) LLC                                               | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $671598.66    | 0.06%             | 2029-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |      440000 | PA      | $436150.00    | 0.04%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14715000 | PA      | $14679319.07  | 1.36%             | 2056-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DUMB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      160092 | PA      | $148023.19    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FQXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     5615000 | PA      | $189653.36    | 0.02%             | 2029-03-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2024-1                                                 | GLS Auto Select Receivables Trust 2024-1                                                 | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      468000 | PA      | $477842.13    | 0.04%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2020-A Trust                                              | SoFi Professional Loan Program 2020-A Trust                                              | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      403000 | PA      | $365623.97    | 0.03%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                               | Team Health Holdings, Inc.                                                               | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |      285000 | PA      | $288206.25    | 0.03%             | 2028-06-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust 2025-200P                                                                      | IRV Trust 2025-200P                                                                      | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1094000 | PA      | $1095401.74   | 0.10%             | 2035-02-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Kroger Co., The                                                                          | Kroger Co., The                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      505000 | PA      | $507907.84    | 0.05%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ontario, Government of                                                                   | Ontario, Government of                                                                   | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1465000 | PA      | $806515.83    | 0.07%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lottomatica S.p.A.                                                                       | Lottomatica S.p.A.                                                                       | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |      180000 | PA      | $218305.15    | 0.02%             | 2030-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MCE Finance Limited                                                                      | MCE Finance Limited                                                                      | CUSIP: 58547DAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $594440.70    | 0.06%             | 2027-07-17      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-B                                         | Navient Private Education Refi Loan Trust 2021-B                                         | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      237984 | PA      | $217013.00    | 0.02%             | 2028-06-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Incorporated                                                        | Northern Oil and Gas Incorporated                                                        | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      215000 | PA      | $208666.10    | 0.02%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                      | PFS Financing Corp.                                                                      | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      708000 | PA      | $720972.33    | 0.07%             | 2028-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                                        | SM Energy Company                                                                        | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      190000 | PA      | $186378.60    | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      335000 | PA      | $235491.60    | 0.02%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                           | Trivium Packaging Finance B.V.                                                           | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |      195000 | PA      | $211575.00    | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| UKG Inc.                                                                                 | UKG Inc.                                                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      530000 | PA      | $544654.50    | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ENEL - SPA                                                                               | ENEL - SPA                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      450000 | PA      | $563214.60    | 0.05%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Zegona Finance PLC                                                                       | Zegona Finance PLC                                                                       | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      230400 | PA      | $284304.38    | 0.03%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     8250000 | PA      | $1939643.11   | 0.18%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                           | Trivium Packaging Finance B.V.                                                           | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |      205000 | PA      | $252732.93    | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Ontex Group                                                                              | Ontex Group                                                                              | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |      235000 | PA      | $272979.45    | 0.03%             | 2030-04-15      | Fixed         | 5.25%                 | 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        |  1712600000 | PA      | $10601195.17  | 0.99%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Company PJSC                                                   | Abu Dhabi National Energy Company PJSC                                                   | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | US        |      405000 | PA      | $397072.04    | 0.04%             | 2037-03-09      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                       | BX Trust 2019-OC11                                                                       | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      775000 | PA      | $737732.11    | 0.07%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                                                                  | Cloud Capital Holdco LP                                                                  | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638000 | PA      | $646107.51    | 0.06%             | 2031-11-24      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Calderys Financing II, LLC                                                               | Calderys Financing II, LLC                                                               | CUSIP: 12878AAA9<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |      355937 | PA      | $370174.48    | 0.03%             | 2028-06-01      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      620000 | PA      | $466629.11    | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-4                                          | Chase Home Lending Mortgage Trust Series 2024-4                                          | CUSIP: 16159NAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      921064 | PA      | $926998.96    | 0.09%             | 2029-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      225000 | PA      | $201093.75    | 0.02%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                           | EFMT 2024-INV2                                                                           | CUSIP: 26844LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      495000 | PA      | $494884.81    | 0.05%             | 2069-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      150000 | PA      | $111393.00    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                                     | BPCE                                                                                     | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |      805000 | PA      | $839897.15    | 0.08%             | 2035-05-30      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL4                                                    | BX Commercial Mortgage Trust 2024-XL4                                                    | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      390703 | PA      | $390458.64    | 0.04%             | 2026-02-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $290468.75    | 0.03%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DexKo Global Inc.                                                                        | DexKo Global Inc.                                                                        | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $164325.30    | 0.02%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NCT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      747292 | PA      | $750068.20    | 0.07%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      344686 | PA      | $291611.83    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      884931 | PA      | $893279.33    | 0.08%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2130752 | PA      | $2163140.29   | 0.20%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1580458.82   | 0.15%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Magic Mergeco, Inc.                                                                      | Magic Mergeco, Inc.                                                                      | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      135000 | PA      | $129789.00    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                               | Mauser Packaging Solutions Holding Company                                               | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      410000 | PA      | $408507.60    | 0.04%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                                       | MercadoLibre, Inc.                                                                       | CUSIP: 58733RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2112715.49   | 0.20%             | 2031-01-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $113532.10    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $215092.00    | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184314.60    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Nexans                                                                                   | Nexans                                                                                   | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $484078.98    | 0.05%             | 2030-03-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CTEC II GmbH                                                                             | CTEC II GmbH                                                                             | CUSIP: N/A<br>LEI: 98450044C9BACG3DA974       | Long             | DBT              | CORP              | DE        |      385000 | PA      | $422477.05    | 0.04%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Mehilainen Yhtiot Oy                                                                     | Mehilainen Yhtiot Oy                                                                     | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      315000 | PA      | $374611.74    | 0.03%             | 2032-06-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Forvia                                                                                   | Forvia                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      130000 | PA      | $156896.37    | 0.01%             | 2031-03-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Republica de Angola                                                                      | Republica de Angola                                                                      | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |      190000 | PA      | $188100.00    | 0.02%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                        | Benchmark 2020-B16 Mortgage Trust                                                        | CUSIP: 08161NAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      391000 | PA      | $328999.72    | 0.03%             | 2030-01-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      120000 | PA      | $126007.20    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Magnum Management Corporation                                                            | Magnum Management Corporation                                                            | CUSIP: 150190AE6<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |      145000 | PA      | $134968.90    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $1076870.58   | 0.10%             | 2500-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $75000.00     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133C9Z48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1013737 | PA      | $1049375.41   | 0.10%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1738133 | PA      | $1744752.80   | 0.16%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                             | Connecticut Avenue Securities Trust 2022-R03                                             | CUSIP: 20753XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2252000 | PA      | $2315087.75   | 0.22%             | 2042-03-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Crown Communication Inc.                                                                 | Crown Communication Inc.                                                                 | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      616000 | PA      | $612196.38    | 0.06%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      395000 | PA      | $351846.25    | 0.03%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc.                                                                   | Ellucian Holdings Inc.                                                                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $152842.50    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | Enbridge Inc.                                                                            | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |      300000 | PA      | $319162.20    | 0.03%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W2KH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2212870 | PA      | $2273182.79   | 0.21%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      260000 | PA      | $256100.00    | 0.02%             | 2500-12-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Grupo Aval Acciones y Valores S.A.                                                       | Grupo Aval Acciones y Valores S.A.                                                       | CUSIP: 40053FAC2<br>LEI: 549300BBUKBHWLSUZM17 | Long             | DBT              | CORP              | US        |      390000 | PA      | $364650.00    | 0.03%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      155000 | PA      | $160586.20    | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                                 | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                                 | CUSIP: 61776UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      369711 | PA      | $370401.67    | 0.03%             | 2069-07-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                            | Focus Financial Partners, LLC                                                            | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      195000 | PA      | $201113.25    | 0.02%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      610000 | PA      | $639103.10    | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                         | Nelnet Student Loan Trust 2021-C                                                         | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1245571.18   | 0.12%             | 2062-04-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM4 Trust                                                                      | OBX 2021-NQM4 Trust                                                                      | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1624171 | PA      | $1403314.23   | 0.13%             | 2061-10-25      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                                      | JPMBB Commercial Mortgage Securities Trust 2015-C30                                      | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000383 | PA      | $981373.54    | 0.09%             | 2048-07-17      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      370000 | PA      | $378868.90    | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust 2023-1                                                  | OneMain Financial Issuance Trust 2023-1                                                  | CUSIP: 68269JAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      417000 | PA      | $435757.62    | 0.04%             | 2029-12-14      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2020000 | PA      | $1989155.21   | 0.18%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                             | Performance Food Group, Inc.                                                             | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      110000 | PA      | $107687.80    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      265000 | PA      | $280767.50    | 0.03%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CPI Property Group                                                                       | CPI Property Group                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $128222.44    | 0.01%             | 2028-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AA Bond Co Limited                                                                       | AA Bond Co Limited                                                                       | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | GB        |      199000 | PA      | $285342.59    | 0.03%             | 2028-01-31      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42575.00     | 0.00%             | 2035-07-17      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-3BP                                                   | NYC Commercial Mortgage Trust 2025-3BP                                                   | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      635000 | PA      | $631829.19    | 0.06%             | 2027-02-16      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement                                                                     | Veolia Environnement                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238565.60    | 0.02%             | 2500-12-31      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3145000 | PA      | $2657893.59   | 0.25%             | 2056-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                    | Ardagh Metal Packaging Finance Public Limited Company                                    | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | US        |      585000 | PA      | $549034.20    | 0.05%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                     | Government of the Republic of Panama                                                     | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |      690000 | PA      | $729675.00    | 0.07%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                                                   | Sealed Air Corporation                                                                   | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25959.00     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2025-2 Receivables Funding LLC                                          | Sierra Timeshare 2025-2 Receivables Funding LLC                                          | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      374192 | PA      | $377508.92    | 0.04%             | 2044-04-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      280000 | PA      | $282258.51    | 0.03%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Limited                                                         | Transocean International Limited                                                         | CUSIP: 893814AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $222121.88    | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1659087.50   | 0.15%             | 2500-12-31      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1255362.19   | 0.12%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      610000 | PA      | $606370.50    | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                               | Avis Budget Rental Car Funding (AESOP) LLC                                               | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      495000 | PA      | $504200.37    | 0.05%             | 2030-08-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                   | Azorra Finance Limited                                                                   | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |      265000 | PA      | $277404.65    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                    | Ardagh Metal Packaging Finance Public Limited Company                                    | CUSIP: 03969YAD0<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91921.50     | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Volofin Finance (Ireland) Designated Activity Company                                    | Volofin Finance (Ireland) Designated Activity Company                                    | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      249448 | PA      | $255609.70    | 0.02%             | 2031-11-17      | Fixed         | 6.21%                 | No            |                  3 | On Loan: No      |
| United Group B.V.                                                                        | United Group B.V.                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120458.00    | 0.01%             | 2031-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                     | Heimstaden Bostad AB                                                                     | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | NL        |      360000 | PA      | $371512.21    | 0.03%             | 2031-10-13      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets P.L.C.                                                                | BP Capital Markets P.L.C.                                                                | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119576.60    | 0.01%             | 2500-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Telefonica Europe B.V.                                                                   | Telefonica Europe B.V.                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $389578.80    | 0.04%             | 2500-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver           | Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver           | CUSIP: 05974EAA8<br>LEI: 4469000001BLWI4LQJ08 | Long             | DBT              | CORP              | US        |      183244 | PA      | $192432.72    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities 2024-1, LLC                                                      | Business Jet Securities 2024-1, LLC                                                      | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      294778 | PA      | $299936.40    | 0.03%             | 2030-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |      115000 | PA      | $122780.47    | 0.01%             | 2500-12-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                        | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                        | CUSIP: 07337GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      865991 | PA      | $868274.94    | 0.08%             | 2048-07-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      515000 | PA      | $404202.90    | 0.04%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: —       |
| Caci International Inc.                                                                  | Caci International Inc.                                                                  | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      190000 | PA      | $196224.40    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2025-NQM5                                                | BRAVO Residential Funding Trust 2025-NQM5                                                | CUSIP: 10569RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1117000 | PA      | $1134970.52   | 0.11%             | 2065-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      150000 | PA      | $107812.50    | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                                                                | Champions Financing, Inc.                                                                | CUSIP: 15870LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $329305.00    | 0.03%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Chase Home Lending Mortgage Trust 2024-11                                                | Chase Home Lending Mortgage Trust 2024-11                                                | CUSIP: 161919AV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337167 | PA      | $341539.79    | 0.03%             | 2046-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R02                                             | Connecticut Avenue Securities Trust 2023-R02                                             | CUSIP: 20755AAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      964000 | PA      | $1002583.43   | 0.09%             | 2043-01-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |       50000 | PA      | $54312.50     | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                                           | EFMT 2025-NQM5                                                                           | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2626165 | PA      | $2627110.69   | 0.24%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BT5R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1212138 | PA      | $1215239.66   | 0.11%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-2                                                      | Hilton Grand Vacations Trust 2025-2                                                      | CUSIP: 43285JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1410186 | PA      | $1417746.40   | 0.13%             | 2044-05-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MVW 2024-2 LLC                                                                           | MVW 2024-2 LLC                                                                           | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      489847 | PA      | $489921.91    | 0.05%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      630000 | PA      | $624418.20    | 0.06%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MVW 2025-1 LLC                                                                           | MVW 2025-1 LLC                                                                           | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      367229 | PA      | $371334.16    | 0.03%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2343412.50   | 0.22%             | 2500-12-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Government of Nigeria                                                            | Federal Government of Nigeria                                                            | CUSIP: 65412JAT0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |      230000 | PA      | $225400.00    | 0.02%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                                      | Nissan Motor Acceptance Company LLC                                                      | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49944.50     | 0.00%             | 2028-09-29      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                  | Pebblebrook Hotel Trust                                                                  | CUSIP: 70510LAA7<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      255000 | PA      | $260798.70    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PRM Trust 2025-PRM6                                                                      | PRM Trust 2025-PRM6                                                                      | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1565000 | PA      | $1567930.31   | 0.15%             | 2028-07-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      275000 | PA      | $290863.38    | 0.03%             | 2035-01-13      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust                                                             | Sotheby's Artfi Master Trust                                                             | CUSIP: 83589CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1045000 | PA      | $1047416.25   | 0.10%             | 2027-03-22      | Fixed         | 7.91%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2022-4                                                         | Towd Point Mortgage Trust 2022-4                                                         | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1120068 | PA      | $1079219.66   | 0.10%             | 2031-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      460000 | PA      | $468404.20    | 0.04%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                            | USA Compression Finance Corp.                                                            | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      680000 | PA      | $702956.80    | 0.07%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Crockett Partners Equipment Company IIA LLC                                              | Crockett Partners Equipment Company IIA LLC                                              | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      580333 | PA      | $587223.16    | 0.05%             | 2030-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      260000 | PA      | $278850.00    | 0.03%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                                 | Bayer Aktiengesellschaft                                                                 | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $721866.59    | 0.07%             | 2082-03-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| TVL Finance PLC                                                                          | TVL Finance PLC                                                                          | CUSIP: N/A<br>LEI: 549300DUQXE7VXG8YA50       | Long             | DBT              | CORP              | GB        |      115000 | PA      | $157727.06    | 0.01%             | 2028-04-28      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I B.V.                                                                    | Q-Park Holding I B.V.                                                                    | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      402000 | PA      | $486782.83    | 0.05%             | 2030-02-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FRV57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    19720165 | PA      | $976114.62    | 0.09%             | 2029-02-27      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1129670 | PA      | $1079198.01   | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      555581 | PA      | $567324.52    | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      593000 | PA      | $598585.35    | 0.06%             | 2044-02-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      410000 | PA      | $389500.00    | 0.04%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| HPEFS Equipment Trust 2024-2                                                             | HPEFS Equipment Trust 2024-2                                                             | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      886000 | PA      | $904498.79    | 0.08%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40547.10     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                                       | MIWD Holdco II LLC                                                                       | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |      350000 | PA      | $339206.00    | 0.03%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                                    | MSWF Commercial Mortgage Trust 2023-2                                                    | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1080000 | PA      | $1165111.78   | 0.11%             | 2033-11-18      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                                    | MSWF Commercial Mortgage Trust 2023-1                                                    | CUSIP: 55376CBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      329000 | PA      | $341553.09    | 0.03%             | 2033-05-17      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                           | Opal Bidco SAS                                                                           | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | US        |      290000 | PA      | $296313.30    | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                             | Rockies Express Pipeline LLC                                                             | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      320000 | PA      | $337689.60    | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                           | SMRT 2022-MINI                                                                           | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1069635 | PA      | $1064287.57   | 0.10%             | 2039-01-18      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-4                                                            | Sequoia Mortgage Trust 2024-4                                                            | CUSIP: 81743BAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      556571 | PA      | $557863.71    | 0.05%             | 2029-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-5                                               | Starwood Mortgage Residential Trust 2021-5                                               | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3824308 | PA      | $3388891.70   | 0.32%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi T.A.O.                                                          | Turkiye Vakiflar Bankasi T.A.O.                                                          | CUSIP: 90015WAP8<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | US        |      300000 | PA      | $319218.75    | 0.03%             | 2034-10-05      | Fixed         | 8.99%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp                                                                             | U.S. Bancorp                                                                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     3760000 | PA      | $3666902.78   | 0.34%             | 2500-12-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-4                                                        | Verus Securitization Trust 2025-4                                                        | CUSIP: 92540UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      579078 | PA      | $584025.11    | 0.05%             | 2070-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |       46990 | PA      | $2912.19      | 0.00%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Miller Homes Group (Finco) PLC                                                           | Miller Homes Group (Finco) PLC                                                           | CUSIP: N/A<br>LEI: 98450057058CDE2E9650       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $271275.04    | 0.03%             | 2029-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                                             | Flutter Treasury Designated Activity Company                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      205000 | PA      | $239718.65    | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Atos SE                                                                                  | Atos SE                                                                                  | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |      426873 | PA      | $573293.35    | 0.05%             | 2029-12-18      | Fixed         | 9.36%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Company                                                                         | Acushnet Company                                                                         | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303000.00    | 0.03%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-EDU1, LLC                                       | Bayview Opportunity Master Fund VII 2024-EDU1, LLC                                       | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      108562 | PA      | $110916.26    | 0.01%             | 2047-06-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                                             | CCG Receivables Trust 2025-1                                                             | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      185000 | PA      | $186463.07    | 0.02%             | 2032-10-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Cigna Group, The                                                                         | Cigna Group, The                                                                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      680000 | PA      | $651597.49    | 0.06%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                           | Citizens Financial Group, Inc.                                                           | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      275000 | PA      | $274294.19    | 0.03%             | 2500-12-31      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      165000 | PA      | $170775.00    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                             | Connecticut Avenue Securities Trust 2025-R02                                             | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      899000 | PA      | $901591.19    | 0.08%             | 2045-02-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $215750.00    | 0.02%             | 2033-01-30      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                      | EOG Resources, Inc.                                                                      | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1156670.66   | 0.11%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      968918 | PA      | $986976.63    | 0.09%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1600413 | PA      | $1642754.77   | 0.15%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHCY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1049661 | PA      | $938867.14    | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2024-4                                                 | GLS Auto Select Receivables Trust 2024-4                                                 | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255000 | PA      | $256337.76    | 0.02%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1287734.40   | 0.12%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      570000 | PA      | $580225.80    | 0.05%             | 2500-12-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |      515000 | PA      | $539462.50    | 0.05%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |      140000 | PA      | $149800.00    | 0.01%             | 2055-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                              | Crescent Energy Finance LLC                                                              | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      435000 | PA      | $422076.15    | 0.04%             | 2032-04-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                      | Kinetik Holdings LP                                                                      | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      280000 | PA      | $281778.00    | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | 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        |      110000 | PA      | $112417.80    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                                                                 | RHP Hotel Properties, LP                                                                 | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      195000 | PA      | $202583.55    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| S&S Holdings LLC                                                                         | S&S Holdings LLC                                                                         | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $211085.60    | 0.02%             | 2031-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                                          | Sierra Timeshare 2021-2 Receivables Funding LLC                                          | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       94801 | PA      | $93812.16     | 0.01%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1759700.80   | 0.16%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25073.25     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                                       | TKC Holdings, Inc.                                                                       | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $216560.90    | 0.02%             | 2028-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      140000 | PA      | $146717.20    | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| TRESTLES CLO III LTD                                                                     | TRESTLES CLO III LTD                                                                     | CUSIP: 89532TAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1003551.00   | 0.09%             | 2037-10-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Volofin Finance (Ireland) Designated Activity Company                                    | Volofin Finance (Ireland) Designated Activity Company                                    | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      604246 | PA      | $610953.29    | 0.06%             | 2031-03-17      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| Energia Group Roi Financeco Designated Activity Company                                  | Energia Group Roi Financeco Designated Activity Company                                  | CUSIP: N/A<br>LEI: 2138006WRV8S2EFW9516       | Long             | DBT              | CORP              | IE        |      207000 | PA      | $252084.80    | 0.02%             | 2028-07-31      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Constellium SE                                                                           | Constellium SE                                                                           | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |      355000 | PA      | $434926.83    | 0.04%             | 2032-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| TotalEnergies SE                                                                         | TotalEnergies SE                                                                         | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356526.30    | 0.03%             | 2500-12-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank                                                                                | Ally Bank                                                                                | CUSIP: 02007GZ71<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |      142314 | PA      | $144558.14    | 0.01%             | 2028-02-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                               | Avis Budget Rental Car Funding (AESOP) LLC                                               | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      299000 | PA      | $308031.86    | 0.03%             | 2030-08-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C17                                                            | BBCMS Mortgage Trust 2022-C17                                                            | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8170806 | PA      | $512712.34    | 0.05%             | 2055-09-17      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5YR5                                                                          | Bank5 2024-5YR5                                                                          | CUSIP: 065931BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      394000 | PA      | $410951.85    | 0.04%             | 2029-02-16      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $345807.00    | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      895000 | PA      | $637049.45    | 0.06%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                      | Citigroup Commercial Mortgage Trust                                                      | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      635000 | PA      | $644462.83    | 0.06%             | 2028-06-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                             | Connecticut Avenue Securities Trust 2025-R04                                             | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2600000 | PA      | $2603718.00   | 0.24%             | 2045-05-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13620000 | PA      | $13751464.33  | 1.28%             | 2056-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     1420000 | PA      | $1526500.00   | 0.14%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Equipmentshare.Com Inc                                                                   | Equipmentshare.Com Inc                                                                   | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      270000 | PA      | $282935.70    | 0.03%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      753728 | PA      | $776115.36    | 0.07%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KQW28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1293714 | PA      | $1301875.66   | 0.12%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2711765 | PA      | $2750442.92   | 0.26%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                                    | MSWF Commercial Mortgage Trust 2023-2                                                    | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $253673.71    | 0.02%             | 2033-12-16      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H4                                                   | Morgan Stanley Capital I Trust 2018-H4                                                   | CUSIP: 61691RAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      324000 | PA      | $303285.06    | 0.03%             | 2028-12-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 202                                       | Morgan Stanley Residential Mortgage Loan Trust 202                                       | CUSIP: 61776QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      405903 | PA      | $407215.66    | 0.04%             | 2029-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM3                                            | New Residential Mortgage Loan Trust 2025-NQM3                                            | CUSIP: 64832CAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $683020.24    | 0.06%             | 2030-08-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SDAL Trust 2025-DAL                                                                      | SDAL Trust 2025-DAL                                                                      | CUSIP: 78437RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1087000 | PA      | $1095639.91   | 0.10%             | 2030-04-15      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       75000 | PA      | $79056.75     | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $448338.80    | 0.04%             | 2500-12-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     2000000 | PA      | $308378.28    | 0.03%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United Group B.V.                                                                        | United Group B.V.                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      180000 | PA      | $211800.42    | 0.02%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International S.a r.l.                                                     | Cirsa Finance International S.a r.l.                                                     | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      295000 | PA      | $359684.65    | 0.03%             | 2029-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance B.V.                                                    | Abertis Infraestructuras Finance B.V.                                                    | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $603711.99    | 0.06%             | 2500-12-31      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Ooredoo International Finance Limited                                                    | Ooredoo International Finance Limited                                                    | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | US        |      830000 | PA      | $830330.01    | 0.08%             | 2034-10-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      440000 | PA      | $460178.40    | 0.04%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $79288.00     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1191381.81   | 0.11%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2245069 | PA      | $2202506.78   | 0.20%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      543448 | PA      | $559589.22    | 0.05%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1603268 | PA      | $1647506.72   | 0.15%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |       85000 | PA      | $90241.10     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      105000 | PA      | $109480.35    | 0.01%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |      265000 | PA      | $249100.00    | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Public Limited Company                                  | Trafigura Securitisation Finance Public Limited Company                                  | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | US        |      477000 | PA      | $483041.16    | 0.04%             | 2027-05-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127697.50    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-6                                                        | Verus Securitization Trust 2021-6                                                        | CUSIP: 92538MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1137830 | PA      | $1013675.58   | 0.09%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-6                                                        | Verus Securitization Trust 2025-6                                                        | CUSIP: 92540YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1570785 | PA      | $1581852.43   | 0.15%             | 2070-07-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106677.90    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ontario, Government of                                                                   | Ontario, Government of                                                                   | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1710000 | PA      | $741994.61    | 0.07%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Food Service Project SL                                                                  | Food Service Project SL                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |      110000 | PA      | $129433.59    | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                                            | Schaeffler AG                                                                            | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121298.27    | 0.01%             | 2029-08-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Rossini S.a r.l.                                                                         | Rossini S.a r.l.                                                                         | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      210013 | PA      | $250509.03    | 0.02%             | 2029-12-31      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                               | Iron Mountain Incorporated                                                               | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      244000 | PA      | $278166.41    | 0.03%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Periama Holdings, LLC                                                                    | Periama Holdings, LLC                                                                    | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |      290000 | PA      | $290652.50    | 0.03%             | 2026-04-19      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      445000 | PA      | $455041.83    | 0.04%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ally Bank                                                                                | Ally Bank                                                                                | CUSIP: 02007G5G4<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |      722380 | PA      | $725121.25    | 0.07%             | 2029-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                           | BBCMS 2018-TALL Mortgage Trust                                                           | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680000 | PA      | $642876.01    | 0.06%             | 2037-03-16      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| COLT 2025-6 Mortgage Loan Trust                                                          | COLT 2025-6 Mortgage Loan Trust                                                          | CUSIP: 19689BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      763000 | PA      | $770229.58    | 0.07%             | 2070-08-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Eagle Funding LuxCo S.a r.l.                                                             | Eagle Funding LuxCo S.a r.l.                                                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1293119.21   | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                   | Extra Space Storage LP                                                                   | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      435000 | PA      | $439324.34    | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSAX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      425910 | PA      | $394441.99    | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-2                                                          | Foundation Finance Trust 2024-2                                                          | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      476023 | PA      | $486676.20    | 0.05%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-2                                                      | Hilton Grand Vacations Trust 2025-2                                                      | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      631731 | PA      | $634494.03    | 0.06%             | 2044-05-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IHOL-Verwaltungs-GmbH                                                                    | IHOL-Verwaltungs-GmbH                                                                    | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | US        |      300000 | PA      | $313125.00    | 0.03%             | 2030-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-HE1                                                      | J.P. Morgan Mortgage Trust 2024-HE1                                                      | CUSIP: 46658AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340491 | PA      | $342608.12    | 0.03%             | 2031-04-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                             | JBS USA Holding Lux S.a r.l.                                                             | CUSIP: 472140AC6<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |     3530000 | PA      | $3598626.38   | 0.33%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                         | LCM Investments Holdings II, LLC                                                         | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      285000 | PA      | $300868.80    | 0.03%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| LV Trust 2024-SHOW                                                                       | LV Trust 2024-SHOW                                                                       | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1016000 | PA      | $1024472.73   | 0.10%             | 2029-10-10      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Magic Mergeco, Inc.                                                                      | Magic Mergeco, Inc.                                                                      | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      155000 | PA      | $142296.20    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust 2017-H1                                                   | Morgan Stanley Capital I Trust 2017-H1                                                   | CUSIP: 61691JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $234495.84    | 0.02%             | 2027-05-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      140000 | PA      | $98212.80     | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco, LLC                                                             | Beach Acquisition Bidco, LLC                                                             | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      400000 | PA      | $440500.00    | 0.04%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Bell Canada inc.                                                                         | Bell Canada inc.                                                                         | CUSIP: 0778FPAQ2<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | US        |      440000 | PA      | $461074.81    | 0.04%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2025-NQM5                                                | BRAVO Residential Funding Trust 2025-NQM5                                                | CUSIP: 10569RAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      874306 | PA      | $878906.49    | 0.08%             | 2065-02-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                  | Civitas Resources, Inc.                                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41221.60     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2664077 | PA      | $2660903.51   | 0.25%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2025-1                                                 | GLS Auto Select Receivables Trust 2025-1                                                 | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269000 | PA      | $274816.45    | 0.03%             | 2028-09-15      | Fixed         | 5.04%                 | 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        |      270000 | PA      | $278891.10    | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |      846000 | PA      | $850230.00    | 0.08%             | 2500-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holding LLC                                                            | Raven Acquisition Holding LLC                                                            | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $422496.80    | 0.04%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Scih Salt Holdings Inc.                                                                  | Scih Salt Holdings Inc.                                                                  | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $155210.80    | 0.01%             | 2029-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       78000 | PA      | $44265.00     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-F                                         | Navient Private Education Refi Loan Trust 2021-F                                         | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      934392 | PA      | $834313.25    | 0.08%             | 2029-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| PRKCM 2025-AFC1 Trust                                                                    | PRKCM 2025-AFC1 Trust                                                                    | CUSIP: 69392YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960021 | PA      | $960550.45    | 0.09%             | 2060-10-25      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     4439000 | PA      | $713252.51    | 0.07%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                             | Antero Midstream Partners LP                                                             | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      710000 | PA      | $734850.00    | 0.07%             | 2032-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      880000 | PA      | $909083.74    | 0.08%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56251.25     | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                       | Compass Datacenters Issuer II, LLC                                                       | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $522342.08    | 0.05%             | 2029-02-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H8 Mortgage Trust                                                             | Cross 2024-H8 Mortgage Trust                                                             | CUSIP: 22757GAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      175000 | PA      | $177296.61    | 0.02%             | 2069-12-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DTG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      700908 | PA      | $715986.62    | 0.07%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2805703 | PA      | $2839769.20   | 0.26%             | 2055-02-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XRGM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2375205 | PA      | $2440743.46   | 0.23%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KRN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3799000 | PA      | $3914465.67   | 0.36%             | 2042-02-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      105000 | PA      | $113795.85    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1947692.80   | 0.18%             | 2500-12-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Loan Trust 2005-1                                             | Provident Funding Mortgage Loan Trust 2005-1                                             | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $305628.10    | 0.03%             | 2029-09-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SPX Flow, Inc.                                                                           | SPX Flow, Inc.                                                                           | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |      320000 | PA      | $329817.60    | 0.03%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2024-1 Receivables Funding LLC                                          | Sierra Timeshare 2024-1 Receivables Funding LLC                                          | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      278734 | PA      | $282150.72    | 0.03%             | 2031-09-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2023-1 Receivables Funding LLC                                          | Sierra Timeshare 2023-1 Receivables Funding LLC                                          | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      123079 | PA      | $125280.88    | 0.01%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                                     | Travel + Leisure Co.                                                                     | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      160000 | PA      | $162440.00    | 0.02%             | 2033-09-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |      536000 | PA      | $611009.98    | 0.06%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Grifols Escrow Issuer S.A.                                                               | Grifols Escrow Issuer S.A.                                                               | CUSIP: N/A<br>LEI: 959800HLB3PGTGSLVV62       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $231819.95    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Holding D'infrastructures Des Metiers De L'environnement                                 | Holding D'infrastructures Des Metiers De L'environnement                                 | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |      483000 | PA      | $587516.73    | 0.05%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TAP-Transportes Aereos Portugueses, SGPS, S.A.                                           | TAP-Transportes Aereos Portugueses, SGPS, S.A.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PT        |      500000 | PA      | $608835.86    | 0.06%             | 2029-11-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                                  | Country Garden Holdings Company Limited                                                  | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | US        |      365000 | PA      | $33215.00     | 0.00%             | 2030-08-06      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Serbia                                                     | Government of the Republic of Serbia                                                     | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | US        |      390000 | PA      | $402675.00    | 0.04%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      545000 | PA      | $524960.35    | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | 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        |      345000 | PA      | $326483.85    | 0.03%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      155000 | PA      | $156686.40    | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                                               | Albertsons Companies, Inc.                                                               | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      270000 | PA      | $271104.30    | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Wintershall Dea GmbH                                                                     | Wintershall Dea GmbH                                                                     | CUSIP: N/A<br>LEI: 529900PP4O3OCBMO9C52       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $338457.60    | 0.03%             | 2500-12-31      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Orsted A/S                                                                               | Orsted A/S                                                                               | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      300000 | PA      | $360051.90    | 0.03%             | 3022-12-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     4134000 | PA      | $1232484.74   | 0.11%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                                          | Teva Pharmaceutical Finance Netherlands II B.V.                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118871.48    | 0.01%             | 2031-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                                                 | Bank of New York Mellon Corporation, The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     2655000 | PA      | $2612914.53   | 0.24%             | 2500-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-EDU1, LLC                                       | Bayview Opportunity Master Fund VII 2024-EDU1, LLC                                       | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256805 | PA      | $256665.85    | 0.02%             | 2047-06-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $247467.15    | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55929.34     | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | 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        |      380000 | PA      | $397597.80    | 0.04%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust 2024-ELM                                                                       | ELM Trust 2024-ELM                                                                       | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $904806.09    | 0.08%             | 2027-06-11      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132E03E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      890693 | PA      | $905510.02    | 0.08%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BV2T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2506377 | PA      | $2521728.15   | 0.23%             | 2055-05-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHDE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      451504 | PA      | $452351.50    | 0.04%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HHQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2514012 | PA      | $2534638.48   | 0.24%             | 2054-12-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y6TF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      270911 | PA      | $264843.49    | 0.02%             | 2055-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS2                                                    | GS Mortgage Securities Trust 2016-GS2                                                    | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $529297.47    | 0.05%             | 2026-05-12      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                                            | Global Medical Response, Inc.                                                            | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      480000 | PA      | $498600.00    | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                                      | Nissan Motor Acceptance Company LLC                                                      | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39965.60     | 0.00%             | 2030-09-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                   | PT Pertamina (Persero)                                                                   | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |      260000 | PA      | $277185.48    | 0.03%             | 2044-05-30      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                            | Santander Drive Auto Receivables Trust 2025-1                                            | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1939000 | PA      | $1969311.42   | 0.18%             | 2029-04-16      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       95000 | PA      | $97413.00     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO VII, Ltd.                                                                       | TICP CLO VII, Ltd.                                                                       | CUSIP: 87248TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000761.00   | 0.09%             | 2033-04-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| V.F. Corporation                                                                         | V.F. Corporation                                                                         | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      175000 | PA      | $157836.00    | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2860000 | PA      | $622428.48    | 0.06%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I B.V.                                                                    | Q-Park Holding I B.V.                                                                    | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      208000 | PA      | $251024.41    | 0.02%             | 2029-03-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     4261691 | PA      | $247667.61    | 0.02%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                                         | TUI Cruises GmbH                                                                         | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      250000 | PA      | $300874.70    | 0.03%             | 2030-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Costa Rica                                                   | Gobierno de la Republica de Costa Rica                                                   | CUSIP: N/A<br>LEI: 549300DYYS8QPMR8OP36       | Long             | DBT              | NUSS              | US        |      240000 | PA      | $265800.00    | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1829772.67   | 0.17%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                                                              | Amynta Agency Borrower Inc.                                                              | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |      315000 | PA      | $319725.00    | 0.03%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | Banco Bilbao Vizcaya Argentaria, S.A.                                                    | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | US        |      960000 | PA      | $1029600.00   | 0.10%             | 2500-12-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $621573.60    | 0.06%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427QPJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      501276 | PA      | $515029.45    | 0.05%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      260000 | PA      | $252179.20    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Manhattan West 2020-1MW Mortgage Trust                                                   | Manhattan West 2020-1MW Mortgage Trust                                                   | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      458000 | PA      | $435364.45    | 0.04%             | 2027-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Mohegan Escrow Issuer, LLC                                                               | Mohegan Escrow Issuer, LLC                                                               | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $281448.00    | 0.03%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                              | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                              | CUSIP: 61767CBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      256000 | PA      | $242726.58    | 0.02%             | 2027-05-17      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                  | Nabors Industries, Inc.                                                                  | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      205000 | PA      | $201348.44    | 0.02%             | 2032-11-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      280000 | PA      | $289914.80    | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172199.80    | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120902.40    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                 | Talen Energy Supply, LLC                                                                 | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239479.10    | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                                   | XHR LP                                                                                   | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113340.70    | 0.01%             | 2030-05-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                                     | Heimstaden Bostad AB                                                                     | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $114009.68    | 0.01%             | 2500-12-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| CPI Property Group                                                                       | CPI Property Group                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      195000 | PA      | $194949.81    | 0.02%             | 2030-01-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Azelis Finance                                                                           | Azelis Finance                                                                           | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |      310000 | PA      | $372651.10    | 0.03%             | 2029-09-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goldstory                                                                                | Goldstory                                                                                | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121587.37    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ray Financing LLC                                                                        | Ray Financing LLC                                                                        | CUSIP: N/A<br>LEI: 254900IA5MVMGDF40Z19       | Long             | DBT              | CORP              | US        |      650000 | PA      | $773107.66    | 0.07%             | 2031-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                              | BMO 2024-5C3 Mortgage Trust                                                              | CUSIP: 09660QAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203000 | PA      | $211507.77    | 0.02%             | 2029-02-16      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W3MN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      149612 | PA      | $152026.36    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2024-INV1                                                                | NYMT Loan Trust 2024-INV1                                                                | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      329499 | PA      | $331678.47    | 0.03%             | 2028-10-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      225000 | PA      | $230062.50    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | 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        |     2425162 | PA      | $2432243.68   | 0.23%             | 2028-02-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Gulf International Bank B.S.C.                                                           | Gulf International Bank B.S.C.                                                           | CUSIP: N/A<br>LEI: 558600JW2XPMLG97TV14       | Long             | DBT              | CORP              | US        |      990000 | PA      | $1029536.64   | 0.10%             | 2029-06-05      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |      900000 | PA      | $944518.95    | 0.09%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a r.l.                                                              | Albion Financing 1 S.a r.l.                                                              | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | US        |      305000 | PA      | $317962.50    | 0.03%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51526.00     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                       | Cipher Compute LLC                                                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $183567.60    | 0.02%             | 2030-11-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      298774 | PA      | $307648.27    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      173107 | PA      | $154240.22    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      836795 | PA      | $844381.96    | 0.08%             | 2055-02-25      | Floating      | 5.37%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      994276 | PA      | $844657.83    | 0.08%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KE47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1457000 | PA      | $1515014.97   | 0.14%             | 2042-08-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS Mortgage Trust                                                             | ORL 2024-GLKS Mortgage Trust                                                             | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697000 | PA      | $699169.62    | 0.06%             | 2026-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      360000 | PA      | $357179.08    | 0.03%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| U S I, Inc.                                                                              | U S I, Inc.                                                                              | CUSIP: 90346KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $173055.30    | 0.02%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WBI Operations LLC                                                                       | WBI Operations LLC                                                                       | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $174069.00    | 0.02%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    24789224 | PA      | $1191209.18   | 0.11%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     3050118 | PA      | $183148.22    | 0.02%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Guala Closures S.p.A.                                                                    | Guala Closures S.p.A.                                                                    | CUSIP: N/A<br>LEI: 81560065108651154262       | Long             | DBT              | CORP              | IT        |      230000 | PA      | $266079.38    | 0.02%             | 2028-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Elia Group                                                                               | Elia Group                                                                               | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | DBT              | CORP              | BE        |      300000 | PA      | $368865.90    | 0.03%             | 2500-12-31      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     6185741 | PA      | $389759.28    | 0.04%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  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