# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001145549-23-011678
**Filing Date:** 2023-2
**Character Count:** 964479
**Document Hash:** 3195c60c79f54bf74e67771c2c298c1f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011678.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011678

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Funds Trust
- **CENTRAL INDEX KEY:** 0001480207
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22378
- **FILM NUMBER:** 23675404

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

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

## Series and Classes Contracts Data

### DoubleLine Core Fixed Income Fund (Series ID: S000028164)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000086128 | Class I      | DBLFX           |
| C000086129 | Class N      | DLFNX           |
| C000213585 | Class R6     | DDCFX           |

## Nport-Ex

------

**DoubleLine Core Fixed Income Fund** 

Schedule of Investments

December 31, 2022 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
|  **Asset Backed Obligations - 4.1%** | **Asset Backed Obligations - 4.1%** | **Asset Backed Obligations - 4.1%** | **Asset Backed Obligations - 4.1%** | **Asset Backed Obligations - 4.1%** |
| 3310811 | AASET Ltd., Series 2021-2A-B | 3.54 % (a) | 01/15/2047 | 2375673 |
| 5110205 | Business Jet Securities LLC, Series 2020-1A-A | 2.98 % (a) | 11/15/2035 | 4660768 |
| 5000000 | CANON, Series 2021-0001 | 3.50 % (c) | 11/05/2023 | 4975000 |
| 20975509 | Carbon Level Mitigation Trust, Series 2021-5-CERT | 0.61 % (a) | 10/13/2051 | 16257152 |
| 2895796 | Castlelake Aircraft Securitization Trust, Series 2016-1-A | 4.45% | 08/15/2041 | 2603851 |
| 4858129 | Castlelake Aircraft Structured Trust, Series 2019-1A-A | 3.97 % (a) | 04/15/2039 | 4106795 |
| 9285606 | Castlelake Aircraft Structured Trust, Series 2021-1A-A | 3.47 % (a) | 01/15/2046 | 7801599 |
| 3000000 | Diamond Infrastructure Funding LLC, Series 2021-1A-C | 3.48 % (a) | 04/15/2049 | 2335515 |
| 7000000 | Exeter Automobile Receivables Trust, Series 2021-1A-D | 1.08% | 11/16/2026 | 6547458 |
| 8500000 | Exeter Automobile Receivables Trust, Series 2021-1A-E | 2.21 % (a) | 02/15/2028 | 7756097 |
| 1502678 | HERO Funding Trust, Series 2016-1A-A | 4.05 % (a) | 09/20/2041 | 1429843 |
| 12590624 | Horizon Aircraft Finance Ltd., Series 2019-2-A | 3.43 % (a) | 11/15/2039 | 9714573 |
| 14379363 | ITE Rail Fund Levered LP, Series 2021-1A-A | 2.25 % (a) | 02/28/2051 | 12090478 |
| 14000000 | LendingPoint Asset Securitization Trust, Series 2021-A-C | 2.75 % (a) | 12/15/2028 | 13339264 |
| 11613988 | MACH 1 Cayman Ltd., Series 2019-1-A | 3.47 % (a) | 10/15/2039 | 9418967 |
| 1074399 | Mosaic Solar Loan Trust, Series 2018-1A-A | 4.01 % (a) | 06/22/2043 | 992954 |
| 1548185 | Mosaic Solar Loan Trust, Series 2019-2A-B | 3.28 % (a) | 09/20/2040 | 1331747 |
| 7500000 | Navient Private Education Loan Trust, Series 2018-A-B | 3.68 % (a) | 02/18/2042 | 7092119 |
| 5047202 | NP SPE LLC, Series 2016-1A-A1 | 4.16 % (a) | 04/20/2046 | 4826550 |
| 5000000 | NP SPE LLC, Series 2019-1A-A2 | 3.24 % (a) | 09/20/2049 | 4433237 |
| 11813214 | Pagaya AI Debt Selection Trust, Series 2021-2-NOTE | 3.00 % (a) | 01/25/2029 | 11008289 |
| 3877031 | Pioneer Aircraft Finance Ltd., Series 2019-1-A | 3.97 % (a) | 06/15/2044 | 3082980 |
| 19400000 | Primrose Funding LLC, Series 2019-1A-A2 | 4.48 % (a) | 07/30/2049 | 17754252 |
| 3359838 | Sapphire Aviation Finance Ltd., Series 2020-1A-A | 3.23 % (a) | 03/15/2040 | 2549139 |
| 4987500 | SEB Funding LLC, Series 2021-1A-A2 | 4.97 % (a) | 01/30/2052 | 4235636 |
| 970000 | SERVPRO Master Issuer LLC, Series 2019-1A-A2 | 3.88 % (a) | 10/25/2049 | 863267 |
| 1183719 | Shenton Aircraft Investment Ltd., Series 2015-1A-A | 4.75 % (a) | 10/15/2042 | 898031 |
| 8656033 | SoFi Alternative Consumer Loan Program, Series 2021-2-A | 1.25 % (a) | 08/15/2030 | 8179389 |
| 75000 | SoFi Alternative Consumer Loan Program, Series 2021-2-R1 | 0.00 % (a)(c)(g) | 08/15/2030 | 1821039 |
| 7069043 | SoFi Alternative Trust, Series 2021-1-PT1 | 9.72 % (a)(b) | 05/25/2030 | 6951082 |
| 5000000 | SoFi Professional Loan Program LLC, Series 2017-B-BFX | 3.70 % (a)(b) | 05/25/2040 | 4765441 |
| 2000000 | SoFi Professional Loan Program LLC, Series 2017-C-C | 4.21 % (a) | 07/25/2040 | 1722351 |
| 1962750 | START Ireland, Series 2019-1-A | 4.09 % (a) | 03/15/2044 | 1688471 |
| 2685287 | Start Ltd., Series 2018-1-A | 4.09 % (a) | 05/15/2043 | 2297440 |
| 4270630 | Sunnova Helios Issuer LLC, Series 2018-1A-A | 4.87 % (a) | 07/20/2048 | 3782868 |
| 5049427 | Sunnova Helios Sol Issuer LLC, Series 2020-1A-A | 3.35 % (a) | 02/01/2055 | 4207776 |
| 4577263 | Sunrun Atlas Issuer LLC, Series 2019-2-A | 3.61 % (a) | 02/01/2055 | 4037386 |
| 3781010 | Upgrade Master Credit Pass-Thru Trust, Series 2021-ST3-A | 2.50 % (a) | 07/15/2027 | 3675188 |
| 1899726 | Upgrade Master Pass-Thru Trust, Series 2021-PT3-A | 15.57 % (a)(b) | 07/15/2027 | 1820199 |
| 7664100 | Upgrade Master Pass-Thru Trust, Series 2021-PT4-A | 11.57 % (a)(b) | 08/15/2027 | 7291303 |
| 3347743 | Upstart Pass-Through Trust, Series 2021-ST2-A | 2.50 % (a) | 04/20/2027 | 3131546 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 681687 | Upstart Securitization Trust, Series 2020-2-A | 2.31 % (a) | 11/20/2030 | 659636 |
| 17250000 | Upstart Securitization Trust, Series 2021-2-C | 3.61 % (a) | 06/20/2031 | 15195006 |
| 889422 | Upstart Securitization Trust, Series 2021-3-A | 0.83 % (a) | 07/20/2031 | 871183 |
| 6000000 | Upstart Securitization Trust, Series 2021-3-C | 3.28 % (a) | 07/20/2031 | 5168990 |
| 12450000 | Upstart Securitization Trust, Series 2021-4-B | 1.84 % (a) | 09/20/2031 | 11195254 |
| 15550000 | Upstart Securitization Trust, Series 2021-4-C | 3.19 % (a) | 09/20/2031 | 12525321 |
| 4500000 | US Auto Funding LLC, Series 2021-1A-C | 2.20 % (a) | 05/15/2026 | 4274469 |
| 8000000 | Vantage Data Centers LLC, Series 2020-2A-A2 | 1.99 % (a) | 09/15/2045 | 6589406 |
| 11072165 | Vivint Solar Financing LLC, Series 2020-1A-A | 2.21 % (a) | 07/31/2051 | 8504491 |
| 10941715 | WAVE LLC, Series 2019-1-A | 3.60 % (a) | 09/15/2044 | 8290373 |
|  **Total Asset Backed Obligations** (Cost $333,353,059) | **Total Asset Backed Obligations** (Cost $333,353,059) | **Total Asset Backed Obligations** (Cost $333,353,059) | **Total Asset Backed Obligations** (Cost $333,353,059) | 293126842 |
|  **Bank Loans - 3.9%** | **Bank Loans - 3.9%** | **Bank Loans - 3.9%** | **Bank Loans - 3.9%** | **Bank Loans - 3.9%** |
| 1315000 | AAdvantage Loyalty IP Ltd., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 8.99% | 04/20/2028 | 1311509 |
| 2510988 | Access CIG LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 7.82% | 02/27/2025 | 2465212 |
| 762300 | Acrisure LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 0.50% Floor) | 8.63% | 02/16/2027 | 739747 |
| 677083 | Acuris Finance, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.00%, 0.50% Floor) | 8.73% | 02/16/2028 | 666927 |
| 1853692 | AI Aqua Merger Sub, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%, 0.50% Floor) | 7.97% | 07/31/2028 | 1750581 |
| 845750 | Air Canada, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.75% Floor) | 8.13% | 08/11/2028 | 838481 |
| 683762 | Air Methods Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 1.00% Floor) | 7.17% | 04/22/2024 | 387266 |
| 489489 | Alliance Laundry Systems LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.75% Floor) | 7.41% | 10/08/2027 | 480556 |
| 1719139 | Alliant Holdings Intermediate LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 05/09/2025 | 1699180 |
| 864063 | Alliant Holdings Intermediate LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.85% | 11/05/2027 | 845701 |
| 1684221 | Allied Universal Holdco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.50% Floor) | 7.82% | 05/12/2028 | 1603387 |
| 1528178 | Almonde, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.50%, 1.00% Floor) | 6.87% | 06/13/2024 | 1355616 |
| 450000 | Almonde, Inc., Senior Secured Second Lien Term Loan (6 Month LIBOR USD + 7.25%, 1.00% Floor) | 10.62% | 06/16/2025 | 337822 |
| 983438 | Alterra Mountain Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.88% | 08/17/2028 | 973914 |
| 264431 | AMC Entertainment Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.27% | 04/22/2026 | 144583 |
|  | Amentum Government Services Holdings LLC, Senior Secured First Lien Term Loan |  |  |  |
| 906661 | (1 Month LIBOR USD + 4.00%) | 8.38% | 02/01/2027 | 888904 |
| 301898 | (6 Month LIBOR USD + 4.00%) | 8.17% | 02/01/2027 | 295985 |
|  | Amentum Government Services Holdings LLC, Senior Secured First Lien Term Loan |  |  |  |
| 252048 | (3 Month Secured Overnight Financing Rate + 4.00%, 0.50% Floor) | 8.77% | 02/15/2029 | 246220 |
| 285252 | (6 Month Secured Overnight Financing Rate + 4.00%, 0.50% Floor) | 7.56% | 02/15/2029 | 278655 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1111400 | American Airlines, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.14% | 01/29/2027 | 1057814 |
| 925350 | American Tire Distributors, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 6.25%, 0.75% Floor) | 10.61% | 10/20/2028 | 851322 |
| 689866 | American Trailer World Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%, 0.75% Floor) | 8.17% | 03/03/2028 | 599611 |
| 1343769 | AmWINS Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%, 0.75% Floor) | 6.63% | 02/22/2028 | 1321617 |
| 2487667 | Applied Systems, Inc., Senior Secured First Lien Term Loan | 8.83 % (d) | 09/19/2026 | 2479582 |
| 1260000 | Applied Systems, Inc., Senior Secured First Lien Term Loan | 11.08 % (d) | 09/19/2027 | 1255275 |
| 100 | APX Group, Inc., Senior Secured First Lien Term Loan (Prime Rate + 2.25%, 0.50% Floor) | 9.75% | 07/10/2028 | 99 |
| 1066400 | (6 Month LIBOR USD + 3.25%, 0.50% Floor) | 6.73% | 07/10/2028 | 1056904 |
| 939852 | Artera Services LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 1.00% Floor) | 7.98% | 03/06/2025 | 769344 |
| 134237 | Artera Services LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 1.00% Floor) | 8.23% | 03/06/2025 | 110411 |
| 2082965 | Ascend Learning LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.88% | 12/11/2028 | 1974619 |
| 351328 | Ascend Learning LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.75%, 0.50% Floor) | 10.13% | 12/10/2029 | 304044 |
| 1864196 | AssuredPartners, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 02/12/2027 | 1814878 |
| 590538 | AssuredPartners, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.50%, 0.50% Floor) | 7.82% | 02/12/2027 | 574888 |
| 870992 | Astra Acquisition Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.25%, 0.50% Floor) | 9.63% | 10/25/2028 | 773005 |
| 894785 | Astra Acquisition Corporation, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 8.88%, 0.75% Floor) | 13.26% | 10/25/2029 | 805306 |
| 1020665 | Asurion LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 12/23/2026 | 912434 |
| 295000 | Asurion LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.25%) | 9.63% | 01/31/2028 | 231820 |
| 2130000 | Asurion LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.25%) | 9.63% | 01/19/2029 | 1668248 |
| 582418 | Atlas Purchaser, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 5.25%, 0.75% Floor) | 8.68% | 05/08/2028 | 412424 |
| 40362 | Aveanna Healthcare LLC, Senior Secured First Lien (1 Month LIBOR USD + 3.75%, 0.50% Floor) | 7.77% | 07/17/2028 | 31261 |
| 568954 | Aveanna Healthcare LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.14% | 07/17/2028 | 440655 |
| 635000 | Aveanna Healthcare LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.00%, 0.50% Floor) | 11.39% | 12/10/2029 | 381000 |
| 765000 | Axalta Coating Systems US Holdings, Inc. | 7.32 % (d) | 12/20/2029 | 766721 |
| 1941148 | Bausch & Lomb Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.25%, 0.50% Floor) | 7.84% | 05/10/2027 | 1851680 |
| 799300 | BCP Renaissance Parent LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.50%, 1.00% Floor) | 7.82% | 11/02/2026 | 793162 |
| 208425 | BCPE Empire Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.63%, 0.50% Floor) | 9.05% | 06/11/2026 | 203214 |
| 1867700 | Blackhawk Network Holdings, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.00%) | 7.08% | 06/16/2025 | 1824846 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1330496 | Blackstone CQP Holdco LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.48% | 06/05/2028 | 1326338 |
| 1023377 | Boxer Parent Company, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 10/02/2025 | 982211 |
| 142200 | Bright Bidco B.V., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 8.00%, 1.00% Floor) | 12.09% | 10/29/2027 | 124899 |
| 1142336 | Brookfield WEC Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.13% | 08/01/2025 | 1128000 |
| 216642 | Brown Group Holding LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%, 0.50% Floor) | 6.88% | 06/07/2028 | 213062 |
| 813400 | Cablevision Lightpath LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.57% | 11/30/2027 | 780360 |
| 976864 | Caesars Resort Collection LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 07/21/2025 | 975697 |
| 212850 | Calpine Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%) | 6.38% | 08/12/2026 | 210496 |
| 604500 | Carnival Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 0.75% Floor) | 7.38% | 06/30/2025 | 581290 |
| 1710689 | Carnival Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.63% | 10/18/2028 | 1606337 |
| 1695086 | Castle US Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 01/29/2027 | 1056250 |
| 2113250 | Castlelake Aviation LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.52% | 10/22/2026 | 2098341 |
| 2114716 | Cengage Learning, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 4.75%, 1.00% Floor) | 7.81% | 07/14/2026 | 1906882 |
| 885000 | Central Parent, Inc. (3 Month Secured Overnight Financing Rate + 4.50%, 0.50% Floor) | 9.08% | 07/06/2029 | 878513 |
| 1044207 | Charter Communications Operating LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.14% | 02/01/2027 | 1021235 |
| 1237950 | Charter Next Generation, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 12/01/2027 | 1204779 |
| 1451625 | CHG Healthcare Services, Inc, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 09/29/2028 | 1423304 |
| 374327 | Cincinnati Bell, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%, 0.50% Floor) | 7.67% | 11/22/2028 | 368337 |
| 1355505 | Clear Channel Outdoor Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%) | 7.91% | 08/21/2026 | 1237746 |
| 944828 | ClubCorp Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%) | 7.48% | 09/18/2024 | 855310 |
| 1820850 | Clydesdale Acquisition Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.18%, 0.50% Floor) | 8.60% | 04/13/2029 | 1738684 |
| 783219 | CMG Media Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%) | 8.23% | 12/17/2026 | 735529 |
| 2456632 | CNT Holdings Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.50%, 0.75% Floor) | 7.24% | 11/08/2027 | 2384026 |
| 139243 | Columbus McKinnon Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.50% | 05/15/2028 | 137677 |
| 1407329 | Compass Power Generation LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.25%, 1.00% Floor) | 8.69% | 04/16/2029 | 1398829 |
| 1584938 | Conair Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.50% Floor) | 7.42% | 05/17/2028 | 1341253 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 653250 | Connect US Finco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 1.00% Floor) | 7.89% | 12/11/2026 | 647057 |
| 1001938 | Conservice Midco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%) | 8.63% | 05/13/2027 | 974595 |
| 687891 | Constant Contact, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 7.91% | 02/10/2028 | 609644 |
| 799136 | Corelogic, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.94% | 06/02/2028 | 669529 |
| 1890713 | Cornerstone Building Brands, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.13% | 10/16/2028 | 1696914 |
| 436054 | Cyanco Intermediate Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 03/17/2025 | 420247 |
| 1298190 | Cyxtera DC Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%, 1.00% Floor) | 7.36% | 05/01/2024 | 1112796 |
| 1222070 | DCert Buyer, Inc., Senior Secured First Lien Term Loan (6 Month Secured Overnight Financing Rate + 4.00%) | 8.70% | 10/16/2026 | 1183226 |
| 330000 | DCert Buyer, Inc., Senior Secured Second Lien Term Loan (6 Month Secured Overnight Financing Rate + 7.00%) | 11.70% | 02/19/2029 | 302610 |
| 2421341 | Deerfield Dakota Holding LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%, 1.00% Floor) | 8.07% | 04/09/2027 | 2267368 |
| 1450000 | Delta 2 Luxembourg Sarl, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%, 0.50% Floor) | 7.57% | 01/14/2030 | 1451088 |
| 275000 | Delta Topco, Inc., Senior Secured Second Lien Term Loan (3 Month Secured Overnight Financing Rate + 7.25%, 0.75% Floor) | 11.65% | 12/01/2028 | 218969 |
| 869189 | DexKo Global, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.75%, 0.50% Floor) | 8.59% | 10/04/2028 | 782148 |
| 1560992 | DG Investment Intermediate Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%, 0.75% Floor) | 8.07% | 03/31/2028 | 1496601 |
| 250000 | DG Investment Intermediate Holdings, Inc., Senior Secured Second Lien Term Loan (1 Month Secured Overnight Financing Rate + 6.75%, 0.75% Floor) | 11.07% | 03/30/2029 | 222083 |
| 2504700 | Diamond (BC) B.V., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.16% | 09/29/2028 | 2424863 |
| 708901 | Diamond Sports Group LLC, Senior Secured Second Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%) | 7.57% | 08/24/2026 | 90977 |
| 1405434 | DirectTV Financing LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%, 0.75% Floor) | 9.38% | 08/02/2027 | 1371325 |
| 462893 | Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.92% | 04/06/2026 | 442424 |
| 860982 | Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.50%) | 7.92% | 04/06/2026 | 822909 |
| 1136413 | Echo Global Logistics, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.57% | 11/24/2028 | 1071069 |
| 910792 | Edgewater Generation LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 12/12/2025 | 867074 |
| 647413 | EG America LLC, Senior Secured First Lien Delayed-Draw Term Loan (3 Month LIBOR USD + 4.25%, 0.50% Floor) | 8.98% | 03/31/2026 | 608164 |
| 803549 | EG Group Limited, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%) | 8.73% | 02/06/2025 | 760865 |
| 869005 | Eisner Advisory Group LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 5.25%, 0.75% Floor) | 9.69% | 07/28/2028 | 825555 |
| 547368 | Element Materials Technology Group, Inc. (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.93% | 06/22/2029 | 536194 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 252632 | Element Materials Technology Group, Inc. (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.93% | 06/22/2029 | 247474 |
| 711974 | Endurance International Group, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.50%, 0.75% Floor) | 7.72% | 02/10/2028 | 642557 |
| 1132521 | Envision Healthcare Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.75%, 1.00% Floor) | 8.33% | 03/31/2027 | 302004 |
| 462547 | Envision Healthcare Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 1.00% Floor) | 8.37% | 03/31/2027 | 161891 |
| 117884 | eResearchTechnology, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%, 1.00% Floor) | 8.88% | 02/04/2027 | 104364 |
| 478938 | Everi Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%, 0.50% Floor) | 6.88% | 08/03/2028 | 475745 |
| 1005977 | EW Scripps Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.56%, 0.75% Floor) | 6.95% | 05/01/2026 | 991264 |
| 811777 | Exgen Renewables LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%, 1.00% Floor) | 7.24% | 12/15/2027 | 805267 |
| 1344838 | Fertitta Entertainment LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.00%, 0.50% Floor) | 8.32% | 01/29/2029 | 1281301 |
| 1666005 | Filtration Group Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 03/31/2025 | 1652128 |
| 1195963 | FINThrive Software Intermediate Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%, 0.50% Floor) | 8.38% | 12/18/2028 | 1017567 |
| 1127777 | First Advantage Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%) | 7.13% | 01/29/2027 | 1109450 |
| 491124 | Foresight Energy LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 8.00%, 1.50% Floor) | 12.73 % (c) | 06/30/2027 | 491124 |
| 1181038 | Freeport LNG Investments LLP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.74% | 12/21/2028 | 1125759 |
| 1682930 | Garda World Security Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.25%) | 8.93% | 10/30/2026 | 1641699 |
| 902738 | Garda World Security Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%) | 8.53% | 02/01/2029 | 871142 |
| 334163 | Gates Global LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.50%, 0.50% Floor) | 7.82% | 11/16/2029 | 332388 |
| 940039 | Getty Images, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%) | 8.94% | 02/19/2026 | 939451 |
| 639184 | GIP II Blue Holding LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.50%, 1.00% Floor) | 9.23% | 09/29/2028 | 634722 |
| 592282 | Global Medical Response, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 1.00% Floor) | 8.63% | 03/14/2025 | 423236 |
| 706757 | Global Medical Response, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 1.00% Floor) | 8.42% | 10/02/2025 | 499593 |
| 295000 | Go Daddy Operating Company LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%) | 7.57% | 11/09/2029 | 294897 |
| 981753 | Gogo Intermediate Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.16% | 04/28/2028 | 974596 |
| 610301 | Grab Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%, 1.00% Floor) | 8.89% | 01/29/2026 | 604198 |
| 2047681 | Granite US Holdings Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%) | 8.75% | 09/30/2026 | 2048960 |
| 1612201 | Great Outdoors Group LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 03/06/2028 | 1552751 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1929357 | Greeneden US Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.38% | 12/01/2027 | 1856610 |
| 381600 | Greystone Select Financial LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.00%, 0.75% Floor) | 9.23% | 06/16/2028 | 368244 |
| 285964 | Grinding Media, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.77% | 10/12/2028 | 267377 |
| 455173 | (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 7.70% | 10/12/2028 | 425587 |
| 572238 | (6 Month LIBOR USD + 4.00%, 0.75% Floor) | 7.70% | 10/12/2028 | 535042 |
| 468162 | Gulf Finance LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 6.75%, 1.00% Floor) | 10.97% | 08/25/2026 | 443192 |
| 265999 | (1 Month LIBOR USD + 6.75%, 1.00% Floor) | 11.14% | 08/25/2026 | 251812 |
| 1670355 | Heartland Dental LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%) | 8.39% | 04/30/2025 | 1556353 |
| 1623369 | Helios Software Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%) | 8.17% | 03/13/2028 | 1596656 |
| 1920990 | H-Food Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.69%) | 8.07% | 05/23/2025 | 1716165 |
| 1387438 | Hightower Holding LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.28% | 04/21/2028 | 1277594 |
| 1070925 | Horizon Therapeutics USA, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%, 0.50% Floor) | 6.19% | 03/15/2028 | 1071214 |
| 1840750 | Hunter Douglas Holding B.V., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.50%, 0.50% Floor) | 7.86% | 02/26/2029 | 1628898 |
| 2025658 | Hyland Software, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.75% Floor) | 7.88% | 07/01/2024 | 2002616 |
| 619663 | Hyland Software, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.25%, 0.75% Floor) | 10.63% | 07/07/2025 | 589300 |
| 634231 | ICON Luxembourg SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.25%, 0.50% Floor) | 7.00% | 07/03/2028 | 633125 |
| 999768 | IHeartCommunications, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 05/01/2026 | 919476 |
| 1851013 | Informatica LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%) | 7.19% | 10/27/2028 | 1820471 |
| 1806523 | Intelsat Jackson Holdings S.A., Senior Secured First Lien Term Loan (6 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 7.44% | 02/01/2029 | 1747811 |
| 1639713 | ION Trading Technologies SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%) | 8.42% | 03/31/2028 | 1559482 |
| 1006723 | Iron Mountain Information Management LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 01/02/2026 | 995398 |
| 376587 | Ivanti Software, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.25%, 0.75% Floor) | 9.01% | 12/01/2027 | 299897 |
| 2238329 | Jazz Pharmaceuticals, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.88% | 05/05/2028 | 2222068 |
| 1584938 | Jo-Ann Stores LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 9.08% | 07/07/2028 | 1087006 |
| 1961594 | Kenan Advantage Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 03/24/2026 | 1917105 |
| 699882 | Kestrel Bidco, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor) | 7.35% | 12/11/2026 | 642033 |
| 940500 | KKR Apple Bidco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.13% | 09/22/2028 | 929111 |
| 1647640 | Kronos Acquisition Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.48% | 12/22/2026 | 1571807 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 770250 | LaserShip, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 4.50%, 0.75% Floor) | 9.23% | 05/08/2028 | 558108 |
| 240000 | LaserShip, Inc., Senior Secured Second Lien Term Loan (6 Month LIBOR USD + 7.50%, 0.75% Floor) | 12.23% | 04/30/2029 | 146400 |
| 696262 | LBM Acquisition LLC, Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.75%, 0.75% Floor) | 7.12% | 12/17/2027 | 606729 |
| 428110 | Lions Gate Capital Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%) | 6.63% | 03/24/2025 | 409916 |
| 765008 | LogMeIn, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.75%) | 9.14% | 08/31/2027 | 495725 |
| 998337 | Lumen Technologies, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%) | 6.63% | 03/15/2027 | 949932 |
| 1398637 | Lummus Technology Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 06/30/2027 | 1342692 |
| 1541525 | Madison IAQ LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.99% | 06/21/2028 | 1438058 |
| 359040 | Maravai Intermediate Holdings LLC, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.00%, 0.50% Floor) | 6.96% | 10/19/2027 | 352981 |
| 875821 | Marriott Ownership Resorts, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 08/29/2025 | 868815 |
| 1957249 | Mavis Tire Express Services Topco Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.00%, 0.75% Floor) | 8.50% | 05/04/2028 | 1872314 |
| 1587025 | McAfee Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%, 0.50% Floor) | 7.97% | 03/01/2029 | 1481599 |
| 1094150 | MED ParentCo LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%) | 8.63% | 08/31/2026 | 938661 |
| 2679750 | Medline Borrower LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 10/23/2028 | 2551403 |
| 482003 | Messer Industries GMBH, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%) | 7.23% | 03/02/2026 | 478614 |
| 1067369 | MIC Glen LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.88% | 07/21/2028 | 1018003 |
| 540788 | Michaels Stores, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.25%, 0.75% Floor) | 8.98% | 04/14/2028 | 468834 |
| 2447653 | Milano Acquisition Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.73% | 10/01/2027 | 2303853 |
| 976500 | Mileage Plus Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.25%, 1.00% Floor) | 10.00% | 06/21/2027 | 1006161 |
| 2225081 | Minotaur Acquisition, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.75%) | 9.17% | 03/27/2026 | 2133296 |
| 1346400 | Mirion Technologies, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.48% | 10/20/2028 | 1324763 |
| 1599664 | Mister Car Wash Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.00%) | 7.42% | 05/14/2026 | 1580236 |
| 1358424 | Mitchell International, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.41% | 10/16/2028 | 1255843 |
| 220000 | Mitchell International, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 6.50%, 0.50% Floor) | 11.23% | 10/15/2029 | 183838 |
| 1440450 | Monogram Food Solutions LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%, 0.50% Floor) | 8.44% | 08/28/2028 | 1393635 |
| 466299 | Nascar Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.88% | 10/19/2026 | 465825 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 518806 | NCR Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%) | 6.92% | 08/28/2026 | 505187 |
| 804524 | NEP Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 10/20/2025 | 697591 |
| 1079100 | Olympus Water US Holding Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.50% | 11/09/2028 | 1038785 |
| 1864279 | OneDigital Borrower LLC, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.49% | 11/16/2027 | 1766404 |
| 2322429 | Organon & Company, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%, 0.50% Floor) | 7.75% | 06/02/2028 | 2305638 |
| 1058964 | Oryx Midstream Services Permian Basin LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.92% | 10/05/2028 | 1048125 |
| 384000 | Outcomes Group Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%) | 6.92% | 10/24/2025 | 373202 |
| 2433796 | Packaging Coordinators Midco, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.75% Floor) | 8.23% | 11/30/2027 | 2314284 |
| 1687694 | Packers Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.54% | 03/06/2028 | 1485180 |
| 1097453 | PAI HoldCo, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.16% | 10/28/2027 | 973309 |
| 706895 | Park River Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.75% Floor) | 6.99% | 12/28/2027 | 621184 |
| 1159002 | Pathway Vet Alliance LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 03/31/2027 | 971626 |
| 461152 | PCI Gaming Authority, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.88% | 05/29/2026 | 459231 |
| 1732898 | PECF USS Intermediate Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 0.50% Floor) | 8.63% | 12/15/2028 | 1451423 |
| 91415 | Pediatric Associates Holding Company LLC, Senior Secured First Lien Delayed-Draw Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 12/29/2028 | 87035 |
| 1206671 | Pediatric Associates Holding Company LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 12/29/2028 | 1148853 |
| 452725 | Penn National Gaming, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 2.75%, 0.50% Floor) | 7.17% | 05/03/2029 | 448983 |
| 2453131 | Peraton Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 02/01/2028 | 2399984 |
| 651725 | Perrigo Investments LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 2.50%, 0.50% Floor) | 6.92% | 04/20/2029 | 649281 |
| 2431943 | PetSmart, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 02/11/2028 | 2387098 |
| 1202796 | PetVet Care Centers LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.75% Floor) | 7.88% | 02/14/2025 | 1134116 |
| 1268931 | PG&E Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 0.50% Floor) | 7.44% | 06/23/2025 | 1261000 |
| 320717 | Phoenix Services International LLC, Senior Secured First Lien Delayed-Draw Term Loan (1 Month Secured Overnight Financing Rate + 12.00%, 2.00% Floor or 10% PIK) | 15.73% | 03/28/2023 | 309492 |
| 214994 | Phoenix Services International LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 12.00%, 2.00% Floor or 10.00% PIK) | 16.33% | 03/28/2023 | 207470 |
| 1801247 | Phoenix Services International LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 1.00% Floor) | 6.67 %(f) | 03/03/2025 | 194760 |
| 489041 | Pike Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.39% | 01/21/2028 | 483119 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 900000 | Playa Hotels & Resorts B.V., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.58% | 01/05/2029 | 879003 |
| 723188 | PMHC, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.49% | 04/23/2029 | 614897 |
| 579675 | PointClickCare Technologies, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%, 0.75% Floor) | 7.75% | 12/29/2027 | 565183 |
|  | Polar US Borrower LLC, Senior Secured First Lien Term Loan |  |  |  |
| 418534 | (3 Month LIBOR USD + 4.75%) | 8.69% | 10/15/2025 | 340268 |
| 481039 | (6 Month SOFR USD + 4.75%) | 9.02% | 10/15/2025 | 391085 |
| 1665484 | Polaris Newco LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.50% Floor) | 8.73% | 06/02/2028 | 1523917 |
| 433400 | PQ Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%, 0.50% Floor) | 6.91% | 06/09/2028 | 427712 |
| 158019 | PRA Health Sciences, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.25%, 0.50% Floor) | 7.00% | 07/03/2028 | 157743 |
| 661586 | Prairie ECI Acquiror LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.75%) | 9.13% | 03/11/2026 | 644861 |
| 1576250 | Pregis Topco LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%) | 8.19% | 07/31/2026 | 1536253 |
|  | Pretium PKG Holdings, Inc., Senior Secured First Lien Term Loan |  |  |  |
| 301610 | (3 Month LIBOR USD + 4.00%, 0.50% Floor) | 8.73% | 10/02/2028 | 241935 |
| 911140 | (3 Month LIBOR USD + 4.00%, 0.50% Floor) | 7.74% | 10/02/2028 | 730866 |
| 275000 | Pretium PKG Holdings, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 6.75%, 0.50% Floor) | 11.48% | 09/30/2029 | 171533 |
| 1640201 | Prometric Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor) | 7.39% | 01/29/2025 | 1449536 |
| 1445400 | Proofpoint, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.98% | 08/31/2028 | 1393402 |
| 1616495 | Pug LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 02/12/2027 | 1345732 |
| 540913 | QUIKRETE Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 06/11/2028 | 537405 |
| 1273639 | Radiate Holdco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.63% | 09/25/2026 | 1040474 |
| 1897214 | Radiology Partners, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%) | 8.64% | 07/09/2025 | 1601372 |
| 548353 | Redstone Holdco LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 9.11% | 04/27/2028 | 382279 |
| 1227585 | RegionalCare Hospital Partners Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%) | 8.16% | 11/14/2025 | 1160221 |
| 2021257 | Renaissance Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 05/30/2025 | 1932322 |
| 640000 | Renaissance Holding Corporation, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.00%) | 11.38% | 05/29/2026 | 598931 |
| 707400 | Rent-A-Center, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.69% | 02/17/2028 | 683525 |
| 110237 | Rentpath, Inc., Senior Secured First Lien Term Loan (Prime Rate + 0.00%) | 3.25% | 04/25/2024 | 1654 |
| 1333125 | Restoration Hardware, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%, 0.50% Floor) | 6.88% | 10/20/2028 | 1230141 |
| 875600 | Scientific Games International, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.00%, 0.50% Floor) | 7.42% | 04/16/2029 | 865907 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 534361 | Securus Technologies Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.50%, 1.00% Floor) | 9.23% | 11/01/2024 | 403485 |
| 1148758 | Sinclair Television Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.89% | 09/30/2026 | 1098213 |
| 937044 | Six Flags Theme Parks, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.14% | 04/17/2026 | 913543 |
| 905000 | SkyMiles IP Ltd., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 1.00% Floor) | 7.99% | 10/20/2027 | 924177 |
| 1400108 | SMG US Midco, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%) | 6.91% | 01/23/2025 | 1367444 |
| 2420832 | Sophia LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.50% Floor) | 8.23% | 10/07/2027 | 2342167 |
| 1840309 | Southern Veterinary Partners LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%, 1.00% Floor) | 8.38% | 10/05/2027 | 1767460 |
| 1206838 | Spin Holdco, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.77% | 03/06/2028 | 1024002 |
| 448875 | Spirit AeroSystems, Inc. (1 Month Secured Overnight Financing Rate + 4.50%, 0.50% Floor) | 8.82% | 01/15/2027 | 445930 |
| 2073360 | SRS Distribution, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.88% | 06/02/2028 | 1987284 |
| 1026959 | Staples, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.00%) | 9.44% | 04/16/2026 | 952361 |
| 900458 | Stars Group Holdings B.V., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.25%) | 6.98% | 07/21/2026 | 889450 |
| 447431 | Sunshine Luxembourg SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.48% | 10/01/2026 | 429596 |
| 933031 | Surf Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%) | 8.23% | 03/05/2027 | 907042 |
| 504489 | Sweetwater Borrower LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 0.75% Floor) | 8.69% | 08/07/2028 | 469174 |
| 704635 | SWF Holdings Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.75% | 10/06/2028 | 579033 |
| 901309 | TAMKO Building Products LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%) | 7.73% | 05/29/2026 | 875396 |
| 947363 | (3 Month LIBOR USD + 3.00%) | 7.41% | 05/29/2026 | 920127 |
| 817550 | Tecta America Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.25%, 0.75% Floor) | 8.69% | 04/06/2028 | 786892 |
| 588821 | Telesat Canada, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%) | 7.17% | 12/07/2026 | 277797 |
| 856062 | Tempo Acquisition LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.00%, 0.50% Floor) | 7.32% | 08/31/2028 | 854778 |
| 12044 | TGP Holdings LLC, Senior Secured First Lien Delayed-Draw Term Loan (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.32% | 06/29/2028 | 9692 |
| 12165 | (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.64% | 06/29/2028 | 9789 |
| 369043 | TGP Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.32% | 06/29/2028 | 296976 |
| 392038 | The Dun & Bradstreet Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%) | 7.57% | 01/18/2029 | 386710 |
| 1126002 | The Edelman Financial Engines Centre LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.75% Floor) | 7.88% | 04/07/2028 | 1053656 |
| 497662 | The Edelman Financial Engines Centre LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.75%) | 11.13% | 07/20/2026 | 449983 |
| 9533 | The Hillman Group, Inc., Senior Secured First Lien Delayed-Draw Term Loan (1 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.14% | 07/14/2028 | 9273 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 497521 | The Hillman Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.14% | 07/14/2028 | 483929 |
| 679752 | Tiger Acquisition LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.32% | 06/01/2028 | 647083 |
| 2040852 | Titan Acquisition Limited, Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.00%) | 8.15% | 03/28/2025 | 1911860 |
| 843711 | Trans Union LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%, 0.50% Floor) | 6.63% | 12/01/2028 | 836856 |
| 664936 | Travel Leaders Group LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%) | 8.38% | 01/25/2024 | 611326 |
| 1264380 | Travelport Finance (Luxembourg) SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 1.50%, 1.00% Floor) | 5.17% | 02/28/2025 | 1268837 |
| 1083928 | Traverse Midstream Partners LLC, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 1.00% Floor) | 8.80% | 09/27/2024 | 1083250 |
| 1957299 | TricorBraun Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 03/03/2028 | 1872176 |
| 23927 | Trident TPI Holdings, Inc., Senior Secured First Lien Delayed-Draw Term Loan (3 Month LIBOR USD + 4.00%, 0.50% Floor) | 7.67% | 09/15/2028 | 23034 |
| 14303 | (1 Month LIBOR USD + 4.00%, 0.50% Floor) | 8.07% | 09/15/2028 | 13769 |
| 268061 | Trident TPI Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.50% Floor) | 7.67% | 09/15/2028 | 258057 |
| 1724533 | Triton Water Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.50% Floor) | 8.23% | 03/31/2028 | 1609636 |
| 62661 | Uber Technologies, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%) | 8.23% | 02/25/2027 | 62627 |
| 92873 | UKG, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 05/04/2026 | 89721 |
| 395000 | UKG, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 5.25%, 0.50% Floor) | 9.00% | 05/03/2027 | 364486 |
| 574237 | Ultra Clean Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 08/27/2025 | 572801 |
| 2045887 | United Airlines, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.11% | 04/21/2028 | 2025858 |
| 411110 | United Natural Foods, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%) | 7.69% | 10/22/2025 | 410676 |
| 324950 | Univar Solutions USA, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%) | 6.38% | 07/01/2026 | 324206 |
| 273625 | Univision Communications, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.83% | 06/24/2029 | 271026 |
| 794516 | Vantage Specialty Chemicals, Inc., Senior Secured First Lien Term Loan LIBOR (3 Month LIBOR USD + 3.50%, 1.00% Floor) | 7.91% | 10/28/2024 | 777732 |
| 837431 | LIBOR (3 Month LIBOR USD + 3.50%, 1.00% Floor) | 8.23% | 10/28/2024 | 819740 |
| 2395569 | Verscend Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%) | 8.38% | 08/27/2025 | 2385088 |
| 725813 | Viad Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%, 0.50% Floor) | 9.38% | 07/31/2028 | 688390 |
| 883813 | Victoria's Secret & Company, Senior secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.98% | 08/02/2028 | 861717 |
| 2426863 | VS Buyer LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 02/26/2027 | 2364674 |
| 12486 | VT Topco, Inc., Senior Secured First Lien Delayed-Draw Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 08/01/2025 | 12137 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 342435 | VT Topco, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 08/01/2025 | 332875 |
| 623700 | Walker & Dunlop, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 2.25%, 0.50% Floor) | 6.67% | 12/15/2028 | 612785 |
| 997859 | Wand NewCo, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 02/05/2026 | 948854 |
| 700519 | WaterBridge Midstream Operating LLC, Senior Secured First Lien Term Loan (6 Month LIBOR USD + 5.75%, 1.00% Floor) | 9.13% | 06/22/2026 | 675234 |
| 1262250 | Whatabrands LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 08/03/2028 | 1222805 |
| 425165 | Wheel Pros, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.50%, 0.75% Floor) | 8.82% | 05/11/2028 | 290655 |
| 1689941 | WWEX UNI TopCo Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.73% | 07/26/2028 | 1552051 |
| 692145 | Zayo Group Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 03/09/2027 | 563766 |
| 1034521 | Zebra Buyer LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%, 0.50% Floor) | 7.75% | 11/01/2028 | 1022366 |
| 850000 | Ziggo Financing Partnership, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.82% | 04/28/2028 | 830811 |
|  **Total Bank Loans** (Cost $294,790,632) | **Total Bank Loans** (Cost $294,790,632) | **Total Bank Loans** (Cost $294,790,632) | **Total Bank Loans** (Cost $294,790,632) | 277256162 |
|  **Collateralized Loan Obligations - 4.6%** | **Collateralized Loan Obligations - 4.6%** | **Collateralized Loan Obligations - 4.6%** | **Collateralized Loan Obligations - 4.6%** | **Collateralized Loan Obligations - 4.6%** |
| 1000000 | AIMCO Ltd., Series 2018-AA-D (3 Month LIBOR USD + 2.55%, 0.00% Floor) | 6.63 % (a) | 04/17/2031 | 939177 |
| 3500000 | Aimco Ltd., Series 2020-11A-AR (3 Month LIBOR USD + 1.13%, 1.13% Floor) | 5.21 % (a) | 10/17/2034 | 3386013 |
| 5000000 | Anchorage Capital Ltd., Series 2021-19A-A (3 Month LIBOR USD + 1.21%, 1.21% Floor) | 5.29 % (a) | 10/15/2034 | 4819354 |
| 1000000 | Apidos, Series 2013-12A-DR (3 Month LIBOR USD + 2.60%, 0.00% Floor) | 6.68 % (a) | 04/15/2031 | 902684 |
| 1500000 | Apidos, Series 2015-20A-CR (3 Month LIBOR USD + 2.95%, 0.00% Floor) | 7.03 % (a) | 07/16/2031 | 1399900 |
| 5000000 | Atrium Corporation, Series 9A-DR (3 Month LIBOR USD + 3.60%, 0.00% Floor) | 8.34 % (a) | 05/28/2030 | 4528006 |
| 3400000 | Babson Ltd., Series 2015-IA-DR (3 Month LIBOR USD + 2.60%, 2.60% Floor) | 6.84 % (a) | 01/20/2031 | 2957326 |
| 500000 | Bain Capital Credit Ltd., Series 2017-2A-DR2 (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.46 % (a) | 07/25/2034 | 458086 |
| 1000000 | Bain Capital Credit Ltd., Series 2022-3A-D (Secured Overnight Financing Rate 3 Month + 3.70%, 3.70% Floor) | 7.56 % (a) | 07/17/2035 | 908399 |
| 2500000 | Barings Ltd., Series 2015-2A-DR (3 Month LIBOR USD + 2.95%, 0.00% Floor) | 7.19 % (a) | 10/20/2030 | 2258626 |
| 2000000 | Barings Ltd., Series 2018-1A-C (3 Month LIBOR USD + 2.60%, 0.00% Floor) | 6.68 % (a) | 04/15/2031 | 1716145 |
| 5100000 | Barings Ltd., Series 2018-3A-D (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 7.14 % (a) | 07/20/2029 | 4737734 |
| 2000000 | Barings Ltd., Series 2018-4A-D (3 Month LIBOR USD + 2.90%, 2.90% Floor) | 6.98 % (a) | 10/15/2030 | 1877494 |
| 3000000 | Barings Ltd., Series 2019-1A-DR (3 Month LIBOR USD + 3.65%, 3.65% Floor) | 7.73 % (a) | 04/15/2036 | 2706459 |
| 2250000 | Barings Ltd., Series 2019-2A-CR (3 Month LIBOR USD + 3.40%, 3.40% Floor) | 7.48 % (a) | 04/15/2036 | 2061438 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 5000000 | Barings Ltd., Series 2020-1A-DR (3 Month LIBOR USD + 3.20%, 3.20% Floor) | 7.28 % (a) | 10/15/2036 | 4651005 |
| 1000000 | Barings Ltd., Series 2021-2A-D (3 Month LIBOR USD + 3.15%, 3.15% Floor) | 7.23 % (a) | 07/15/2034 | 929416 |
| 4000000 | BlueMountain Ltd., Series 2015-3A-CR (3 Month LIBOR USD + 2.60%, 0.00% Floor) | 6.84 % (a) | 04/20/2031 | 3380066 |
| 2000000 | BlueMountain Ltd., Series 2016-3A-DR (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.71 % (a) | 11/15/2030 | 1694220 |
| 2400000 | BlueMountain Ltd., Series 2017-2A-C (3 Month LIBOR USD + 3.00%, 0.00% Floor) | 7.24 % (a) | 10/20/2030 | 2115617 |
| 1000000 | Buckhorn Park Ltd., Series 2019-1A-DR (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.29 % (a) | 07/18/2034 | 912483 |
| 4500000 | Canyon Capital Ltd., Series 2012-1RA-D (3 Month LIBOR USD + 3.00%, 0.00% Floor) | 7.08 % (a) | 07/15/2030 | 4150022 |
| 2750000 | Canyon Capital Ltd., Series 2014-1A-CR (3 Month LIBOR USD + 2.75%, 2.75% Floor) | 7.16 % (a) | 01/30/2031 | 2359872 |
| 3000000 | Canyon Capital Ltd., Series 2016-1A-DR (3 Month LIBOR USD + 2.80%, 0.00% Floor) | 6.88 % (a) | 07/15/2031 | 2662502 |
| 4000000 | Canyon Capital Ltd., Series 2018-1A-D (3 Month LIBOR USD + 2.90%, 2.90% Floor) | 6.98 % (a) | 07/15/2031 | 3454014 |
| 2500000 | Canyon Capital Ltd., Series 2021-1A-D (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.18 % (a) | 04/15/2034 | 2249997 |
| 1000000 | Canyon Capital Ltd., Series 2021-3A-D (3 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.13 % (a) | 07/15/2034 | 926234 |
| 5000000 | Carlyle Global Market Strategies Ltd., Series 2016-3A-DRR (3 Month LIBOR USD + 3.30%, 3.30% Floor) | 7.54 % (a) | 07/20/2034 | 4629421 |
| 2500000 | Carlyle Global Market Strategies Ltd., Series 2016-4A-CR (3 Month LIBOR USD + 2.80%, 2.80% Floor) | 7.04 % (a) | 10/20/2027 | 2276016 |
| 9000000 | Carlyle Global Market Strategies Ltd., Series 2021-9A-D (3 Month LIBOR USD + 3.20%, 3.20% Floor) | 7.44 % (a) | 10/20/2034 | 8313667 |
| 6000000 | Cathedral Lake Ltd., Series 2021-8A-C (3 Month LIBOR USD + 2.62%, 2.62% Floor) | 6.86 % (a) | 01/20/2035 | 5693746 |
| 5000000 | Cathedral Lake Ltd., Series 2021-8A-D1 (3 Month LIBOR USD + 3.42%, 3.42% Floor) | 7.66 % (a) | 01/20/2035 | 4611236 |
| 5000000 | CIFC Funding Ltd., Series 2015-4A-CR2 (3 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.24 % (a) | 04/20/2034 | 4535066 |
| 4500000 | CIFC Funding Ltd., Series 2017-1A-D (3 Month LIBOR USD + 3.50%, 0.00% Floor) | 7.78 % (a) | 04/23/2029 | 4165119 |
| 1000000 | CIFC Funding Ltd., Series 2018-3A-D (3 Month LIBOR USD + 2.85%, 0.00% Floor) | 7.04 % (a) | 07/18/2031 | 943752 |
| 9500000 | Columbia Cent Ltd., Series 2018-27A-DR (3 Month LIBOR USD + 3.83%, 3.83% Floor) | 8.19 % (a) | 01/25/2035 | 8482609 |
| 3250000 | Cook Park Ltd., Series 2018-1A-D (3 Month LIBOR USD + 2.60%, 0.00% Floor) | 6.68 % (a) | 04/17/2030 | 2920658 |
| 2000000 | Dryden Ltd., Series 2018-57A-D (3 Month LIBOR USD + 2.55%, 2.55% Floor) | 7.16 % (a) | 05/15/2031 | 1803475 |
| 3000000 | Dryden Senior Loan Fund, Series 2015-40A-DR (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.71 % (a) | 08/15/2031 | 2795015 |
| 2006000 | Dryden Senior Loan Fund, Series 2016-42A-DR (3 Month LIBOR USD + 2.93%, 0.00% Floor) | 7.01 % (a) | 07/15/2030 | 1740548 |
| 2200000 | Dryden Senior Loan Fund, Series 2016-43A-DR3 (3 Month LIBOR USD + 3.25%, 3.25% Floor) | 7.49 % (a) | 04/20/2034 | 2012225 |
| 2250000 | Fillmore Park Ltd., Series 2018-1A-D (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 6.98 % (a) | 07/15/2030 | 2080580 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 2000000 | Gilbert Park Ltd., Series 2017-1A-D (3 Month LIBOR USD + 2.95%, 0.00% Floor) | 7.03 % (a) | 10/15/2030 | 1872950 |
| 4000000 | Gilbert Park Ltd., Series 2017-1A-E (3 Month LIBOR USD + 6.40%, 0.00% Floor) | 10.48 % (a) | 10/15/2030 | 3363832 |
| 7000000 | Goldentree Loan Management Ltd., Series 2018-3A-D (3 Month LIBOR USD + 2.85%, 0.00% Floor) | 7.09 % (a) | 04/20/2030 | 6557991 |
| 3500000 | Goldentree Loan Opportunities Ltd., Series 2015-11A-DR2 (3 Month LIBOR USD + 2.40%, 0.00% Floor) | 6.59 % (a) | 01/18/2031 | 3219519 |
| 2000000 | Grippen Park Ltd., Series 2017-1A-D (3 Month LIBOR USD + 3.30%, 0.00% Floor) | 7.54 % (a) | 01/20/2030 | 1857589 |
| 1500425 | Halcyon Loan Advisors Funding Ltd., Series 2014-3A-D (3 Month LIBOR USD + 3.65%, 0.00% Floor) | 7.97 % (a) | 10/22/2025 | 1447295 |
| 5000000 | Hayfin Ltd., Series 2018-9A-BR (3 Month LIBOR USD + 1.80%, 1.80% Floor) | 6.17 % (a) | 04/28/2031 | 4831237 |
| 1000000 | Hayfin Ltd., Series 2019-1A-B1R (3 Month LIBOR USD + 1.85%, 1.85% Floor) | 6.22 % (a) | 04/28/2031 | 971107 |
| 1500000 | Highbridge Loan Management Ltd., Series 13A-18-D (3 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.08 % (a) | 10/15/2030 | 1333526 |
| 1481500 | Highbridge Loan Management Ltd., Series 4A-2014-A2R (3 Month LIBOR USD + 1.50%, 0.00% Floor) | 5.87 % (a) | 01/28/2030 | 1433177 |
| 2500000 | Highbridge Loan Management Ltd., Series 8A-2016-DR (3 Month LIBOR USD + 2.90%, 2.90% Floor) | 7.14 % (a) | 07/20/2030 | 2231920 |
| 4000000 | LCM LP, Series 14A-DR (3 Month LIBOR USD + 2.75%, 0.00% Floor) | 6.99 % (a) | 07/20/2031 | 3387688 |
| 2000000 | LCM LP, Series 19A-D (3 Month LIBOR USD + 3.45%, 3.45% Floor) | 7.53 % (a) | 07/15/2027 | 1945640 |
| 2000000 | LCM LP, Series 20A-DR (3 Month LIBOR USD + 2.80%, 0.00% Floor) | 7.04 % (a) | 10/20/2027 | 1919973 |
| 2000000 | LCM LP, Series 25A-D (3 Month LIBOR USD + 3.45%, 0.00% Floor) | 7.69 % (a) | 07/20/2030 | 1703306 |
| 3250000 | LCM LP, Series 28A-D (3 Month LIBOR USD + 2.95%, 2.95% Floor) | 7.19 % (a) | 10/20/2030 | 2702880 |
| 4000000 | LCM LP, Series 30A-DR (3 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.24 % (a) | 04/20/2031 | 3426933 |
| 5000000 | Madison Park Funding Ltd., Series 2015-18A-DR (3 Month LIBOR USD + 2.95%, 0.00% Floor) | 7.23 % (a) | 10/21/2030 | 4461097 |
| 3750000 | Madison Park Funding Ltd., Series 2019-34A-DR (3 Month LIBOR USD + 3.35%, 3.35% Floor) | 7.71 % (a) | 04/25/2032 | 3586988 |
| 1000000 | Madison Park Funding Ltd., Series 2021-52A-D (3 Month LIBOR USD + 3.15%, 3.15% Floor) | 7.47 % (a) | 01/22/2035 | 903448 |
| 4000000 | Magnetite Ltd., Series 2015-14RA-D (3 Month LIBOR USD + 2.85%, 0.00% Floor) | 7.04 % (a) | 10/18/2031 | 3792275 |
| 1500000 | Magnetite Ltd., Series 2016-18A-DR (3 Month LIBOR USD + 2.70%, 0.00% Floor) | 7.31 % (a) | 11/15/2028 | 1423217 |
| 2000000 | Magnetite Ltd., Series 2019-23A-DR (3 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.41 % (a) | 01/25/2035 | 1859770 |
| 1000000 | Magnetite Ltd., Series 2021-31A-E (3 Month LIBOR USD + 6.00%, 6.00% Floor) | 10.08 % (a) | 07/15/2034 | 894523 |
| 1000000 | Myers Park Ltd., Series 2018-1A-D (3 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.29 % (a) | 10/20/2030 | 890921 |
| 2000000 | Neuberger Berman Loan Advisers Ltd., Series 2014-18A-CR2 (3 Month LIBOR USD + 3.00%, 0.00% Floor) | 7.28 % (a) | 10/21/2030 | 1856989 |
| 2500000 | Neuberger Berman Loan Advisers Ltd., Series 2018-29A-D (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.33 % (a) | 10/19/2031 | 2339472 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 2000000 | Neuberger Berman Loan Advisers Ltd., Series 2019-32A-DR (3 Month LIBOR USD + 2.70%, 2.70% Floor) | 6.93 % (a) | 01/20/2032 | 1857509 |
| 6000000 | Oak Hill Credit Funding Ltd., Series 2014-10RA-D1R (3 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.29 % (a) | 04/20/2034 | 5653150 |
| 5600000 | Octagon Investment Partners Ltd., Series 2012-1A-CRR (3 Month LIBOR USD + 3.90%, 3.90% Floor) | 7.98 % (a) | 07/15/2029 | 5100641 |
| 2000000 | Octagon Investment Partners Ltd., Series 2013-1A-DR (3 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.08 % (a) | 07/17/2030 | 1736863 |
| 2000000 | Octagon Investment Partners Ltd., Series 2013-1A-DR2 (3 Month LIBOR USD + 2.50%, 0.00% Floor) | 6.86 % (a) | 01/25/2031 | 1711046 |
| 2250000 | Octagon Investment Partners Ltd., Series 2014-1A-CR3 (3 Month LIBOR USD + 2.75%, 2.75% Floor) | 7.40 % (a) | 02/14/2031 | 2088355 |
| 2500000 | Octagon Investment Partners Ltd., Series 2014-1A-ERR (3 Month LIBOR USD + 5.45%, 5.45% Floor) | 9.77 % (a) | 01/22/2030 | 2058705 |
| 10000000 | Octagon Investment Partners Ltd., Series 2016-1A-DR (3 Month LIBOR USD + 2.95%, 0.00% Floor) | 7.03 % (a) | 07/15/2030 | 8641396 |
| 5460000 | Octagon Investment Partners Ltd., Series 2017-1A-CR (3 Month LIBOR USD + 3.30%, 0.00% Floor) | 7.54 % (a) | 03/17/2030 | 4832037 |
| 1760000 | Octagon Investment Partners Ltd., Series 2017-1A-D (3 Month LIBOR USD + 6.20%, 0.00% Floor) | 10.44 % (a) | 03/17/2030 | 1372096 |
| 1500000 | Octagon Investment Partners Ltd., Series 2018-18A-C (3 Month LIBOR USD + 2.70%, 0.00% Floor) | 6.78 % (a) | 04/16/2031 | 1293288 |
| 2500000 | Octagon Investment Partners Ltd., Series 2018-2A-C (3 Month LIBOR USD + 2.85%, 0.00% Floor) | 7.21 % (a) | 07/25/2030 | 2225310 |
| 3500000 | Octagon Investment Partners Ltd., Series 2019-1A-DR (3 Month LIBOR USD + 3.35%, 3.35% Floor) | 7.59 % (a) | 01/20/2035 | 3215658 |
| 1000000 | Octagon Investment Partners Ltd., Series 2020-5A-D (3 Month LIBOR USD + 3.40%, 3.40% Floor) | 7.48 % (a) | 01/15/2033 | 924369 |
| 1000000 | OHA Credit Funding Ltd., Series 2016-13A-DR (3 Month LIBOR USD + 3.20%, 3.20% Floor) | 7.48 % (a) | 10/25/2034 | 929799 |
| 5000000 | Race Point Ltd., Series 2013-8A-DR2 (3 Month LIBOR USD + 3.50%, 3.50% Floor) | 8.18 % (a) | 02/20/2030 | 4503097 |
| 3500000 | Sound Point Ltd., Series 2016-2A-DR (3 Month LIBOR USD + 3.85%, 3.85% Floor) | 8.09 % (a) | 10/20/2028 | 3363879 |
| 9000000 | Sound Point Ltd., Series 2016-3A-DR (3 Month LIBOR USD + 3.65%, 3.65% Floor) | 7.97 % (a) | 01/23/2029 | 8649687 |
| 7000000 | Sound Point Ltd., Series 2019-2A-DR (3 Month LIBOR USD + 3.30%, 3.30% Floor) | 7.38 % (a) | 07/15/2034 | 6060844 |
| 7000000 | Sound Point Ltd., Series 2019-3A-DR (3 Month LIBOR USD + 3.50%, 3.50% Floor) | 7.86 % (a) | 10/25/2034 | 6144092 |
| 2000000 | Sound Point Ltd., Series 2020-1A-DR (3 Month LIBOR USD + 3.35%, 3.35% Floor) | 7.59 % (a) | 07/20/2034 | 1838552 |
| 4000000 | Sound Point Ltd., Series 2020-3A-D (3 Month LIBOR USD + 3.65%, 3.65% Floor) | 8.01 % (a) | 01/25/2032 | 3627239 |
| 1250000 | Sound Point Ltd., Series 2021-3A-D (3 Month LIBOR USD + 3.25%, 3.25% Floor) | 7.61 % (a) | 10/25/2034 | 1126857 |
| 1000000 | Sound Point Ltd., Series 2021-4A-D (3 Month LIBOR USD + 3.40%, 3.40% Floor) | 7.76 % (a) | 10/25/2034 | 890932 |
| 10000000 | Steward Park Ltd., Series 2015-1A-DR (3 Month LIBOR USD + 2.60%, 2.60% Floor) | 6.68 % (a) | 01/15/2030 | 9013629 |
| 3000000 | Symphony Ltd., Series 2015-16A-DR (3 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.13 % (a) | 10/15/2031 | 2667587 |
| 2250000 | THL Credit Wind River Ltd., Series 2014-1A-DRR (3 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.19 % (a) | 07/18/2031 | 1921756 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1000000 | THL Credit Wind River Ltd., Series 2014-2A-ER (3 Month LIBOR USD + 5.75%, 5.75% Floor) | 9.83 % (a) | 01/15/2031 | 797665 |
| 4000000 | THL Credit Wind River Ltd., Series 2014-3A-DR2 (3 Month LIBOR USD + 3.40%, 3.40% Floor) | 7.72 % (a) | 10/22/2031 | 3425093 |
| 3000000 | THL Credit Wind River Ltd., Series 2017-1A-DR (3 Month LIBOR USD + 3.72%, 3.72% Floor) | 7.91 % (a) | 04/18/2036 | 2559863 |
| 5000000 | THL Credit Wind River Ltd., Series 2017-3A-DR (3 Month LIBOR USD + 3.85%, 3.85% Floor) | 7.93 % (a) | 04/15/2035 | 4452242 |
| 4000000 | THL Credit Wind River Ltd., Series 2018-1A-D (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 6.98 % (a) | 07/15/2030 | 3516908 |
| 2500000 | THL Credit Wind River Ltd., Series 2018-2A-D (3 Month LIBOR USD + 3.00%, 0.00% Floor) | 7.08 % (a) | 07/15/2030 | 2144247 |
| 3000000 | THL Credit Wind River Ltd., Series 2018-3A-D (3 Month LIBOR USD + 2.95%, 2.95% Floor) | 7.19 % (a) | 01/20/2031 | 2606010 |
| 10000000 | Trimaran CAVU LLC, Series 2021-3A-D (3 Month LIBOR USD + 3.78%, 3.78% Floor) | 7.97 % (a) | 01/18/2035 | 9014963 |
| 1000000 | Upland Ltd., Series 2016-1A-CR (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 7.14 % (a) | 04/20/2031 | 913731 |
| 3000000 | Voya Ltd., Series 2014-1A-CR2 (Secured Overnight Financing Rate 3 Month + 3.06%, 0.00% Floor) | 6.99 % (a) | 04/18/2031 | 2536385 |
| 3000000 | Voya Ltd., Series 2017-3A-CR (3 Month LIBOR USD + 3.15%, 0.00% Floor) | 7.39 % (a) | 04/20/2034 | 2710214 |
| 4000000 | Voya Ltd., Series 2018-2A-D (3 Month LIBOR USD + 2.75%, 2.75% Floor) | 6.83 % (a) | 07/15/2031 | 3321261 |
| 5000000 | Wellfleet Ltd., Series 2019-XA-A1R (3 Month LIBOR USD + 1.17%, 0.00% Floor) | 5.41 % (a) | 07/20/2032 | 4818057 |
|  **Total Collateralized Loan Obligations** (Cost $358,375,469) | **Total Collateralized Loan Obligations** (Cost $358,375,469) | **Total Collateralized Loan Obligations** (Cost $358,375,469) | **Total Collateralized Loan Obligations** (Cost $358,375,469) | 324625697 |
|  **Foreign Corporate Bonds - 6.4%** | **Foreign Corporate Bonds - 6.4%** | **Foreign Corporate Bonds - 6.4%** | **Foreign Corporate Bonds - 6.4%** | **Foreign Corporate Bonds - 6.4%** |
| 263000 | 1375209 B.C. Ltd. | 9.00 % (a) | 01/30/2028 | 257411 |
| 500000 | Adani Electricity Mumbai Ltd. | 3.87% | 07/22/2031 | 363122 |
| 3000000 | Adani International Container Terminal Private Ltd. | 3.00% | 02/16/2031 | 2353071 |
| 1406250 | Adani International Container Terminal Private Ltd. | 3.00 % (a) | 02/16/2031 | 1103002 |
| 1000000 | Adani Ports & Special Economic Zone Ltd. | 4.00% | 07/30/2027 | 874598 |
| 214000 | Adani Ports & Special Economic Zone Ltd. | 4.20% | 08/04/2027 | 187992 |
| 1700000 | Adani Ports & Special Economic Zone Ltd. | 4.38% | 07/03/2029 | 1429871 |
| 700000 | Adani Ports & Special Economic Zone Ltd. | 3.10% | 02/02/2031 | 514538 |
| 4500000 | AES Andres B.V. | 5.70 % (a) | 05/04/2028 | 3908340 |
| 3200000 | AI Candelaria Spain S.A. | 5.75 % (a) | 06/15/2033 | 2438656 |
| 900000 | AI Candelaria Spain S.A. | 5.75% | 06/15/2033 | 685872 |
| 800000 | Altice Financing S.A. | 5.00 % (a) | 01/15/2028 | 645720 |
| 1305000 | Altice France Holding S.A. | 6.00 % (a) | 02/15/2028 | 773136 |
| 1660000 | Altice France Holding S.A. | 5.50 % (a) | 10/15/2029 | 1268763 |
| 1050000 | AngloGold Ashanti Holdings PLC | 3.75% | 10/01/2030 | 911591 |
| 540000 | Anheuser-Busch InBev Worldwide, Inc. | 4.90% | 02/01/2046 | 493623 |
| 9128000 | Anheuser-Busch InBev Worldwide, Inc. | 4.60% | 04/15/2048 | 7978457 |
| 340000 | ARD Finance S.A. (7.25% PIK) | 6.50 % (a) | 06/30/2027 | 237018 |
| 15947000 | Australia & New Zealand Banking Group Ltd. (5 Year CMT Rate + 1.70%) (5 Year CMT Rate + 1.70%) | 2.57 % (a) | 11/25/2035 | 11734046 |
| 1066595 | Avation Capital S.A. (9.00% PIK) | 8.25 % (a) | 10/31/2026 | 844504 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 9225000 | Avolon Holdings Funding Ltd. | 3.25 % (a) | 02/15/2027 | 7906902 |
| 2400000 | Banco Davivienda S.A. (10 Year CMT Rate + 5.10%) | 6.65 % (a)(h) | 04/22/2031 | 1854000 |
| 700000 | Banco de Credito del Peru S.A. (5 Year CMT Rate + 3.00%) | 3.13% | 07/01/2030 | 635537 |
| 500000 | Banco de Credito del Peru S.A. (5 Year CMT Rate + 3.00%) | 3.13 % (a) | 07/01/2030 | 453955 |
| 900000 | Banco do Brasil S.A. (10 Year CMT Rate + 6.36%) | 9.00 % (h) | 06/18/2024 | 901904 |
| 1900000 | Banco Internacional del Peru S.A.A. Interbank (1 Year CMT Rate + 3.71%) | 4.00% | 07/08/2030 | 1717173 |
| 550000 | Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.03%) | 6.63 % (h) | 01/24/2032 | 456401 |
| 4000000 | Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.35%) | 7.63 % (h) | 01/10/2028 | 3753470 |
| 300000 | Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.47%) | 7.50 % (h) | 06/27/2029 | 275145 |
| 2521000 | Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.47%) | 7.50 % (a)(h) | 06/27/2029 | 2312139 |
| 4000000 | Bangkok Bank PCL (5 Year CMT Rate + 4.73%) | 5.00 % (h) | 09/23/2025 | 3798267 |
| 4100000 | Bank Hapoalim B.M. | 3.26 % (a)(b) | 01/21/2032 | 3545434 |
| 750000 | Bank Leumi (5 Year CMT Rate + 1.63%) | 3.28 % (a) | 01/29/2031 | 667204 |
| 9226000 | Bank of Montreal (5 Year Swap Rate USD + 1.43%) | 3.80% | 12/15/2032 | 8138557 |
| 12510000 | Bank of Nova Scotia (5 Year CMT Rate + 2.05%) | 4.59% | 05/04/2037 | 10708016 |
| 10485000 | Barclays PLC (3 Month LIBOR USD + 1.38%) | 6.02% | 05/16/2024 | 10485484 |
| 14500000 | BAT Capital Corporation | 3.46% | 09/06/2029 | 12493411 |
| 900000 | BBVA Bancomer S.A. (5 Year CMT Rate + 2.65%) | 5.13% | 01/18/2033 | 809308 |
| 800000 | BBVA Bancomer S.A. (5 Year CMT Rate + 4.31%) | 5.88% | 09/13/2034 | 740243 |
| 1775000 | Bell Telephone Company of Canada | 3.65% | 08/15/2052 | 1300609 |
| 1050278 | Bioceanico Sovereign Certificate Limited | 0.00% | 06/05/2034 | 726267 |
| 12430000 | BNP Paribas S.A. (Secured Overnight Financing Rate + 1.51%) | 3.05 % (a) | 01/13/2031 | 10212912 |
| 1205000 | Bombardier, Inc. | 7.88 % (a) | 04/15/2027 | 1171303 |
| 6480000 | BPCE S.A. | 1.00 % (a) | 01/20/2026 | 5687568 |
| 1400000 | Braskem Idesa SAPI | 6.99% | 02/20/2032 | 1001999 |
| 2300000 | Braskem Netherlands Finance B.V. (5 Year CMT Rate + 8.22%) | 8.50% | 01/23/2081 | 2232264 |
| 2800000 | C&W Senior Financing | 6.88% | 09/15/2027 | 2610104 |
| 2100000 | CAP S.A. | 3.90 % (a) | 04/27/2031 | 1642729 |
| 4000000 | CAP S.A. | 3.90% | 04/27/2031 | 3129008 |
| 4685000 | CCL Industries, Inc. | 3.05 % (a) | 06/01/2030 | 3865095 |
| 1500000 | CEMEX, S.A.B de C.V. (5 Year CMT Rate + 4.53%) | 5.13 % (h) | 06/08/2026 | 1387928 |
| 5000000 | Chile Electricity PEC S.p.A. | 0.00 % (a) | 01/25/2028 | 3617421 |
| 4325000 | CI Financial Corporation | 4.10% | 06/15/2051 | 2562894 |
| 11980000 | Commonwealth Bank of Australia | 4.32 % (a) | 01/10/2048 | 8985223 |
| 400000 | Corporacion Financiera de Desarrollo S.A. (3 Month LIBOR USD + 5.61%) | 5.25% | 07/15/2029 | 383718 |
| 5400000 | Credito Real S.A.B. de C.V. (5 Year CMT Rate + 7.03%) | 9.13 % (f)(h) | 11/29/2027 | 41904 |
| 600000 | DBS Group Holdings Ltd. (5 Year CMT Rate + 1.10%) | 1.82% | 03/10/2031 | 534042 |
| 1252207 | Digicel Group Holdings Ltd. (5.00% + 3.00% PIK) | 8.00 % (a) | 04/01/2025 | 341382 |
| 1809487 | Digicel Group Holdings Ltd. (7.00% PIK) | 7.00 % (a)(h) | 01/17/2023 | 174163 |
| 1750000 | Ecopetrol S.A. | 4.63% | 11/02/2031 | 1340299 |
| 900000 | Ecopetrol S.A. | 5.88% | 05/28/2045 | 628590 |
| 9200000 | Ecopetrol S.A. | 5.88% | 11/02/2051 | 6200729 |
| 1660000 | eG Global Finance PLC | 8.50 % (a) | 10/30/2025 | 1549117 |
| 500000 | EIG Pearl Holdings SARL | 4.39% | 11/30/2046 | 385688 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 4700000 | EIG Pearl Holdings SARL | 3.55% | 08/31/2036 | 3955670 |
| 2388960 | Empresa Electrica Cochrane S.p.A. | 5.50% | 05/14/2027 | 2213133 |
| 5900000 | Empresas Publicas de Medellin ESP | 4.25% | 07/18/2029 | 4693745 |
| 3400000 | Empresas Publicas de Medellin ESP | 4.38% | 02/15/2031 | 2647818 |
| 6030000 | Enbridge, Inc. | 3.40% | 08/01/2051 | 4120511 |
| 3300000 | Equate Petrochemical B.V. | 2.63% | 04/28/2028 | 2883375 |
| 1470000 | EverArc Escrow SARL | 5.00 % (a) | 10/30/2029 | 1207311 |
| 861120 | Fideicomiso P.A. Pacifico Tres | 8.25% | 01/15/2035 | 774793 |
| 1800000 | Freeport Indonesia PT | 5.32 % (a) | 04/14/2032 | 1660022 |
| 1900000 | Freeport Indonesia PT | 6.20% | 04/14/2052 | 1663474 |
| 750000 | Freeport-McMoRan, Inc. | 4.38% | 08/01/2028 | 701355 |
| 400000 | Freeport-McMoRan, Inc. | 5.25% | 09/01/2029 | 386630 |
| 3000000 | Freeport-McMoRan, Inc. | 4.63% | 08/01/2030 | 2799223 |
| 2773980 | Galaxy Pipeline Assets Bidco Ltd. | 2.16 % (a) | 03/31/2034 | 2367125 |
| 1800000 | Galaxy Pipeline Assets Bidco Ltd. | 2.63% | 03/31/2036 | 1455703 |
| 2706284 | Galaxy Pipeline Assets Bidco Ltd. | 2.94% | 09/30/2040 | 2185480 |
| 2050000 | Garda World Security Corporation | 4.63 % (a) | 02/15/2027 | 1813635 |
| 1450000 | Garda World Security Corporation | 6.00 % (a) | 06/01/2029 | 1180080 |
| 5843000 | Glencore Funding LLC | 1.63 % (a) | 04/27/2026 | 5154989 |
| 5525000 | Glencore Funding LLC | 3.38 % (a) | 09/23/2051 | 3606958 |
| 2900000 | Gran Tierra Energy International Holdings Ltd. | 6.25% | 02/15/2025 | 2537947 |
| 300000 | Gran Tierra Energy International Holdings Ltd. | 6.25 % (a) | 02/15/2025 | 262546 |
| 3500000 | Gran Tierra Energy, Inc. | 7.75 % (a) | 05/23/2027 | 2840728 |
| 2410000 | Grifols Escrow Issuer S.A. | 4.75 % (a) | 10/15/2028 | 2083807 |
| 455285 | Guara Notre SARL | 5.20% | 06/15/2034 | 385888 |
| 14830000 | HSBC Holdings PLC (3 Month LIBOR USD + 1.38%) | 6.12% | 09/12/2026 | 14605614 |
| 3452300 | Hunt Oil Company of Peru LLC Sucursal Del Peru | 6.38% | 06/01/2028 | 3291136 |
| 200000 | Indofood CBP Sukses Makmur Tbk PT | 3.54% | 04/27/2032 | 165063 |
| 200000 | Indonesia Asahan Aluminium Persero PT | 5.80% | 05/15/2050 | 168006 |
| 885000 | Intelsat Jackson Holdings S.A. | 6.50 % (a) | 03/15/2030 | 793394 |
| 1278180 | Interoceanica Finance Ltd. | 0.00% | 11/30/2025 | 1179121 |
| 1192690 | Invepar Holdings | 0.00 % (c)(f) | 12/30/2028 |  |
| 2400000 | Inversiones La Construccion S.A. | 4.75% | 02/07/2032 | 1958330 |
| 1150500 | JSW Hydro Energy Ltd. | 4.13 % (a) | 05/18/2031 | 960606 |
| 4200000 | JSW Steel Ltd. | 5.05% | 04/05/2032 | 3321260 |
| 3244000 | Kasikornbank PCL (5 Year CMT Rate + 4.94%) | 5.28 % (h) | 10/14/2025 | 3055475 |
| 2900000 | Korea Development Bank | 1.63% | 01/19/2031 | 2277004 |
| 5000000 | Korea Development Bank | 2.00% | 10/25/2031 | 3976343 |
| 865000 | Kronos Acquisition Holdings, Inc. | 5.00 % (a) | 12/31/2026 | 749306 |
| 705000 | Kronos Acquisition Holdings, Inc. | 7.00 % (a) | 12/31/2027 | 580744 |
| 1892418 | Lima Metro Finance Ltd. | 5.88% | 07/05/2034 | 1841386 |
| 11890000 | Lloyds Banking Group PLC (3 Month LIBOR USD + 1.21%) | 3.57% | 11/07/2028 | 10711992 |
| 6143040 | LLPL Capital Pte Ltd. | 6.88 % (a) | 02/04/2039 | 5425287 |
| 17230000 | Macquarie Group Ltd. (Secured Overnight Financing Rate + 1.53%) | 2.87 % (a) | 01/14/2033 | 13260570 |
| 1340000 | Mattamy Group Corporation | 4.63 % (a) | 03/01/2030 | 1088434 |
| 3750000 | MC Brazil Downstream Trading SARL | 7.25% | 06/30/2031 | 3099592 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1700000 | Mercury Chile Holdco LLC | 6.50 % (a) | 01/24/2027 | 1632000 |
| 2550000 | Mexarrend SAPI de C.V. | 10.25 % (a) | 07/24/2024 | 590195 |
| 1367000 | Mexico Generadora de Energia S. de R.L. | 5.50% | 12/06/2032 | 1319155 |
| 180000 | Millicom International Cellular S.A. | 5.13% | 01/15/2028 | 167696 |
| 4950000 | Minejesa Capital B.V. | 4.63% | 08/10/2030 | 4356990 |
| 7750000 | Minejesa Capital B.V. | 5.63% | 08/10/2037 | 6047368 |
| 800000 | Mong Duong Finance Holdings B.V. | 5.13% | 05/07/2029 | 667063 |
| 850000 | Movida Europe S.A. | 5.25% | 02/08/2031 | 638429 |
| 866778 | MV24 Capital B.V. | 6.75% | 06/01/2034 | 793566 |
| 8705000 | National Australia Bank Ltd. | 2.99 % (a) | 05/21/2031 | 6834293 |
| 6580000 | NatWest Markets PLC | 0.80 % (a) | 08/12/2024 | 6100171 |
| 2400000 | Network i2i Ltd. (5 Year CMT Rate + 3.39%) | 3.98 % (h) | 03/03/2026 | 2100000 |
| 6205000 | NXP B.V. | 3.88% | 06/18/2026 | 5902391 |
| 5637000 | Oleoducto Central S.A. | 4.00% | 07/14/2027 | 4982647 |
| 628000 | Orazul Energy Peru S.A. | 5.63% | 04/28/2027 | 568095 |
| 500000 | Oversea-Chinese Banking Corporation Ltd. (5 Year CMT Rate + 1.58%) | 1.83 % (a) | 09/10/2030 | 449143 |
| 1100000 | Oversea-Chinese Banking Corporation Ltd. (5 Year CMT Rate + 1.58%) | 1.83% | 09/10/2030 | 988114 |
| 1300000 | Parkland Corporation | 4.50 % (a) | 10/01/2029 | 1085125 |
| 950000 | Parkland Corporation | 4.63 % (a) | 05/01/2030 | 787498 |
| 3600000 | Petrobras Global Finance B.V. | 6.75% | 06/03/2050 | 3148169 |
| 2691000 | Petroleos del Peru S.A. | 4.75% | 06/19/2032 | 2084718 |
| 1200000 | Petroleos del Peru S.A. | 5.63% | 06/19/2047 | 786990 |
| 1030000 | Primo Water Holdings, Inc. | 4.38 % (a) | 04/30/2029 | 890715 |
| 300000 | Qatar Energy | 2.25% | 07/12/2031 | 249054 |
| 3700000 | Reliance Industries Ltd. | 2.88% | 01/12/2032 | 3003166 |
| 14010000 | Renesas Electronics Corporation | 2.17 % (a) | 11/25/2026 | 12025850 |
| 280000 | Rutas 2 and 7 Finance Ltd. | 0.00% | 09/30/2036 | 176968 |
| 3050000 | Sasol Financing USA LLC | 5.50% | 03/18/2031 | 2487351 |
| 5123905 | SCC Power PLC (4.00% + 4.00% PIK) | 8.00 % (a) | 12/31/2028 | 1824110 |
| 2775448 | SCC Power PLC (4.00% or 4.00% PIK) | 4.00 % (a) | 05/17/2032 | 110549 |
| 600000 | Scotiabank Peru S.A.A. (3 Month LIBOR USD + 3.86%) | 8.63% | 12/13/2027 | 593049 |
| 1010000 | Seaspan Corporation | 5.50 % (a) | 08/01/2029 | 766721 |
| 3850000 | Shinhan Financial Group Company Ltd. (5 Year CMT Rate + 2.06%) | 2.88 % (a)(h) | 05/12/2026 | 3310038 |
| 200000 | Simpar Europe S.A. | 5.20% | 01/26/2031 | 151766 |
| 1455000 | Superior Plus LP | 4.50 % (a) | 03/15/2029 | 1246127 |
| 600000 | Suzano Austria GmbH | 3.13% | 01/15/2032 | 468629 |
| 350000 | Sydney Airport Finance Company Pty Ltd. | 3.63 % (a) | 04/28/2026 | 329141 |
| 300000 | Telefonica Moviles Chile S.A. | 3.54 % (a) | 11/18/2031 | 246207 |
| 620000 | Telesat LLC | 4.88 % (a) | 06/01/2027 | 279431 |
| 614000 | Telesat LLC | 6.50 % (a) | 10/15/2027 | 178570 |
| 1600000 | Temasek Financial Ltd. | 1.00% | 10/06/2030 | 1236510 |
| 8800000 | Temasek Financial Ltd. | 1.00 % (a) | 10/06/2030 | 6800805 |
| 250000 | Temasek Financial Ltd. | 1.63% | 08/02/2031 | 198398 |
| 1000000 | Titan Acquisition Ltd. | 7.75 % (a) | 04/15/2026 | 902168 |
| 1000000 | TK Elevator US Newco, Inc. | 5.25 % (a) | 07/15/2027 | 889600 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 19630000 | Toronto-Dominion Bank | 4.69% | 09/15/2027 | 19439462 |
| 5000000 | TransCanada PipeLines Ltd. | 4.25% | 05/15/2028 | 4742355 |
| 500000 | Transelec S.A. | 3.88% | 01/12/2029 | 453635 |
| 8766000 | TSMC Global Ltd. | 1.25 % (a) | 04/23/2026 | 7861445 |
| 923278 | UEP Penonome S.A. | 6.50% | 10/01/2038 | 684380 |
| 4708720 | UEP Penonome S.A. | 6.50 % (a) | 10/01/2038 | 3490339 |
| 9700000 | Unifin Financiera S.A.B. de C.V. (5 Year CMT Rate + 6.31%) | 8.88 % (f)(h) | 01/29/2025 | 75660 |
| 300000 | UPL Corporation Ltd. | 4.50% | 03/08/2028 | 252235 |
| 3250000 | UPL Corporation Ltd. | 4.63% | 06/16/2030 | 2568847 |
| 5600000 | Vedanta Resources Finance PLC | 9.25 % (a) | 04/23/2026 | 3636221 |
| 3100000 | Vedanta Resources Ltd. | 6.13% | 08/09/2024 | 1960847 |
| 5720000 | Volkswagen Group of America Finance LLC | 4.25 % (a) | 11/13/2023 | 5666007 |
| 1500000 | VTR Comunicaciones S.p.A. | 5.13% | 01/15/2028 | 933948 |
| 1702000 | VTR Finance NV | 6.38% | 07/15/2028 | 660028 |
| 8070000 | Weir Group PLC | 2.20 % (a) | 05/13/2026 | 7166278 |
| 8200000 | Westpac Banking Corporation (5 Year CMT Rate + 1.53%) | 3.02% | 11/18/2036 | 6115272 |
|  **Total Foreign Corporate Bonds** (Cost $574,212,340) | **Total Foreign Corporate Bonds** (Cost $574,212,340) | **Total Foreign Corporate Bonds** (Cost $574,212,340) | **Total Foreign Corporate Bonds** (Cost $574,212,340) | 456561144 |
|  **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 1.7%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 1.7%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 1.7%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 1.7%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 1.7%** |
| 10305000 | BOC Aviation Ltd. (3 Month LIBOR USD + 1.13%) | 5.85 % (a) | 09/26/2023 | 10292440 |
| 1000000 | Banco Nacional de Comercio Exterior (5 Year CMT Rate + 2.00%) | 2.72% | 08/11/2031 | 837931 |
| 5700000 | Brazilian Government International Bond | 5.63% | 02/21/2047 | 4534768 |
| 200000 | Chile Government International Bond | 2.55% | 01/27/2032 | 164135 |
| 2000000 | Chile Government International Bond | 3.10% | 05/07/2041 | 1443674 |
| 3000000 | Chile Government International Bond | 3.50% | 01/25/2050 | 2174621 |
| 11900000 | Chile Government International Bond | 3.10% | 01/22/2061 | 7453477 |
| 3700000 | Colombia Government International Bond | 3.13% | 04/15/2031 | 2759141 |
| 800000 | Colombia Government International Bond | 3.25% | 04/22/2032 | 584358 |
| 2500000 | Colombia Government International Bond | 5.00% | 06/15/2045 | 1710140 |
| 11150000 | Colombia Government International Bond | 4.13% | 05/15/2051 | 6710504 |
| 4100000 | Dominican Republic International Bond | 4.88 % (a) | 09/23/2032 | 3418625 |
| 500000 | Dominican Republic International Bond | 6.00 % (a) | 02/22/2033 | 452901 |
| 10200000 | Indonesia Government International Bond | 3.70% | 10/30/2049 | 7911437 |
| 17270000 | Mexico Government International Bond | 3.75% | 01/11/2028 | 16336814 |
| 3900000 | Mexico Government International Bond | 2.66% | 05/24/2031 | 3155212 |
| 10700000 | Mexico Government International Bond | 4.28% | 08/14/2041 | 8276689 |
| 2300000 | Mexico Government International Bond | 4.35% | 01/15/2047 | 1736795 |
| 3000000 | Mexico Government International Bond | 4.40% | 02/12/2052 | 2216751 |
| 5535000 | NBN Company Ltd. | 1.45 % (a) | 05/05/2026 | 4889963 |
| 6500000 | Panama Government International Bond | 2.25% | 09/29/2032 | 4837660 |
| 4700000 | Panama Government International Bond | 4.30% | 04/29/2053 | 3412463 |
| 1900000 | Panama Government International Bond | 4.50% | 04/01/2056 | 1392311 |
| 5800000 | Panama Government International Bond | 3.87% | 07/23/2060 | 3760633 |
| 2300000 | Perusahaan Penerbit SBSN Indonesia III | 3.80% | 06/23/2050 | 1791125 |
| 1000000 | Philippine Government International Bond | 3.70% | 03/01/2041 | 820560 |
| 4500000 | Philippine Government International Bond | 3.70% | 02/02/2042 | 3695925 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 3100000 | Philippine Government International Bond | 2.95% | 05/05/2045 | 2246371 |
| 1800000 | Philippine Government International Bond | 2.65% | 12/10/2045 | 1217770 |
| 3200000 | Republic of South Africa Government Bond | 4.30% | 10/12/2028 | 2864000 |
| 200000 | Republic of South Africa Government Bond | 7.30% | 04/20/2052 | 173210 |
| 9500000 | Saudi Government International Bond | 3.45% | 02/02/2061 | 6830101 |
|  **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br>(Cost $137,455,974) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br>(Cost $137,455,974) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br>(Cost $137,455,974) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br>(Cost $137,455,974) | 120102505 |
|  **Municipal Bonds - 0.1%** | **Municipal Bonds - 0.1%** | **Municipal Bonds - 0.1%** | **Municipal Bonds - 0.1%** | **Municipal Bonds - 0.1%** |
| 4430000 | State of California | 7.55% | 04/01/2039 | 5555939 |
|  **Total Municipal Bonds** (Cost $6,259,934) | **Total Municipal Bonds** (Cost $6,259,934) | **Total Municipal Bonds** (Cost $6,259,934) | **Total Municipal Bonds** (Cost $6,259,934) | 5555939 |
|  **Non-Agency Commercial Mortgage Backed Obligations - 6.5%** | **Non-Agency Commercial Mortgage Backed Obligations - 6.5%** | **Non-Agency Commercial Mortgage Backed Obligations - 6.5%** | **Non-Agency Commercial Mortgage Backed Obligations - 6.5%** | **Non-Agency Commercial Mortgage Backed Obligations - 6.5%** |
| 22775500 | Arbor Multifamily Mortgage Securities Trust, Series 2021-MF2-XB | 0.75 % (a)(b)(i) | 06/15/2054 | 1167586 |
| 2638666 | BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ-C | 3.61 % (a)(b) | 08/14/2034 | 2055031 |
| 1790000 | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2015-UBS7-B | 4.34 % (b) | 09/15/2048 | 1625803 |
| 5515000 | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2015-UBS7-C | 4.34 % (b) | 09/15/2048 | 4772163 |
| 4135618 | BANK, Series 2017-BNK8-XA | 0.71 % (b)(i) | 11/15/2050 | 114481 |
| 1005000 | BANK, Series 2020-BN28-AS | 2.14% | 03/15/2063 | 779212 |
| 4009000 | BANK, Series 2021-BN35-A5 | 2.29% | 06/15/2064 | 3232927 |
| 3109000 | BANK, Series 2021-BN37-C | 3.11 % (b) | 11/15/2064 | 2141087 |
| 11034000 | BANK, Series 2022-BNK39-AS | 3.18% | 02/15/2055 | 9024520 |
| 2682000 | BANK, Series 2022-BNK39-E | 2.50 % (a) | 02/15/2055 | 1347685 |
| 4225000 | BBCMS Mortgage Trust, Series 2021-C12-A5 | 2.69% | 11/15/2054 | 3505603 |
| 5364000 | BBCMS Mortgage Trust, Series 2022-C14-A5 | 2.95 % (b) | 02/15/2055 | 4536359 |
| 5785000 | BBCMS Mortgage Trust, Series 2022-C16-A5 | 4.60 % (b) | 06/15/2055 | 5578378 |
| 4598000 | Benchmark Mortgage Trust, Series 2020-B18-AGNF | 4.14 % (a) | 07/15/2053 | 3723875 |
| 4549000 | Benchmark Mortgage Trust, Series 2020-B19-AS | 2.15% | 09/15/2053 | 3537440 |
| 1091000 | Benchmark Mortgage Trust, Series 2020-B19-C | 3.21% | 09/15/2053 | 777122 |
| 90082314 | Benchmark Mortgage Trust, Series 2021-B28-XA | 1.28 % (b)(i) | 08/15/2054 | 6367054 |
| 10350000 | Benchmark Mortgage Trust, Series 2022-B32-AS | 3.41 % (b) | 01/15/2055 | 8446453 |
| 4600000 | BPR Trust, Series 2022-OANA-A (Secured Overnight Financing Rate 1 Month + 1.90%, 1.90% Floor) | 6.23 % (a) | 04/15/2037 | 4499961 |
| 3400000 | BX Trust, Series 2017-SLCT-F (1 Month LIBOR USD + 4.38%, 4.25% Floor) | 8.69 % (a) | 07/15/2034 | 3282296 |
| 11798000 | BX Trust, Series 2019-OC11-E | 3.94 % (a)(b) | 12/09/2041 | 9183570 |
| 13552281 | BX Trust, Series 2021-XL2-E (1 Month LIBOR USD + 1.85%, 1.85% Floor) | 6.16 % (a) | 10/15/2038 | 12773986 |
| 4955000 | CD Commercial Mortgage Trust, Series 2017-CD4-C | 4.35 % (b) | 05/10/2050 | 4052822 |
| 2106902 | CFCRE Commercial Mortgage Trust, Series 2016-C6-A2 | 2.95% | 11/10/2049 | 1927101 |
| 3267000 | CFCRE Commercial Mortgage Trust, Series 2017-C8-B | 4.20 % (b) | 06/15/2050 | 2884212 |
| 1898500 | Citigroup Commercial Mortgage Trust, Series 2015-GC27-D | 4.42 % (a)(b) | 02/10/2048 | 1664549 |
| 3273612 | Citigroup Commercial Mortgage Trust, Series 2015-GC27-XA | 1.31 % (b)(i) | 02/10/2048 | 66971 |
| 4470000 | Citigroup Commercial Mortgage Trust, Series 2016-GC36-D | 2.85 % (a) | 02/10/2049 | 2439967 |
| 37074417 | Citigroup Commercial Mortgage Trust, Series 2016-P3-XA | 1.66 % (b)(i) | 04/15/2049 | 1416165 |
| 39098446 | Citigroup Commercial Mortgage Trust, Series 2016-P4-XA | 1.89 % (b)(i) | 07/10/2049 | 1908188 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 67081695 | Citigroup Commercial Mortgage Trust, Series 2016-P5-XA | 1.38 % (b)(i) | 10/10/2049 | 2635492 |
| 13720000 | Citigroup Commercial Mortgage Trust, Series 2017-C4-B | 4.10 % (b) | 10/12/2050 | 11957324 |
| 4534000 | Citigroup Commercial Mortgage Trust, Series 2019-GC41-B | 3.20% | 08/10/2056 | 3607398 |
| 8478000 | Citigroup Commercial Mortgage Trust, Series 2020-555-F | 3.50 % (a)(b) | 12/10/2041 | 5956043 |
| 7003000 | Citigroup Commercial Mortgage Trust, Series 2020-555-G | 3.50 % (a)(b) | 12/10/2041 | 4566999 |
| 10383000 | Citigroup Commercial Mortgage Trust, Series 2022-GC48-A5 | 4.58 % (b) | 05/15/2054 | 10027811 |
| 1877031 | Commercial Mortgage Pass-Through Trust, Series 2012-CR3-XA | 1.53 % (b)(i) | 10/15/2045 | 66 |
| 1815000 | Commercial Mortgage Pass-Through Trust, Series 2014-CR16-B | 4.58% | 04/10/2047 | 1724108 |
| 3325000 | Commercial Mortgage Pass-Through Trust, Series 2015-CR25-B | 4.52 % (b) | 08/10/2048 | 3073991 |
| 50536614 | Commercial Mortgage Pass-Through Trust, Series 2015-CR26-XA | 0.90 % (b)(i) | 10/10/2048 | 973911 |
| 4310000 | Commercial Mortgage Pass-Through Trust, Series 2015-LC21-C | 4.33 % (b) | 07/10/2048 | 3903204 |
| 44243361 | Commercial Mortgage Pass-Through Trust, Series 2016-DC2-XA | 0.94 % (b)(i) | 02/10/2049 | 998121 |
| 6771200 | CORE Mortgage Trust, Series 2019-CORE-E (1 Month LIBOR USD + 1.90%, 1.90% Floor) | 6.22 % (a) | 12/15/2031 | 6070679 |
| 3461000 | CSAIL Commercial Mortgage Trust, Series 2016-C6-D | 4.92 % (a)(b) | 01/15/2049 | 2673741 |
| 36013311 | CSAIL Commercial Mortgage Trust, Series 2016-C6-XA | 1.86 % (b)(i) | 01/15/2049 | 1690940 |
| 11488000 | CSAIL Commercial Mortgage Trust, Series 2018-C14-C | 4.92 % (b) | 11/15/2051 | 9579557 |
| 400000 | CSAIL Commercial Mortgage Trust, Series 2018-CX12-B | 4.61 % (b) | 08/15/2051 | 349801 |
| 9269000 | CSAIL Commercial Mortgage Trust, Series 2019-C16-B | 3.88% | 06/15/2052 | 7656149 |
| 62866515 | CSAIL Commercial Mortgage Trust, Series 2020-C19-XA | 1.11 % (b)(i) | 03/15/2053 | 3610141 |
| 6269000 | CSMC Trust, Series 2020-NET-C | 3.53 % (a) | 08/15/2037 | 5634149 |
| 7968667 | CSWF Trust, Series 2021-B33-B | 3.64 % (a)(b) | 10/10/2043 | 6031146 |
| 3731000 | CSWF Trust, Series 2021-B33-C | 3.64 % (a)(b) | 10/10/2043 | 2590736 |
| 4475000 | DBJPM Mortgage Trust, Series 2016-C1-C | 3.32 % (b) | 05/10/2049 | 3702074 |
| 51976670 | DBJPM Mortgage Trust, Series 2016-C1-XA | 1.37 % (b)(i) | 05/10/2049 | 1740486 |
| 5000000 | DOLP Trust, Series 2021-NYC-D | 3.70 % (a)(b) | 05/10/2041 | 3299191 |
| 5000000 | DOLP Trust, Series 2021-NYC-E | 3.70 % (a)(b) | 05/10/2041 | 3196096 |
| 2588000 | GS Mortgage Securities Corporation Trust, Series 2018-RIVR-C (1 Month LIBOR USD + 1.25%, 1.25% Floor) | 5.57 % (a) | 07/15/2035 | 2175416 |
| 407188 | GS Mortgage Securities Trust, Series 2011-GC5-XA | 0.00 % (a)(b)(i) | 08/10/2044 | 1 |
| 6484000 | GS Mortgage Securities Trust, Series 2014-GC26-D | 4.52 % (a)(b) | 11/10/2047 | 4385350 |
| 2635000 | GS Mortgage Securities Trust, Series 2015-GC32-B | 4.40 % (b) | 07/10/2048 | 2451790 |
| 92594560 | GS Mortgage Securities Trust, Series 2015-GS1-XA | 0.76 % (b)(i) | 11/10/2048 | 1683665 |
| 1825000 | GS Mortgage Securities Trust, Series 2016-GS2-C | 4.70 % (b) | 05/10/2049 | 1606938 |
| 44488338 | GS Mortgage Securities Trust, Series 2016-GS2-XA | 1.73 % (b)(i) | 05/10/2049 | 1959587 |
| 1070000 | GS Mortgage Securities Trust, Series 2019-GC42-A3 | 2.75% | 09/01/2052 | 919786 |
| 51085139 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1-XA | 0.89 % (b)(i) | 01/15/2049 | 1151975 |
| 6690000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-BCON-E | 3.76 % (a)(b) | 01/05/2031 | 6673391 |
| 7958000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-LOOP-E | 3.86 % (a)(b) | 12/05/2038 | 5486842 |
| 32917392 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18-XA | 0.67 % (b)(i) | 02/15/2047 | 150748 |
| 2766125 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23-C | 4.48 % (b) | 09/15/2047 | 2472748 |
| 8204658 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23-D | 3.98 % (a)(b) | 09/15/2047 | 7001151 |
| 3766500 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25-C | 4.44 % (b) | 11/15/2047 | 3276393 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 40976536 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25-XA | 0.81 % (b)(i) | 11/15/2047 | 503970 |
| 1684000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27-B | 3.90% | 02/15/2048 | 1557328 |
| 12131110 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27-D | 3.81 % (a)(b) | 02/15/2048 | 9887168 |
| 4987000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C29-C | 4.18 % (b) | 05/15/2048 | 4415737 |
| 48169401 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30-XA | 0.43 % (b)(i) | 07/15/2048 | 444416 |
| 37534931 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31-XA | 0.82 % (b)(i) | 08/15/2048 | 657259 |
| 4138000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C32-C | 4.65 % (b) | 11/15/2048 | 3007236 |
| 1000000 | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR4-C | 4.94 % (b) | 03/10/2052 | 829414 |
| 7675000 | JPMDB Commercial Mortgage Securities Trust, Series 2016-C2-AS | 3.48% | 06/15/2049 | 6998301 |
| 45786047 | JPMDB Commercial Mortgage Securities Trust, Series 2016-C2-XA | 1.49 % (b)(i) | 06/15/2049 | 1694803 |
| 5425000 | LSTAR Commercial Mortgage Trust, Series 2016-4-C | 4.60 % (a)(b) | 03/10/2049 | 4862187 |
| 4500000 | MKT Mortgage Trust, Series 2020-525M-F | 2.94 % (a)(b) | 02/12/2040 | 2450410 |
| 3000000 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18-C | 4.47 % (b) | 10/15/2047 | 2776429 |
| 26581168 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20-XA | 1.25 % (b)(i) | 02/15/2048 | 468490 |
| 75089000 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23-XB | 0.14 % (a)(b)(i) | 07/15/2050 | 316913 |
| 44387045 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C30-XA | 1.35 % (b)(i) | 09/15/2049 | 1636288 |
| 6364000 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33-B | 4.11% | 05/15/2050 | 5619496 |
| 5238000 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C34-D | 2.70 % (a) | 11/15/2052 | 3489590 |
| 24503392 | Morgan Stanley Capital Trust, Series 2016-UB11-XA | 1.44 % (b)(i) | 08/15/2049 | 997068 |
| 3999000 | Morgan Stanley Capital Trust, Series 2017-HR2-C | 4.34 % (b) | 12/15/2050 | 3395205 |
| 2108000 | Natixis Commercial Mortgage Securities Trust, Series 2018-FL1-C (1 Month LIBOR USD + 2.20%, 2.20% Floor) | 6.52 % (a) | 06/15/2035 | 1884614 |
| 4539000 | SG Commercial Mortgage Securities Trust, Series 2016-C5-B | 3.93% | 10/10/2048 | 3903568 |
| 44606535 | SG Commercial Mortgage Securities Trust, Series 2016-C5-XA | 1.88 % (b)(i) | 10/10/2048 | 1993314 |
| 10336000 | SLG Office Trust, Series 2021-OVA-E | 2.85 % (a) | 07/15/2041 | 7248111 |
| 9660000 | SLG Office Trust, Series 2021-OVA-F | 2.85 % (a) | 07/15/2041 | 6323726 |
| 7211753 | TTAN, Series 2021-MHC-F (1 Month LIBOR USD + 2.90%, 2.90% Floor) | 7.22 % (a) | 03/15/2038 | 6713188 |
| 8911000 | UBS Commercial Mortgage Trust, Series 2017-C1-B | 4.04% | 06/15/2050 | 7754865 |
| 11933000 | UBS Commercial Mortgage Trust, Series 2017-C2-B | 3.99 % (b) | 08/15/2050 | 10404797 |
| 2491000 | UBS Commercial Mortgage Trust, Series 2017-C6-B | 4.15 % (b) | 12/15/2050 | 2132273 |
| 1450000 | UBS Commercial Mortgage Trust, Series 2017-C7-B | 4.29 % (b) | 12/15/2050 | 1273996 |
| 6958000 | UBS Commercial Mortgage Trust, Series 2017-C7-C | 4.62 % (b) | 12/15/2050 | 5888332 |
| 559000 | UBS Commercial Mortgage Trust, Series 2018-C10-C | 5.05 % (b) | 05/15/2051 | 474678 |
| 7293000 | UBS Commercial Mortgage Trust, Series 2018-C11-C | 4.90 % (b) | 06/15/2051 | 6124662 |
| 2896000 | UBS Commercial Mortgage Trust, Series 2018-C12-C | 4.94 % (b) | 08/15/2051 | 2440660 |
| 3513520 | UBS-Barclays Commercial Mortgage Trust, Series 2013-C5-B | 3.65 % (a)(b) | 03/10/2046 | 3501018 |
| 7795924 | UBS-Barclays Commercial Mortgage Trust, Series 2013-C5-C | 4.07 % (a)(b) | 03/10/2046 | 7130508 |
| 1374000 | UBS-Barclays Commercial Mortgage Trust, Series 2013-C5-D | 4.07 % (a)(b) | 03/10/2046 | 921876 |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 204065 | Wachovia Bank Commercial Mortgage Trust, Series 2006-C29-IO | 0.17 % (b)(i) | 11/15/2048 | 80 |
| 4891000 | Wells Fargo Commercial Mortgage Trust, Series 2015-C31-C | 4.60 % (b) | 11/15/2048 | 4381374 |
| 38143164 | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1-XA | 1.07 % (b)(i) | 05/15/2048 | 677068 |
| 50701004 | Wells Fargo Commercial Mortgage Trust, Series 2015-P2-XA | 0.93 % (b)(i) | 12/15/2048 | 1127692 |
| 7687000 | Wells Fargo Commercial Mortgage Trust, Series 2016-C35-B | 3.44% | 07/15/2048 | 6467292 |
| 7224000 | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS6-B | 3.81% | 11/15/2049 | 6365859 |
| 58876398 | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS6-XA | 1.58 % (b)(i) | 11/15/2049 | 2497778 |
| 2638000 | Wells Fargo Commercial Mortgage Trust, Series 2018-C45-C | 4.73% | 06/15/2051 | 2230657 |
| 7228000 | Wells Fargo Commercial Mortgage Trust, Series 2018-C46-C | 4.98 % (b) | 08/15/2051 | 6013593 |
| 12408000 | Wells Fargo Commercial Mortgage Trust, Series 2018-C47-C | 4.93 % (b) | 09/15/2061 | 10383053 |
| 6546000 | Wells Fargo Commercial Mortgage Trust, Series 2018-C48-C | 5.07 % (b) | 01/15/2052 | 5590742 |
| 20830217 | Wells Fargo Commercial Mortgage Trust, Series 2019-C49-XA | 1.26 % (b)(i) | 03/15/2052 | 1152121 |
| 10776000 | Wells Fargo Commercial Mortgage Trust, Series 2019-C50-C | 4.35% | 05/15/2052 | 8683927 |
| 2705000 | Wells Fargo Commercial Mortgage Trust, Series 2020-C55-B | 3.14% | 02/15/2053 | 2111476 |
| 5510000 | Wells Fargo Commercial Mortgage Trust, Series 2020-C58-B | 2.70% | 07/15/2053 | 4037860 |
| 119167881 | Wells Fargo Commercial Mortgage Trust, Series 2021-C59-XA | 1.54 % (b)(i) | 04/15/2054 | 9900229 |
| 2436000 | Wells Fargo Commercial Mortgage Trust, Series 2021-C61-C | 3.31% | 11/15/2054 | 1760287 |
| 56758478 | WF-RBS Commercial Mortgage Trust, Series 2014-C21-XA | 1.00 % (b)(i) | 08/15/2047 | 735159 |
| 41276694 | WF-RBS Commercial Mortgage Trust, Series 2014-C22-XA | 0.78 % (b)(i) | 09/15/2057 | 390259 |
|  **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $609,844,110) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $609,844,110) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $609,844,110) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $609,844,110) | 464106102 |
|  **Non-Agency Residential Collateralized Mortgage Obligations - 12.4%** | **Non-Agency Residential Collateralized Mortgage Obligations - 12.4%** | **Non-Agency Residential Collateralized Mortgage Obligations - 12.4%** | **Non-Agency Residential Collateralized Mortgage Obligations - 12.4%** | **Non-Agency Residential Collateralized Mortgage Obligations - 12.4%** |
| 6297315 | Adjustable Rate Mortgage Trust, Series 2007-1-4A1 | 4.97 % (b) | 03/25/2037 | 4539764 |
| 20451 | Adjustable Rate Mortgage Trust, Series 2007-3-1A1 | 4.03 % (a)(b) | 11/25/2037 | 19461 |
| 3683983 | AJAX Mortgage Loan Trust, Series 2020-A-A | 2.38 % (a)(e) | 12/25/2059 | 3605149 |
| 901335 | AJAX Mortgage Loan Trust, Series 2020-D-A | 2.25 % (a)(e) | 06/25/2060 | 843797 |
| 4335401 | AlphaFlow Transitional Mortgage Trust, Series 2021-WL1-A1 | 3.28 % (a)(e) | 01/25/2026 | 4144368 |
| 3100000 | AMSR Trust, Series 2019-SFR1-E | 3.47 % (a) | 01/19/2039 | 2686197 |
| 10000000 | AMSR Trust, Series 2021-SFR1-F | 3.60 % (a)(b) | 06/17/2038 | 7801380 |
| 3000000 | AMSR Trust, Series 2021-SFR2-E1 | 2.48 % (a) | 08/17/2038 | 2522653 |
| 2500000 | AMSR Trust, Series 2021-SFR2-E2 | 2.58 % (a) | 08/17/2038 | 2096359 |
| 4500000 | AMSR Trust, Series 2021-SFR2-F1 | 3.28 % (a) | 08/17/2038 | 3779501 |
| 2000000 | AMSR Trust, Series 2021-SFR2-F2 | 3.67 % (a) | 08/17/2038 | 1680215 |
| 50246 | Angel Oak Mortgage Trust LLC, Series 2018-3-A1 | 3.65 % (a)(b) | 09/25/2048 | 50032 |
| 71519 | Angel Oak Mortgage Trust LLC, Series 2018-3-A2 | 3.75 % (a)(b) | 09/25/2048 | 71197 |
| 68052 | Angel Oak Mortgage Trust LLC, Series 2018-3-A3 | 3.85 % (a)(b) | 09/25/2048 | 67737 |
| 11262875 | Argent Securities Trust, Series 2006-M1-A2C (1 Month LIBOR USD + 0.30%, 0.30% Floor) | 4.69% | 07/25/2036 | 3093173 |
| 14341760 | Argent Securities Trust, Series 2006-M1-A2D (1 Month LIBOR USD + 0.48%, 0.48% Floor) | 4.87% | 07/25/2036 | 3938524 |
| 130737 | Banc of America Funding Trust, Series 2005-G-A3 | 2.39 % (b) | 10/20/2035 | 90506 |
| 118755 | Banc of America Funding Trust, Series 2006-2-6A2 | 5.50% | 03/25/2036 | 112058 |
| 86331 | Banc of America Funding Trust, Series 2006-6-1A2 | 6.25% | 08/25/2036 | 75709 |
| 249377 | Bear Stearns Asset Backed Securities Trust, Series 2007-SD1-1A3A | 6.50% | 10/25/2036 | 135296 |
| 9100000 | CAFL Issuer LLC, Series 2021-RTL1-A1 | 2.24 % (a)(e) | 03/28/2029 | 8315156 |
| 6192298 | Carrington Mortgage Loan Trust, Series 2006-NC5-A3 (1 Month LIBOR USD + 0.15%, 0.15% Floor, 14.50% Cap) | 4.54% | 01/25/2037 | 5251772 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1315338 | Chase Mortgage Finance Trust, Series 2007-A2-6A4 | 3.49 % (b) | 07/25/2037 | 1130973 |
| 802736 | Chase Mortgage Finance Trust, Series 2007-S3-2A1 | 5.50% | 05/25/2037 | 189875 |
| 171213 | CHL Mortgage Pass-Through Trust, Series 2005-28-A7 | 5.25% | 11/01/2035 | 97989 |
| 407108 | CHL Mortgage Pass-Through Trust, Series 2007-10-A5 | 6.00% | 07/25/2037 | 200557 |
| 168935 | CHL Mortgage Pass-Through Trust, Series 2007-15-1A16 | 6.25% | 09/25/2037 | 106771 |
| 431646 | CHL Mortgage Pass-Through Trust, Series 2007-3-A17 | 6.00% | 04/25/2037 | 232729 |
| 6953000 | CIM Trust, Series 2020-R2-M2 | 3.00 % (a)(b) | 10/25/2059 | 5293922 |
| 26025 | Citicorp Mortgage Securities, Inc., Series 2005-1-1A4 | 5.50% | 02/25/2035 | 23807 |
| 106307 | Citicorp Residential Mortgage Trust, Series 2006-2-A5 | 4.95% | 09/25/2036 | 105740 |
| 4104719 | Citigroup Mortgage Loan Trust, Series 2007-OPX1-A1A (1 Month LIBOR USD + 0.07%, 0.07% Floor) | 4.46% | 01/25/2037 | 1762971 |
| 27375927 | Citigroup Mortgage Loan Trust, Series 2019-A-PT1 | 3.92 % (a) | 10/25/2058 | 22716106 |
| 49823321 | Citigroup Mortgage Loan Trust, Series 2021-RP2-A1 | 1.75 % (a)(b) | 03/25/2065 | 45056365 |
| 5674000 | Citigroup Mortgage Loan Trust, Series 2021-RP2-M1 | 3.25 % (a)(b) | 03/25/2065 | 4910922 |
| 4752000 | Citigroup Mortgage Loan Trust, Series 2021-RP2-M2 | 3.40 % (a)(b) | 03/25/2065 | 3978079 |
| 4413000 | Citigroup Mortgage Loan Trust, Series 2021-RP2-M3 | 3.40 % (a)(b) | 03/25/2065 | 3524031 |
| 12956090 | Citigroup Mortgage Loan Trust, Series 2021-RP2-PT1 | 6.20 % (a)(b) | 03/25/2065 | 12493014 |
| 60137 | CitiMortgage Alternative Loan Trust, Series 2006-A2-A2 | 6.00% | 05/25/2036 | 53277 |
| 36943 | CitiMortgage Alternative Loan Trust, Series 2006-A5-3A3 | 6.00% | 10/25/2036 | 30244 |
| 249074 | CitiMortgage Alternative Loan Trust, Series 2007-A1-1A7 | 6.00% | 01/25/2037 | 219917 |
| 7456054 | CitiMortgage Alternative Loan Trust, Series 2007-A2-1A5 | 6.00% | 02/25/2037 | 6469164 |
| 3684241 | CitiMortgage Alternative Loan Trust, Series 2007-A5-1A10 | 5.75% | 05/25/2037 | 3285406 |
| 14323233 | COLT Mortgage Loan Trust, Series 2022-4-A1 | 4.30 % (a)(b) | 03/25/2067 | 13738953 |
| 1000000 | CoreVest American Finance Trust, Series 2020-4-E | 3.38 % (a) | 12/15/2052 | 733849 |
| 70566 | Countrywide Alternative Loan Trust, Series 2005-20CB-1A1 | 5.50% | 07/25/2035 | 54670 |
| 130373 | Countrywide Alternative Loan Trust, Series 2005-28CB-3A6 | 6.00% | 08/25/2035 | 63322 |
| 13001241 | Countrywide Alternative Loan Trust, Series 2005-37T1-A5 (1 Month LIBOR USD + 0.45%, 0.45% Floor, 5.50% Cap) | 4.84% | 09/25/2035 | 8038739 |
| 484363 | Countrywide Alternative Loan Trust, Series 2005-46CB-A22 | 5.25% | 10/25/2035 | 342963 |
| 7645175 | Countrywide Alternative Loan Trust, Series 2005-49CB-A2 | 5.50% | 11/25/2035 | 5256167 |
| 73851 | Countrywide Alternative Loan Trust, Series 2005-J10-1A13 (1 Month LIBOR USD + 0.70%, 0.70% Floor, 5.50% Cap) | 5.09% | 10/25/2035 | 50699 |
| 256351 | Countrywide Alternative Loan Trust, Series 2006-26CB-A9 | 6.50% | 09/25/2036 | 147341 |
| 6151369 | Countrywide Alternative Loan Trust, Series 2006-42-1A8 | 6.00% | 01/25/2047 | 3716153 |
| 977702 | Countrywide Alternative Loan Trust, Series 2007-12T1-A1 | 6.00% | 06/25/2037 | 486511 |
| 6190740 | Countrywide Alternative Loan Trust, Series 2007-12T1-A3 | 6.00% | 06/25/2037 | 3080553 |
| 1035586 | Countrywide Alternative Loan Trust, Series 2007-16CB-2A1 (1 Month LIBOR USD + 0.45%, 0.45% Floor, 7.00% Cap) | 4.84% | 08/25/2037 | 327859 |
| 299880 | Countrywide Alternative Loan Trust, Series 2007-16CB-2A2 (-8 x 1 Month LIBOR USD + 54.58%, 0.00% Floor, 54.58% Cap) | 18.01 % (j) | 08/25/2037 | 430807 |
| 56624 | Countrywide Alternative Loan Trust, Series 2007-17CB-1A10 (-5 x 1 Month LIBOR USD + 29.90%, 0.00% Floor, 29.90% Cap) | 9.71 % (j) | 08/25/2037 | 54604 |
| 263355 | Countrywide Alternative Loan Trust, Series 2007-18CB-2A17 | 6.00% | 08/25/2037 | 162156 |
| 1376587 | Countrywide Alternative Loan Trust, Series 2007-23CB-A3 (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap) | 4.89% | 09/25/2037 | 624205 |
| 1352263 | Countrywide Alternative Loan Trust, Series 2007-23CB-A4 (-1 x 1 Month LIBOR USD + 6.50%, 0.00% Floor, 6.50% Cap) | 2.11 % (i)(j) | 09/25/2037 | 237124 |
| 718388 | Countrywide Alternative Loan Trust, Series 2007-4CB-2A1 | 7.00% | 03/25/2037 | 78364 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 5973724 | Countrywide Alternative Loan Trust, Series 2007-8CB-A1 | 5.50% | 05/25/2037 | 3387611 |
| 5112561 | Countrywide Alternative Loan Trust, Series 2007-OA8-2A1 (1 Month LIBOR USD + 0.36%, 0.36% Floor) | 4.75% | 06/25/2047 | 3737660 |
| 58498 | Credit Suisse First Boston Mortgage Securities Corporation, Series 2005-10-5A5 | 5.50% | 11/25/2035 | 43959 |
| 651224 | Credit Suisse First Boston Mortgage Securities Corporation, Series 2005-8-1A3 | 5.25% | 09/25/2035 | 533399 |
| 3035076 | Credit Suisse Mortgage Capital Certificates, Series 2009-3R-19A2 | 6.00 % (a) | 01/27/2038 | 1466983 |
| 7318300 | Credit-Based Asset Servicing and Securitization LLC, Series<br>2007-RP1-A (1 Month LIBOR USD + 0.31%, 0.31% Floor) | 4.35 % (a) | 05/25/2046 | 6084861 |
| 2364895 | CSMC Mortgage-Backed Trust, Series 2006-4-6A1 | 6.00% | 05/25/2036 | 1031435 |
| 19564 | CSMC Mortgage-Backed Trust, Series 2006-4-7A1 | 5.50% | 09/25/2056 | 10439 |
| 61763 | CSMC Mortgage-Backed Trust, Series 2007-1-3A1 | 6.00% | 02/25/2057 | 10896 |
| 10879 | CSMC Mortgage-Backed Trust, Series 2007-2-2A1 | 5.00% | 03/25/2037 | 8433 |
| 745127 | CSMC Trust, Series 2010-4R-3A17 | 6.00 % (a)(b)(c) | 06/26/2037 | 651924 |
| 31398393 | CSMC Trust, Series 2020-RPL1-PT1 | 3.35 % (a)(b) | 10/25/2069 | 24967139 |
| 9035400 | CSMC Trust, Series 2020-RPL4-M1 | 2.50 % (a) | 01/25/2060 | 6904296 |
| 3522809 | CSMC Trust, Series 2021-JR1-A1 | 2.47 % (a)(b) | 09/27/2066 | 3365734 |
| 7201681 | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA1-A1 (1 Month LIBOR USD + 0.15%, 0.15% Floor) | 4.54% | 02/25/2047 | 4265563 |
| 4953617 | Deutsche ALT-A Securities, Inc. Mortgage Loan Trust, Series 2005-6-2A1 | 5.50% | 12/25/2035 | 4208480 |
| 4610945 | Deutsche ALT-A Securities, Inc. Mortgage Loan Trust, Series 2005-AR2-2A1 | 3.49 % (b) | 10/25/2035 | 3786781 |
| 431769 | Deutsche Mortgage Securities, Inc., Series 2006-PR1-3A1 (-1 x 1 Month LIBOR USD + 12.12%, 12.12% Cap) | 6.08 % (a)(j) | 04/15/2036 | 391935 |
| 49424 | Deutsche Mortgage Securities, Inc., Series 2006-PR1-4AI2 (-2 x 1 Month LIBOR USD + 14.60%, 14.61% Cap) | 6.36 % (a)(j) | 04/15/2036 | 45116 |
| 785603 | Deutsche Mortgage Securities, Inc., Series 2006-PR1-5AI4 (-1 x 1 Month LIBOR USD + 12.12%, 12.12% Cap) | 6.08 % (a)(j) | 04/15/2036 | 687117 |
| 20000000 | Federal Home Loan Mortgage Corporation STACR REMIC Trust, Series 2021-HQA2-M2 (Secured Overnight Financing Rate 30 Day Average + 2.05%, 0.00% Floor) | 5.98 % (a) | 12/25/2033 | 18236502 |
| 15984000 | First Franklin Mortgage Loan Trust, Series 2006-FF15-A6 (1 Month LIBOR USD + 0.31%, 0.31% Floor) | 4.70% | 11/25/2036 | 13053142 |
| 11111803 | First Franklin Mortgage Loan Trust, Series 2007-FF2-A1 (1 Month LIBOR USD + 0.14%, 0.14% Floor) | 4.53% | 03/25/2037 | 6428248 |
| 204719 | First Horizon Alternative Mortgage Securities Trust, Series 2006-FA2-1A5 | 6.00% | 05/25/2036 | 93461 |
| 2683820 | First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8-1A1 | 6.25% | 02/25/2037 | 1197806 |
| 38338 | First Horizon Alternative Mortgage Securities Trust, Series 2006-RE1-A1 | 5.50 % (b) | 05/25/2035 | 26711 |
| 16440000 | FMC GMSR Issuer Trust, Series 2021-GT2-A | 3.85 % (a)(b) | 10/25/2026 | 13230649 |
| 6944000 | GCAT Trust, Series 2021-NQM6-M1 | 3.41 % (a)(b) | 08/25/2066 | 4515844 |
| 1460058 | GMACM Mortgage Loan Trust, Series 2006-J1-A6 | 5.75% | 04/25/2036 | 1238731 |
| 7546000 | GS Mortgage-Backed Securities Trust, Series 2020-NQM1-M1 | 3.29 % (a)(b) | 09/27/2060 | 5873108 |
| 8981 | GSAA Home Equity Trust, Series 2005-7-AF5 | 5.11% | 05/25/2035 | 8750 |
| 952379 | GSAA Home Equity Trust, Series 2007-10-A1A | 6.00% | 11/25/2037 | 589285 |
| 947398 | GSAA Home Equity Trust, Series 2007-10-A2A | 6.50% | 11/25/2037 | 432341 |
| 1486689 | GSR Mortgage Loan Trust, Series 2006-3F-4A1 | 6.00% | 03/25/2036 | 1297862 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 22702102 | GSR Mortgage Loan Trust, Series 2006-OA1-1A1 (1 Month LIBOR USD + 0.44%, 0.44% Floor) | 4.83% | 08/25/2046 | 5495984 |
| 89256 | GSR Mortgage Loan Trust, Series 2007-1F-2A2 | 5.50% | 01/25/2037 | 170549 |
| 11354125 | Harborview Mortgage Loan Trust, Series 2005-7-2A1 (1 Month LIBOR USD + 0.57%, 0.57% Floor, 11.00% Cap) | 4.91% | 06/19/2045 | 7214672 |
| 2577106 | Home Partners of America Trust, Series 2021-1-D | 2.48 % (a) | 09/17/2041 | 2010385 |
| 1184595 | Home Partners of America Trust, Series 2021-1-E | 2.58 % (a) | 09/17/2041 | 908872 |
| 1333106 | Home Partners of America Trust, Series 2021-1-F | 3.33 % (a) | 09/17/2041 | 1030919 |
| 5250000 | Homeward Opportunities Fund Trust, Series 2020-2-M1 | 3.90 % (a)(b) | 05/25/2065 | 4519233 |
| 4264105 | Homeward Opportunities Fund Trust, Series 2020-BPL1-A1 | 3.23 % (a)(e) | 08/25/2025 | 4255791 |
| 22749416 | HSI Asset Securitization Corporation Trust, Series 2006-HE1-1A1 (1 Month LIBOR USD + 0.28%, 0.28% Floor) | 4.67% | 10/25/2036 | 7539389 |
| 10202847 | HSI Asset Securitization Corporation Trust, Series 2007-NC1-A3 (1 Month LIBOR USD + 0.18%, 0.18% Floor) | 4.22% | 04/25/2037 | 7097763 |
| 25653378 | Impac Secured Assets Trust, Series 2006-5-1A1C (1 Month LIBOR USD + 0.54%, 0.54% Floor, 11.50% Cap) | 4.93% | 02/25/2037 | 22964327 |
| 2728000 | Imperial Fund Mortgage Trust, Series 2021-NQM4-M1 | 3.45 % (a)(b) | 01/25/2057 | 1764400 |
| 1495772 | IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1-A11 (1 Month LIBOR USD + 0.36%, 0.36% Floor) | 4.75% | 07/25/2047 | 1031367 |
| 1487448 | IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1-A24 (1 Month LIBOR USD + 0.62%, 0.62% Floor) | 5.01% | 07/25/2047 | 1106400 |
| 3152400 | JP Morgan Alternative Loan Trust, Series 2005-A2-1M1 (1 Month LIBOR USD + 0.69%, 0.69% Floor, 11.50% Cap) | 5.08% | 01/25/2036 | 2990107 |
| 82503 | JP Morgan Alternative Loan Trust, Series 2006-S2-A4 | 6.69% | 05/25/2036 | 81671 |
| 2998412 | JP Morgan Alternative Loan Trust, Series 2006-S3-A4 | 6.81% | 08/25/2036 | 2790495 |
| 39576 | JP Morgan Alternative Loan Trust, Series 2006-S3-A6 | 6.62% | 08/25/2036 | 37427 |
| 38000 | JP Morgan Alternative Loan Trust, Series 2006-S4-A6 | 6.21% | 12/25/2036 | 36465 |
| 13972103 | JP Morgan Mortgage Acquisition Trust, Series 2006-WMC2-A5 (1 Month LIBOR USD + 0.50%, 0.50% Floor) | 4.89% | 07/25/2036 | 6450195 |
| 16548143 | JP Morgan Mortgage Acquisition Trust, Series 2006-WMC3-A4 (1 Month LIBOR USD + 0.30%, 0.30% Floor) | 4.69% | 08/25/2036 | 11655124 |
| 13609962 | JP Morgan Mortgage Acquisition Trust, Series 2006-WMC4-A5 (1 Month LIBOR USD + 0.21%, 0.21% Floor) | 4.60% | 12/25/2036 | 7459891 |
| 2375868 | JP Morgan Mortgage Trust, Series 2006-S1-2A9 | 6.50% | 04/25/2036 | 2363834 |
| 164812 | JP Morgan Mortgage Trust, Series 2007-S3-1A7 | 6.00% | 08/25/2037 | 91479 |
| 24157746 | Legacy Mortgage Asset Trust, Series 2019-RPL3-PT1 | 0.00 % (a) | 06/25/2058 | 20336464 |
| 7000000 | Legacy Mortgage Asset Trust, Series 2021-GS3-A2 | 3.25 % (a)(e) | 07/25/2061 | 5778474 |
| 3599235 | Lehman Mortgage Trust, Series 2005-9N-1A1 (1 Month LIBOR USD + 0.27%, 0.27% Floor) | 4.66% | 02/25/2036 | 3132580 |
| 371764 | Lehman Mortgage Trust, Series 2006-3-1A5 | 6.00% | 07/25/2036 | 193040 |
| 26118 | Lehman Mortgage Trust, Series 2006-9-1A19 (-5 x 1 Month LIBOR USD + 30.68%, 0.00% Floor, 30.68% Cap) | 10.49 % (j) | 01/25/2037 | 25416 |
| 522323 | Lehman Mortgage Trust, Series 2007-10-2A1 | 6.50% | 01/25/2038 | 175098 |
| 3789278 | Lehman Mortgage Trust, Series 2007-1-1A2 (1 Month LIBOR USD + 0.32%, 0.32% Floor) | 4.71% | 02/25/2037 | 3614677 |
| 9706290 | Lehman Mortgage Trust, Series 2007-15N-3A1 (1 Month LIBOR USD + 0.25%, 0.25% Floor) | 4.29% | 08/25/2047 | 7857178 |
| 92541 | Lehman Mortgage Trust, Series 2007-2-1A1 | 5.75% | 02/25/2037 | 64021 |
| 9495211 | Lehman Mortgage Trust, Series 2007-3-2A3 (1 Month LIBOR USD + 0.48%, 0.48% Floor) | 4.87% | 03/25/2037 | 8554293 |

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---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 4200000 | LHOME Mortgage Trust, Series 2021-RTL1-A2 | 2.86 % (a)(b) | 02/25/2026 | 3740917 |
| 35330623 | Long Beach Mortgage Loan Trust, Series 2006-2-2A3 (1 Month LIBOR USD + 0.38%, 0.38% Floor) | 4.77% | 03/25/2046 | 13026712 |
| 13581800 | Long Beach Mortgage Loan Trust, Series 2006-3-2A3 (1 Month LIBOR USD + 0.36%, 0.36% Floor) | 4.75% | 05/25/2046 | 4593575 |
| 15793976 | Long Beach Mortgage Loan Trust, Series 2006-6-2A3 (1 Month LIBOR USD + 0.30%, 0.30% Floor) | 4.69% | 07/25/2036 | 6481641 |
| 73761 | MASTR Alternative Loans Trust, Series 2005-2-3A1 | 6.00% | 03/25/2035 | 62942 |
| 4727919 | MASTR Alternative Loans Trust, Series 2006-1-A5 | 6.00% | 02/25/2036 | 2388541 |
| 33026 | MASTR Alternative Loans Trust, Series 2007-1-2A7 | 6.00% | 10/25/2036 | 10445 |
| 12486593 | MASTR Asset Backed Securities Trust, Series 2005-NC2-A3 (1 Month LIBOR USD + 0.50%, 0.50% Floor) | 4.89% | 11/25/2035 | 7217069 |
| 774692 | MASTR Asset Securitization Trust, Series 2006-2-1A11 (1 Month LIBOR USD + 6.00%, 6.00% Floor) | 6.00% | 06/25/2036 | 516275 |
| 1654201 | Merrill Lynch Alternative Note Asset Trust, Series 2007-F1-2A8 | 6.00% | 03/25/2037 | 662285 |
| 9204020 | Merrill Lynch Alternative Note Asset Trust, Series 2007-OAR4-A1 (1 Month LIBOR USD + 0.50%, 0.50% Floor) | 4.89% | 08/25/2037 | 7761888 |
| 5906059 | Merrill Lynch Mortgage Investors Trust, Series 2007-MLN1-A1 (1 Month LIBOR USD + 0.25%, 0.25% Floor) | 4.64% | 03/25/2037 | 4719493 |
| 3548084 | MFA Trust, Series 2021-NPL1-A1 | 2.36 % (a)(e) | 03/25/2060 | 3346739 |
| 7838687 | Morgan Stanley Capital Trust, Series 2006-HE5-A2C (1 Month LIBOR USD + 0.28%, 0.28% Floor) | 4.67% | 08/25/2036 | 4150358 |
| 19538 | Morgan Stanley Mortgage Loan Trust, Series 2004-1-1A1 | 5.00% | 11/25/2033 | 14617 |
| 472880 | Morgan Stanley Mortgage Loan Trust, Series 2005-7-7A4 | 5.50% | 11/25/2035 | 429949 |
| 1722224 | Morgan Stanley Mortgage Loan Trust, Series 2006-7-3A | 5.14 % (b) | 06/25/2036 | 1144045 |
| 26969441 | Morgan Stanley Mortgage Loan Trust, Series 2007-2AX-2A2 (1 Month LIBOR USD + 0.32%, 0.32% Floor) | 4.71% | 12/25/2036 | 10915962 |
| 7960129 | Morgan Stanley Mortgage Loan Trust, Series 2007-7AX-2A1 (1 Month LIBOR USD + 0.24%, 0.24% Floor) | 4.63% | 04/25/2037 | 2377026 |
| 211545 | Morgan Stanley Re-Remic Trust, Series 2010-R6-5C | 5.75 % (a)(b) | 05/26/2037 | 188126 |
| 2410231 | Morgan Stanley Residential Mortgage Loan Trust, Series 2020-RPL1-A1 | 2.69 % (a)(b) | 10/25/2060 | 2320427 |
| 16123358 | MortgageIT Securities Corp Mortgage Loan Trust, Series 2007-1-2A11 (1 Month LIBOR USD + 0.44%, 0.44% Floor) | 4.83% | 06/25/2047 | 12331662 |
| 6000000 | New Century Home Equity Loan Trust, Series 2005-B-M2 (1 Month LIBOR USD + 0.74%, 0.74% Floor) | 5.12% | 10/25/2035 | 4948138 |
| 166193 | Nomura Asset Acceptance Corporation, Series 2006-AP1-A2 | 5.52 % (b) | 01/25/2036 | 51254 |
| 515020 | Nomura Home Equity Loan, Inc., Series 2006-AF1-A2 | 5.80 % (e) | 10/25/2036 | 129860 |
| 873199 | Nomura Home Equity Loan, Inc., Series 2007-1-1A1 | 6.06 % (e) | 02/25/2037 | 252647 |
| 7289834 | NRPL Trust, Series 2019-3A-A1 | 6.00 % (a)(e) | 07/25/2059 | 7321248 |
| 4410285 | NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1-A | 3.84 % (a) | 12/25/2025 | 4024730 |
| 32632 | Option One Mortgage Loan Trust, Series 2004-3-M3 (1 Month LIBOR USD + 0.98%, 0.98% Floor) | 5.36% | 11/25/2034 | 31364 |
| 18741163 | Option One Mortgage Loan Trust, Series 2007-6-1A1 (1 Month LIBOR USD + 0.19%, 0.19% Floor) | 4.58% | 07/25/2037 | 15081975 |
| 1915469 | PMT Credit Risk Transfer Trust, Series 2019-3R-A (1 Month LIBOR USD + 3.70%, 2.70% Floor) | 8.09 % (a) | 11/27/2031 | 1839083 |
| 4163924 | PMT Credit Risk Transfer Trust, Series 2020-1R-A (1 Month LIBOR USD + 2.35%, 2.35% Floor) | 6.74 % (a) | 02/27/2023 | 3956407 |
| 15000000 | PMT Credit Risk Transfer Trust, Series 2021-FT1-A (1 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.39 % (a) | 03/25/2026 | 14581632 |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 5814666 | PR Mortgage Loan Trust, Series 2014-1-APT | 5.87 % (a)(b) | 10/25/2049 | 5258133 |
| 5666598 | Pretium Mortgage Credit Partners LLC, Series 2021-RN2-A1 | 1.74 % (a)(e) | 07/25/2051 | 5143753 |
| 3404000 | Progress Residential Trust, Series 2021-SFR6-E2 | 2.53 % (a) | 07/17/2038 | 2796196 |
| 4666000 | Progress Residential Trust, Series 2021-SFR6-F | 3.42 % (a) | 07/17/2038 | 3885908 |
| 5100000 | Progress Residential Trust, Series 2021-SFR8-F | 3.18 % (a) | 10/17/2038 | 4212500 |
| 4046397 | PRPM LLC, Series 2021-3-A1 | 1.87 % (a)(e) | 04/25/2026 | 3627852 |
| 3611772 | PRPM LLC, Series 2021-7-A1 | 1.87 % (a)(e) | 08/25/2026 | 3292047 |
| 2011318 | PRPM LLC, Series 2021-9-A1 | 2.36 % (a)(e) | 10/25/2026 | 1820608 |
| 11500000 | RAMP Trust, Series 2006-NC1-M2 (1 Month LIBOR USD + 0.40%, 0.40% Floor, 14.00% Cap) | 4.99% | 01/25/2036 | 9052764 |
| 6324463 | RBSGC Mortgage Loan Trust, Series 2005-A-3A | 6.00% | 04/25/2035 | 2777111 |
| 21055796 | Redwood Funding Trust, Series 2019-1-PT | 4.47 % (a)(e) | 09/27/2024 | 20592355 |
| 137819 | Residential Accredit Loans, Inc., Series 2005-QS14-3A3 | 6.00% | 09/25/2035 | 119150 |
| 173506 | Residential Accredit Loans, Inc., Series 2006-QS10-A4 | 5.75% | 08/25/2036 | 143089 |
| 1893294 | Residential Accredit Loans, Inc., Series 2006-QS10-A9 | 6.50% | 08/25/2036 | 1608274 |
| 1874056 | Residential Accredit Loans, Inc., Series 2006-QS4-A10 | 6.00% | 04/25/2036 | 1449847 |
| 379180 | Residential Accredit Loans, Inc., Series 2006-QS6-1A15 | 6.00% | 06/25/2036 | 306656 |
| 7871 | Residential Accredit Loans, Inc., Series 2006-QS6-2A1 | 6.00% | 12/25/2023 | 6493 |
| 19824804 | Residential Accredit Loans, Inc., Series 2007-QH5-AII (1 Month LIBOR USD + 0.46%, 0.46% Floor) | 4.85% | 06/25/2037 | 7919230 |
| 655761 | Residential Accredit Loans, Inc., Series 2007-QS3-A4 | 6.25% | 02/25/2037 | 510087 |
| 2398005 | Residential Accredit Loans, Inc., Series 2007-QS9-A33 | 6.50% | 07/25/2037 | 1920253 |
| 160134 | Residential Asset Securitization Trust, Series 2005-A10-A3 | 5.50% | 09/25/2035 | 82095 |
| 227223 | Residential Asset Securitization Trust, Series 2005-A11-2A4 | 6.00% | 10/25/2035 | 119540 |
| 1617352 | Residential Asset Securitization Trust, Series 2006-A6-1A1 | 6.50% | 07/25/2036 | 503658 |
| 111828 | Residential Asset Securitization Trust, Series 2006-R1-A1 (-4 x 1 Month LIBOR USD + 28.40%, 0.00% Floor, 28.40% Cap) | 10.85 % (c)(j) | 01/25/2046 | 131887 |
| 41396 | Residential Funding Mortgage Securities Trust, Series 2006-S10-1A2 | 6.00% | 10/25/2036 | 32957 |
| 415181 | Residential Funding Mortgage Securities Trust, Series 2007-S2-A4 | 6.00% | 02/25/2037 | 328082 |
| 329506 | Residential Funding Mortgage Securities Trust, Series 2007-S3-1A4 | 6.00% | 03/25/2037 | 233810 |
| 5154000 | Residential Mortgage Loan Trust, Series 2020-1-M1 | 3.24 % (a)(b) | 01/26/2060 | 4292251 |
| 7695758 | Saxon Asset Securities Trust, Series 2005-2-M4 (1 Month LIBOR USD + 0.95%, 0.95% Floor, 11.50% Cap) | 5.33% | 10/25/2035 | 5008504 |
| 15564303 | Securitized Asset Backed Receivables LLC Trust, Series 2007-BR3-A1 (1 Month LIBOR USD + 0.16%, 0.16% Floor, 100.00% Cap) | 4.55 % (a) | 04/25/2037 | 10927753 |
| 20094448 | Securitized Asset Backed Receivables LLC Trust, Series 2007-BR3-A2A (1 Month LIBOR USD + 0.07%, 0.07% Floor) | 4.46% | 04/25/2037 | 13483734 |
| 14253929 | Securitized Asset Backed Receivables LLC Trust, Series 2007-BR3-A2B (1 Month LIBOR USD + 0.22%, 0.22% Floor) | 4.61% | 04/25/2037 | 9564463 |
| 2564043 | Securitized Asset Backed Receivables LLC Trust, Series 2007-BR3-A2C (1 Month LIBOR USD + 0.28%, 0.28% Floor) | 4.67% | 04/25/2037 | 1720474 |
| 20215245 | Securitized Asset Backed Receivables LLC Trust, Series 2007-HE1-A2C (1 Month LIBOR USD + 0.32%, 0.32% Floor) | 4.71% | 12/25/2036 | 4632147 |
| 24923030 | Securitized Mortgage Asset Loan Trust, Series 2015-1-PC | 2.32 % (a)(b) | 02/25/2054 | 21331196 |
| 3637108 | Sequoia Mortgage Trust, Series 2007-3-2AA1 | 3.19 % (b) | 07/20/2037 | 2923604 |
| 6788382 | Soundview Home Loan Trust, Series 2007-OPT4-1A1 (1 Month LIBOR USD + 1.00%, 1.00% Floor) | 5.39% | 09/25/2037 | 4750250 |
| 5910000 | Starwood Mortgage Residential Trust, Series 2020-1-B1 | 3.73 % (a)(b) | 02/25/2050 | 4717592 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 11163520 | Structured Asset Investment Loan Trust, Series 2006-BNC3-A1 (1 Month LIBOR USD + 0.18%, 0.18% Floor) | 4.57% | 09/25/2036 | 7083394 |
| 793572 | Structured Asset Securities Corporation, Series 2005-RF1-A (1 Month LIBOR USD + 0.35%, 0.35% Floor) | 4.74 % (a) | 03/25/2035 | 746724 |
| 793572 | Structured Asset Securities Corporation, Series 2005-RF1-AIO | 0.40 % (a)(b)(i) | 03/25/2035 | 3799 |
| 6586672 | VCAT LLC, Series 2021-NPL4-A1 | 1.87 % (a)(e) | 08/25/2051 | 5996176 |
| 7853478 | VCAT LLC, Series 2021-NPL6-A1 | 1.92 % (a)(e) | 09/25/2051 | 6878206 |
| 1260481 | Velocity Commercial Capital Loan Trust, Series 2018-1-M1 | 3.91 % (a) | 04/25/2048 | 1135113 |
| 626572 | Velocity Commercial Capital Loan Trust, Series 2018-1-M2 | 4.26 % (a) | 04/25/2048 | 556944 |
| 389613 | Velocity Commercial Capital Loan Trust, Series 2018-1-M3 | 4.41 % (a) | 04/25/2048 | 330858 |
| 2074268 | Velocity Commercial Capital Loan Trust, Series 2019-1-M1 | 3.94 % (a)(b) | 03/25/2049 | 1785263 |
| 855878 | Velocity Commercial Capital Loan Trust, Series 2019-1-M2 | 4.01 % (a)(b) | 03/25/2049 | 722400 |
| 793898 | Velocity Commercial Capital Loan Trust, Series 2019-1-M3 | 4.12 % (a)(b) | 03/25/2049 | 649831 |
| 6265175 | Verus Securitization Trust, Series 2021-5-A1 | 1.01 % (a)(b) | 09/25/2066 | 5031885 |
| 16691683 | Verus Securitization Trust, Series 2022-4-A1 | 4.47 % (a)(e) | 04/25/2067 | 16092739 |
| 3417891 | VOLT LLC, Series 2021-CF1-A1 | 1.99 % (a)(e) | 08/25/2051 | 3072596 |
| 1880772 | VOLT LLC, Series 2021-CF2-A1 | 2.49 % (a)(e) | 11/27/2051 | 1660867 |
| 7613296 | VOLT LLC, Series 2021-NP12-A1 | 2.73 % (a)(e) | 12/26/2051 | 7069833 |
| 1405768 | VOLT LLC, Series 2021-NPL1-A1 | 1.89 % (a)(e) | 02/27/2051 | 1220490 |
| 4655370 | VOLT LLC, Series 2021-NPL5-A1 | 2.12 % (a)(e) | 03/27/2051 | 4243201 |
| 4532878 | VOLT LLC, Series 2021-NPL6-A1 | 2.24 % (a)(e) | 04/25/2051 | 4010612 |
| 77364 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2005-1-2A | 6.00% | 03/25/2035 | 63191 |
| 398218 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-1-3A1 | 5.75% | 02/25/2036 | 347981 |
| 1211953 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-2-4CB | 6.00% | 03/25/2036 | 1127968 |
| 7361505 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-8-A5 | 4.17% | 10/25/2036 | 2715245 |
| 3271519 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-8-A6 | 4.17% | 10/25/2036 | 1207626 |
| 4668278 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR13-1A (12 Month US Treasury Average + 0.88%, 0.88% Floor) | 2.93% | 10/25/2046 | 3903087 |
| 1441390 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR19-2A (12 Month US Treasury Average + 1.25%, 1.25% Floor) | 3.30% | 01/25/2047 | 1286262 |
| 7368847 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-2-1A2 | 6.00% | 04/25/2037 | 5926318 |
| 5168061 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-2-1A3 | 6.00% | 04/25/2037 | 4156359 |
| 730371 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-3-A6 | 6.00% | 04/25/2037 | 619410 |
| 54823 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-5-A11 (-6 x 1 Month LIBOR USD + 39.48%, 0.00% Floor, 39.48% Cap) | 13.15 % (j) | 06/25/2037 | 66208 |
| 6527863 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-5-A3 | 7.00% | 06/25/2037 | 3834557 |
| 4829652 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-HY7-2A1 | 3.37 % (b) | 07/25/2037 | 4040993 |
| 364233 | Wells Fargo Alternative Loan Trust, Series 2007-PA5-1A1 | 6.25% | 11/25/2037 | 307789 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 9488 | Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR14-A6 | 4.08 % (b) | 08/25/2035 | 8939 |
| 417706 | Wells Fargo Mortgage Backed Securities Trust, Series 2006-7-2A1 | 6.00% | 06/25/2036 | 346930 |
| 21199 | Wells Fargo Mortgage Backed Securities Trust, Series 2007-7-A1 | 6.00% | 06/25/2037 | 17795 |
|  **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $1,062,471,695) | **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $1,062,471,695) | **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $1,062,471,695) | **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $1,062,471,695) | 887150007 |
|  **US Corporate Bonds - 15.2%** | **US Corporate Bonds - 15.2%** | **US Corporate Bonds - 15.2%** | **US Corporate Bonds - 15.2%** | **US Corporate Bonds - 15.2%** |
| 12386000 | AbbVie, Inc. | 4.70% | 05/14/2045 | 11061932 |
| 1865000 | Academy Ltd. | 6.00 % (a) | 11/15/2027 | 1788173 |
| 1145000 | Acrisure LLC | 6.00 % (a) | 08/01/2029 | 937217 |
| 2050000 | Acuris Finance, Inc. | 5.00 % (a) | 05/01/2028 | 1646017 |
| 2910000 | AdaptHealth LLC | 5.13 % (a) | 03/01/2030 | 2481037 |
| 1235000 | Advanced Drainage Systems, Inc. | 5.00 % (a) | 09/30/2027 | 1153583 |
| 610000 | Advanced Drainage Systems, Inc. | 6.38 % (a) | 06/15/2030 | 593536 |
| 930000 | Aethon United Finance Corporation | 8.25 % (a) | 02/15/2026 | 923584 |
| 3245000 | Agree LP | 2.60% | 06/15/2033 | 2452580 |
| 3596000 | Air Lease Corporation | 1.88% | 08/15/2026 | 3127699 |
| 286000 | Air Methods Corporation | 8.00 % (a)(f) | 05/15/2025 | 15597 |
| 5870000 | Alexandria Real Estate Equities, Inc. | 3.00% | 05/18/2051 | 3736435 |
| 1125000 | Alliant Holdings Intermediate LLC | 6.75 % (a) | 10/15/2027 | 1013636 |
| 1120000 | Allied Universal Holdco LLC | 6.63 % (a) | 07/15/2026 | 1027107 |
| 700000 | Allied Universal Holdco LLC | 4.63 % (a) | 06/01/2028 | 579460 |
| 465000 | Allied Universal Holdco LLC | 4.63 % (a) | 06/01/2028 | 377600 |
| 1675000 | Allied Universal Holdco LLC | 6.00 % (a) | 06/01/2029 | 1217825 |
| 385000 | AMC Entertainment Holdings, Inc. | 7.50 % (a) | 02/15/2029 | 207401 |
| 1990000 | American Airlines, Inc. | 5.75 % (a) | 04/20/2029 | 1822364 |
| 2290000 | American Airlines, Inc. | 3.95% | 07/11/2030 | 1855957 |
| 600000 | American Axle & Manufacturing, Inc. | 5.00% | 10/01/2029 | 484543 |
| 11385000 | American Express Company | 3.95% | 08/01/2025 | 11164432 |
| 4433000 | American Tower Corporation | 3.38% | 10/15/2026 | 4150706 |
| 1040000 | AmWINS Group, Inc. | 4.88 % (a) | 06/30/2029 | 883425 |
| 989000 | Antero Midstream Partners LP | 5.75 % (a) | 03/01/2027 | 936659 |
| 995000 | Antero Resources Corporation | 5.38 % (a) | 03/01/2030 | 923818 |
| 4650000 | Anthem, Inc. | 2.38% | 01/15/2025 | 4417655 |
| 2385000 | Arconic Corporation | 6.13 % (a) | 02/15/2028 | 2241864 |
| 300000 | Ardagh Packaging Finance, Inc. | 5.25 % (a) | 04/30/2025 | 285986 |
| 1475000 | Ardagh Packaging Finance, Inc. | 5.25 % (a) | 08/15/2027 | 1105250 |
| 5320000 | Arrow Electronics, Inc. | 3.88% | 01/12/2028 | 4842182 |
| 845000 | Ashton Woods Finance Company | 4.63 % (a) | 04/01/2030 | 679304 |
| 1840000 | ASP Unifrax Holdings, Inc. | 5.25 % (a) | 09/30/2028 | 1483025 |
| 1410000 | AssuredPartners, Inc. | 5.63 % (a) | 01/15/2029 | 1162319 |
| 3990000 | AT&T, Inc. | 2.75% | 06/01/2031 | 3316619 |
| 17295000 | AT&T, Inc. | 3.50% | 09/15/2053 | 11750830 |
| 7805000 | AT&T, Inc. | 3.55% | 09/15/2055 | 5242933 |
| 13705000 | Athene Global Funding | 4.73 % (a)(d) | 08/19/2024 | 13373137 |
| 10105000 | Aviation Capital Group LLC | 1.95 % (a) | 09/20/2026 | 8572981 |
| 3700000 | Bank Leumi (Secured Overnight Financing Rate + 1.75%) | 4.83% | 07/22/2026 | 3660384 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 14470000 | Bank of America Corporation (5 Year CMT Rate + 1.20%) | 2.48% | 09/21/2036 | 10665215 |
| 3995000 | Bank of America Corporation (Secured Overnight Financing Rate + 1.11%) | 3.84% | 04/25/2025 | 3902462 |
| 4985000 | Bank of America Corporation (Secured Overnight Financing Rate + 1.21%) | 2.57% | 10/20/2032 | 3916624 |
| 585000 | Bausch Health Companies, Inc. | 6.13 % (a) | 02/01/2027 | 404165 |
| 1290000 | Bausch Health Companies, Inc. | 4.88 % (a) | 06/01/2028 | 822906 |
| 467000 | Bausch Health Companies, Inc. | 11.00 % (a) | 09/30/2028 | 366522 |
| 93000 | Bausch Health Companies, Inc. | 14.00 % (a) | 10/15/2030 | 55674 |
| 1140000 | BCPE Empire Holdings, Inc. | 7.63 % (a) | 05/01/2027 | 1023754 |
| 7380000 | Berkshire Hathaway Energy Company | 4.60 % (a) | 05/01/2053 | 6449019 |
| 5540000 | Berkshire Hathaway Finance Corporation | 2.85% | 10/15/2050 | 3726117 |
| 3190000 | Berkshire Hathaway Finance Corporation | 3.85% | 03/15/2052 | 2559551 |
| 4600000 | Berry Global, Inc. | 1.65% | 01/15/2027 | 3940488 |
| 6984000 | Boeing Company | 2.95% | 02/01/2030 | 5930228 |
| 4155000 | Boeing Company | 3.75% | 02/01/2050 | 2870084 |
| 125000 | Boxer Parent Company, Inc. | 7.13 % (a) | 10/02/2025 | 121761 |
| 2100000 | Boyne USA, Inc. | 4.75 % (a) | 05/15/2029 | 1861271 |
| 5665000 | BP Capital Markets America, Inc. | 2.94% | 06/04/2051 | 3755897 |
| 6070000 | BP Capital Markets America, Inc. | 3.00% | 03/17/2052 | 4029259 |
| 3065000 | Brighthouse Financial Global Funding | 1.00 % (a) | 04/12/2024 | 2887611 |
| 3885000 | Brighthouse Financial Global Funding | 2.00 % (a) | 06/28/2028 | 3210553 |
| 10845000 | Broadcom, Inc. | 3.42 % (a) | 04/15/2033 | 8724654 |
| 14010000 | Brooklyn Union Gas Company | 4.49 % (a) | 03/04/2049 | 10767083 |
| 1270000 | Builders FirstSource, Inc. | 4.25 % (a) | 02/01/2032 | 1031853 |
| 1495000 | Caesars Entertainment, Inc. | 4.63 % (a) | 10/15/2029 | 1219315 |
| 1495000 | Callon Petroleum Company | 7.50 % (a) | 06/15/2030 | 1369868 |
| 890000 | Calpine Corporation | 4.50 % (a) | 02/15/2028 | 795823 |
| 555000 | Calpine Corporation | 5.13 % (a) | 03/15/2028 | 496352 |
| 600000 | Calpine Corporation | 4.63 % (a) | 02/01/2029 | 515795 |
| 3335000 | Capital One Financial Corporation (Secured Overnight Financing Rate + 2.16%) | 4.99% | 07/24/2026 | 3269552 |
| 1915000 | Carnival Corporation | 5.75 % (a) | 03/01/2027 | 1370700 |
| 1465000 | Carnival Corporation | 9.88 % (a) | 08/01/2027 | 1386850 |
| 11515000 | Carrier Global Corporation | 3.38% | 04/05/2040 | 8784091 |
| 525000 | Carvana Corporation | 5.63 % (a) | 10/01/2025 | 236731 |
| 749000 | Castle US Holding Corporation | 9.50 % (a) | 02/15/2028 | 298196 |
| 650000 | Catalent Pharma Solutions, Inc. | 3.50 % (a) | 04/01/2030 | 514062 |
| 2520000 | CCO Holdings LLC | 4.75 % (a) | 03/01/2030 | 2179044 |
| 1275000 | CCO Holdings LLC | 4.50 % (a) | 08/15/2030 | 1056223 |
| 1200000 | CCO Holdings LLC | 4.75 % (a) | 02/01/2032 | 975294 |
| 1190000 | CCO Holdings LLC | 4.25 % (a) | 01/15/2034 | 880600 |
| 1830000 | Cedar Fair LP | 5.25% | 07/15/2029 | 1646367 |
| 1520000 | Cengage Learning, Inc. | 9.50 % (a) | 06/15/2024 | 1451957 |
| 10845000 | Centene Corporation | 2.50% | 03/01/2031 | 8506797 |
| 6180000 | CF Industries, Inc. | 5.38% | 03/15/2044 | 5580243 |
| 5701000 | Charter Communications Operating LLC | 4.91% | 07/23/2025 | 5593068 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 6490000 | Charter Communications Operating LLC | 3.50% | 03/01/2042 | 4179783 |
| 1219000 | Chesapeake Energy Corporation | 5.88 % (a) | 02/01/2029 | 1156746 |
| 12650000 | Citigroup, Inc. (3 Month LIBOR USD + 1.10%) | 5.75% | 05/17/2024 | 12670656 |
| 2815000 | Citigroup, Inc. (Secured Overnight Financing Rate + 0.69%) | 2.01% | 01/25/2026 | 2610996 |
| 2255000 | Citigroup, Inc. (Secured Overnight Financing Rate + 1.28%) | 3.07% | 02/24/2028 | 2036174 |
| 770000 | Clarivate Science Holdings Corporation | 4.88 % (a) | 07/01/2029 | 655770 |
| 460000 | Clean Harbors, Inc. | 5.13 % (a) | 07/15/2029 | 427444 |
| 240000 | Clear Channel Outdoor Holdings, Inc. | 7.75 % (a) | 04/15/2028 | 175513 |
| 835000 | Clear Channel Outdoor Holdings, Inc. | 7.50 % (a) | 06/01/2029 | 614681 |
| 1265000 | Clearway Energy Operating LLC | 4.75 % (a) | 03/15/2028 | 1169487 |
| 2450000 | CNX Midstream Partners LP | 4.75 % (a) | 04/15/2030 | 2013814 |
| 1210000 | CNX Resources Corporation | 6.00 % (a) | 01/15/2029 | 1115171 |
| 425000 | CNX Resources Corporation | 7.38 % (a) | 01/15/2031 | 407945 |
| 4005000 | Comcast Corporation | 3.95% | 10/15/2025 | 3926408 |
| 6965000 | Comcast Corporation | 3.40% | 04/01/2030 | 6367668 |
| 725000 | CommScope Technologies LLC | 5.00 % (a) | 03/15/2027 | 493567 |
| 1500000 | CommScope, Inc. | 4.75 % (a) | 09/01/2029 | 1212112 |
| 805000 | Community Health Systems, Inc. | 6.00 % (a) | 01/15/2029 | 674413 |
| 785000 | Community Health Systems, Inc. | 6.88 % (a) | 04/15/2029 | 404929 |
| 1110000 | Community Health Systems, Inc. | 4.75 % (a) | 02/15/2031 | 807963 |
| 1095000 | Consolidated Communications, Inc. | 5.00 % (a) | 10/01/2028 | 808950 |
| 3495000 | Constellation Brands, Inc. | 3.15% | 08/01/2029 | 3070271 |
| 2995000 | Constellation Brands, Inc. | 2.88% | 05/01/2030 | 2556364 |
| 4950000 | Continental Resources, Inc. | 2.27 % (a) | 11/15/2026 | 4295396 |
| 1233000 | Cornerstone Building Brands, Inc. | 6.13 % (a) | 01/15/2029 | 870338 |
| 5495000 | Corporate Office Properties LP | 2.90% | 12/01/2033 | 3913193 |
| 1240000 | Coty, Inc. | 5.00 % (a) | 04/15/2026 | 1177581 |
| 740000 | Coty, Inc. | 6.50 % (a) | 04/15/2026 | 711547 |
| 3085000 | CQP Holdco LP | 5.50 % (a) | 06/15/2031 | 2700548 |
| 13620000 | Crown Castle International Corporation | 3.65% | 09/01/2027 | 12672975 |
| 2940000 | CSC Holdings LLC | 5.75 % (a) | 01/15/2030 | 1664613 |
| 1050000 | CSI Compressco LP | 7.50 % (a) | 04/01/2025 | 983409 |
| 14115000 | CSX Corporation | 3.80% | 11/01/2046 | 11147250 |
| 1225000 | CVR Nitrogen Finance Corporation | 6.13 % (a) | 06/15/2028 | 1100550 |
| 522827 | CWT Travel Group, Inc. | 8.50 % (a) | 11/19/2026 | 444455 |
| 410000 | Dana, Inc. | 5.38% | 11/15/2027 | 381028 |
| 965000 | Dana, Inc. | 5.63% | 06/15/2028 | 879565 |
| 285000 | Dana, Inc. | 4.25% | 09/01/2030 | 230021 |
| 1177000 | Dealer Tire LLC | 8.00 % (a) | 02/01/2028 | 1037471 |
| 1215000 | Diamond Sports Group LLC | 5.38 % (a) | 08/15/2026 | 144281 |
| 12376000 | Dick's Sporting Goods, Inc. | 3.15% | 01/15/2032 | 9689660 |
| 3330000 | Dick's Sporting Goods, Inc. | 4.10% | 01/15/2052 | 2159159 |
| 3500000 | Digital Realty Trust LP | 3.70% | 08/15/2027 | 3253469 |
| 3000000 | Digital Realty Trust LP | 3.60% | 07/01/2029 | 2685877 |
| 1515000 | DirectTV Financing LLC | 5.88 % (a) | 08/15/2027 | 1358288 |
| 14685000 | Discover Financial Services | 4.10% | 02/09/2027 | 13839859 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 345000 | DISH DBS Corporation | 5.88% | 11/15/2024 | 321296 |
| 1275000 | DISH DBS Corporation | 5.75 % (a) | 12/01/2028 | 1020000 |
| 620000 | DISH DBS Corporation | 5.13% | 06/01/2029 | 401131 |
| 3180000 | Dollar General Corporation | 4.25% | 09/20/2024 | 3138417 |
| 11358000 | Dollar Tree, Inc. | 4.00% | 05/15/2025 | 11098752 |
| 1570000 | Dollar Tree, Inc. | 3.38% | 12/01/2051 | 1060941 |
| 5585000 | DTE Energy Company | 4.22% | 11/01/2024 | 5493784 |
| 4400000 | DTE Energy Company | 2.95% | 03/01/2030 | 3748956 |
| 1265000 | Duke Energy Carolinas LLC | 2.85% | 03/15/2032 | 1073936 |
| 3840000 | Duke Energy Corporation | 4.30% | 03/15/2028 | 3702021 |
| 10910000 | Duke Energy Corporation | 3.95% | 08/15/2047 | 8286179 |
| 2075000 | Dun & Bradstreet Corporation | 5.00 % (a) | 12/15/2029 | 1778406 |
| 1435000 | Elevance Health, Inc. | 4.55% | 05/15/2052 | 1254442 |
| 926000 | Embarq Corporation | 8.00% | 06/01/2036 | 432632 |
| 795000 | Emergent BioSolutions, Inc. | 3.88 % (a) | 08/15/2028 | 396463 |
| 620000 | Encompass Health Corporation | 4.50% | 02/01/2028 | 564169 |
| 215000 | Encompass Health Corporation | 4.75% | 02/01/2030 | 189146 |
| 1430000 | Encompass Health Corporation | 4.63% | 04/01/2031 | 1231404 |
| 500000 | Endo Luxembourg Finance Company SARL | 6.00 % (a)(f) | 07/15/2023 | 27500 |
| 630000 | Endo Luxembourg Finance Company SARL | 6.13 % (a) | 04/01/2029 | 479098 |
| 865000 | Energizer Holdings, Inc. | 6.50 % (a) | 12/31/2027 | 824292 |
| 5905000 | Energy Transfer LP | 4.75% | 01/15/2026 | 5758250 |
| 4090000 | Energy Transfer LP | 4.40% | 03/15/2027 | 3891307 |
| 7625000 | Energy Transfer LP | 5.00% | 05/15/2044 | 6252353 |
| 3785000 | Entergy Corporation | 2.80% | 06/15/2030 | 3205680 |
| 1235000 | EQM Midstream Partners LP | 4.75 % (a) | 01/15/2031 | 1012027 |
| 6985000 | Equinix, Inc. | 1.80% | 07/15/2027 | 5989384 |
| 3954000 | Exelon Corporation | 3.40% | 04/15/2026 | 3759051 |
| 2330000 | Exelon Corporation | 4.10 % (a) | 03/15/2052 | 1874208 |
| 3335000 | Expedia Group, Inc. | 5.00% | 02/15/2026 | 3294881 |
| 5961000 | Expedia Group, Inc. | 3.80% | 02/15/2028 | 5482583 |
| 2229000 | Expedia Group, Inc. | 3.25% | 02/15/2030 | 1895714 |
| 968000 | Expedia Group, Inc. | 2.95% | 03/15/2031 | 780684 |
| 5580000 | Exxon Mobil Corporation | 4.23% | 03/19/2040 | 5045593 |
| 990000 | Ferrellgas LP | 5.38 % (a) | 04/01/2026 | 901788 |
| 1580000 | Fertitta Entertainment LLC | 6.75 % (a) | 01/15/2030 | 1277390 |
| 7620000 | Flowserve Corporation | 2.80% | 01/15/2032 | 5725865 |
| 4065000 | Ford Motor Company | 3.25% | 02/12/2032 | 3055749 |
| 1600000 | Ford Motor Credit Company LLC | 4.39% | 01/08/2026 | 1494008 |
| 1200000 | Ford Motor Credit Company LLC | 4.95% | 05/28/2027 | 1121724 |
| 1670000 | Ford Motor Credit Company LLC | 3.63% | 06/17/2031 | 1314053 |
| 6550000 | Fortinet, Inc. | 1.00% | 03/15/2026 | 5741071 |
| 1610000 | Fortress Transportation and Infrastructure Investors LLC | 5.50 % (a) | 05/01/2028 | 1375632 |
| 390000 | Frontier Communications Holdings LLC | 5.88 % (a) | 10/15/2027 | 363000 |
| 800000 | Frontier Communications Holdings LLC | 5.00 % (a) | 05/01/2028 | 699208 |
| 100392 | Frontier Communications Holdings LLC | 5.88% | 11/01/2029 | 77801 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1395000 | Frontier Communications Holdings LLC | 6.00 % (a) | 01/15/2030 | 1097688 |
| 1180000 | Full House Resorts, Inc. | 8.25 % (a) | 02/15/2028 | 1046141 |
| 1295000 | Gap, Inc. | 3.88 % (a) | 10/01/2031 | 905315 |
| 1140000 | GCI LLC | 4.75 % (a) | 10/15/2028 | 959556 |
| 7115000 | General Motors Financial Company, Inc. | 2.40% | 10/15/2028 | 5912710 |
| 7365000 | General Motors Financial Company, Inc. | 3.10% | 01/12/2032 | 5788951 |
| 6360000 | Georgia Power Company | 2.20% | 09/15/2024 | 6069215 |
| 16594000 | Georgia Power Company | 3.25% | 03/15/2051 | 11496551 |
| 1059000 | Glatfelter Corporation | 4.75 % (a) | 11/15/2029 | 638154 |
| 1955000 | Global Access, Inc. | 5.00 % (a) | 07/15/2029 | 1681821 |
| 1913912 | Global Aircraft Leasing Company (7.25% PIK) | 6.50 % (a) | 09/15/2024 | 1630941 |
| 6620000 | Global Payments, Inc. | 4.95% | 08/15/2027 | 6432310 |
| 13448000 | Goldman Sachs Group, Inc. (3 Month LIBOR USD + 1.17%) | 5.78% | 05/15/2026 | 13363549 |
| 4340000 | Goldman Sachs Group, Inc. (Secured Overnight Financing Rate + 0.82%) | 5.10% | 09/10/2027 | 4130123 |
| 1760000 | Goodyear Tire & Rubber Company | 5.25% | 07/15/2031 | 1441862 |
| 615000 | GrafTech Finance, Inc. | 4.63 % (a) | 12/15/2028 | 505956 |
| 1295000 | Griffon Corporation | 5.75% | 03/01/2028 | 1186932 |
| 665000 | Group 1 Automotive, Inc. | 4.00 % (a) | 08/15/2028 | 563993 |
| 635971 | Gulfport Energy Corporation | 8.00 % (a) | 05/17/2026 | 620883 |
| 2797000 | Halliburton Company | 2.92% | 03/01/2030 | 2404218 |
| 6120000 | HCA, Inc. | 4.13% | 06/15/2029 | 5599807 |
| 5405000 | Health Care Service Corporation and Mutual Legal Reserve Company | 3.20 % (a) | 06/01/2050 | 3725850 |
| 2030000 | Helios Software Holdings, Inc. | 4.63 % (a) | 05/01/2028 | 1550818 |
| 810000 | Hertz Corporation | 5.00 % (a) | 12/01/2029 | 615519 |
| 1075000 | Hess Midstream Operations LP | 5.13 % (a) | 06/15/2028 | 995952 |
| 2370000 | Hess Midstream Operations LP | 4.25 % (a) | 02/15/2030 | 2029362 |
| 1355000 | Hess Midstream Operations LP | 5.50 % (a) | 10/15/2030 | 1241459 |
| 1200000 | H-Food Holdings LLC | 8.50 % (a) | 06/01/2026 | 697896 |
| 975000 | Hightower Holding LLC | 6.75 % (a) | 04/15/2029 | 819554 |
| 1797000 | Hilcorp Energy LP | 6.25 % (a) | 11/01/2028 | 1629475 |
| 315000 | Hilcorp Energy LP | 5.75 % (a) | 02/01/2029 | 280826 |
| 7239000 | Host Hotels & Resorts LP | 2.90% | 12/15/2031 | 5555004 |
| 12910000 | Hyundai Capital America | 2.65 % (a) | 02/10/2025 | 12151484 |
| 1300000 | Icahn Enterprises LP | 5.25% | 05/15/2027 | 1193140 |
| 230000 | iHeartCommunications, Inc. | 8.38% | 05/01/2027 | 196072 |
| 960000 | iHeartCommunications, Inc. | 5.25 % (a) | 08/15/2027 | 814717 |
| 1875000 | II-VI, Inc. | 5.00 % (a) | 12/15/2029 | 1619494 |
| 4340000 | Illumina, Inc. | 0.55% | 03/23/2023 | 4295902 |
| 1275000 | Illuminate Buyer LLC | 9.00 % (a) | 07/01/2028 | 1069536 |
| 1435000 | Installed Building Products, Inc. | 5.75 % (a) | 02/01/2028 | 1292541 |
| 6111000 | Invitation Homes Operating Partnership LP | 2.70% | 01/15/2034 | 4473758 |
| 1380000 | Iron Mountain, Inc. | 4.88 % (a) | 09/15/2029 | 1205954 |
| 850000 | Iron Mountain, Inc. | 4.50 % (a) | 02/15/2031 | 700566 |
| 750000 | JELD-WEN, Inc. | 4.63 % (a) | 12/15/2025 | 629160 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 4420000 | JPMorgan Chase & Company (Secured Overnight Financing Rate + 0.92%) | 2.60% | 02/24/2026 | 4159042 |
| 5210000 | JPMorgan Chase & Company (Secured Overnight Financing Rate + 1.02%) | 2.07% | 06/01/2029 | 4360381 |
| 7365000 | JPMorgan Chase & Company (Secured Overnight Financing Rate + 1.25%) | 2.58% | 04/22/2032 | 5917448 |
| 7100000 | JPMorgan Chase & Company (Secured Overnight Financing Rate + 1.26%) | 2.96% | 01/25/2033 | 5797205 |
| 1295000 | JPMorgan Chase & Company (Secured Overnight Financing Rate + 1.99%) | 4.85% | 07/25/2028 | 1264471 |
| 8800000 | JPMorgan Chase & Company (Secured Overnight Financing Rate + 2.04%) | 2.52% | 04/22/2031 | 7220362 |
| 10144000 | Kinder Morgan Energy Partners LP | 6.95% | 01/15/2038 | 10774853 |
| 380000 | LD Holdings Group LLC | 6.50 % (a) | 11/01/2025 | 256670 |
| 185000 | LD Holdings Group LLC | 6.13 % (a) | 04/01/2028 | 112202 |
| 1300000 | Leeward Renewable Energy Operations LLC | 4.25 % (a) | 07/01/2029 | 1112368 |
| 1320000 | Legacy LifePoint Health LLC | 4.38 % (a) | 02/15/2027 | 1118568 |
| 1015000 | Legends Hospitality Holding Company LLC | 5.00 % (a) | 02/01/2026 | 904619 |
| 530000 | Level 3 Financing, Inc. | 3.75 % (a) | 07/15/2029 | 381971 |
| 1260000 | LFS Topco LLC | 5.88 % (a) | 10/15/2026 | 1018347 |
| 895000 | LifePoint Health, Inc. | 5.38 % (a) | 01/15/2029 | 506964 |
| 920000 | Lions Gate Capital Holdings LLC | 5.50 % (a) | 04/15/2029 | 534609 |
| 3760000 | Lowe's Companies, Inc. | 4.40% | 09/08/2025 | 3707716 |
| 3775000 | Lowe's Companies, Inc. | 5.63% | 04/15/2053 | 3635218 |
| 1745000 | LSF9 Atlantis Holdings LLC | 7.75 % (a) | 02/15/2026 | 1546611 |
| 880000 | Lumen Technologies, Inc. | 5.13 % (a) | 12/15/2026 | 766396 |
| 535000 | Lumen Technologies, Inc. | 4.00 % (a) | 02/15/2027 | 454580 |
| 1235000 | M/I Homes, Inc. | 4.95% | 02/01/2028 | 1099199 |
| 1030000 | Madison IAQ LLC | 4.13 % (a) | 06/30/2028 | 862625 |
| 1010000 | Madison IAQ LLC | 5.88 % (a) | 06/30/2029 | 694152 |
| 7065000 | Magallanes, Inc. | 3.76 % (a) | 03/15/2027 | 6372298 |
| 4829000 | Marathon Petroleum Corporation | 5.13% | 12/15/2026 | 4806092 |
| 6580000 | Marriott International, Inc. | 3.13% | 06/15/2026 | 6168015 |
| 8075000 | Marriott International, Inc. | 2.75% | 10/15/2033 | 6183413 |
| 10955000 | Marvell Technology, Inc. | 4.20% | 06/22/2023 | 10893736 |
| 6750000 | Massachusetts Mutual Life Insurance Company | 3.20 % (a) | 12/01/2061 | 4155171 |
| 1085000 | Match Group Holdings LLC | 5.00 % (a) | 12/15/2027 | 1000066 |
| 6465000 | McDonald's Corporation | 4.45% | 03/01/2047 | 5636942 |
| 1085000 | McGraw-Hill Education, Inc. | 5.75 % (a) | 08/01/2028 | 913391 |
| 1700000 | Medline Borrower LP | 5.25 % (a) | 10/01/2029 | 1353293 |
| 1130000 | Metis Merger Sub LLC | 6.50 % (a) | 05/15/2029 | 950085 |
| 50000 | Metropolitan Edison Company | 4.00 % (a) | 04/15/2025 | 47893 |
| 830000 | Michaels Companies, Inc. | 5.25 % (a) | 05/01/2028 | 668761 |
| 1160000 | Michaels Companies, Inc. | 7.88 % (a) | 05/01/2029 | 777140 |
| 1238000 | Midwest Gaming Borrower LLC | 4.88 % (a) | 05/01/2029 | 1054979 |
| 1380000 | Minerva Merger Sub, Inc. | 6.50 % (a) | 02/15/2030 | 1019554 |
| 600000 | ModivCare Escrow Issuer, Inc. | 5.00 % (a) | 10/01/2029 | 506760 |
| 810000 | ModivCare, Inc. | 5.88 % (a) | 11/15/2025 | 761899 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 4660000 | Monongahela Power Company | 5.40 % (a) | 12/15/2043 | 4511981 |
| 2430000 | Morgan Stanley (Secured Overnight Financing Rate + 1.29%) | 2.94% | 01/21/2033 | 1972106 |
| 15579000 | Morgan Stanley (Secured Overnight Financing Rate + 1.36%) | 2.48% | 09/16/2036 | 11332008 |
| 4590000 | Morgan Stanley (Secured Overnight Financing Rate + 1.61%) | 4.21% | 04/20/2028 | 4372565 |
| 4330000 | Morgan Stanley (Secured Overnight Financing Rate + 1.67%) | 4.68% | 07/17/2026 | 4259958 |
| 342000 | Moss Creek Resources Holdings, Inc. | 7.50 % (a) | 01/15/2026 | 308881 |
| 1250000 | MPLX LP | 4.00% | 03/15/2028 | 1164871 |
| 940000 | Murphy Oil USA, Inc. | 4.75% | 09/15/2029 | 861797 |
| 1020000 | Nabors Industries Ltd. | 7.25 % (a) | 01/15/2026 | 962859 |
| 1635000 | Nasdaq, Inc. | 3.95% | 03/07/2052 | 1250223 |
| 1845000 | National Rural Utilities Cooperative Finance Corporation | 5.45% | 10/30/2025 | 1869056 |
| 1975000 | Nationstar Mortgage Holdings, Inc. | 5.75 % (a) | 11/15/2031 | 1538130 |
| 955000 | Navient Corporation | 5.00% | 03/15/2027 | 837691 |
| 1185000 | NCL Corporation Ltd. | 5.88 % (a) | 03/15/2026 | 932832 |
| 6163000 | NetApp, Inc. | 1.88% | 06/22/2025 | 5666098 |
| 765000 | Netflix, Inc. | 5.38 % (a) | 11/15/2029 | 743408 |
| 550000 | Netflix, Inc. | 4.88 % (a) | 06/15/2030 | 513853 |
| 505000 | News Corporation | 5.13 % (a) | 02/15/2032 | 460280 |
| 4950000 | NextEra Energy Capital Holdings, Inc. | 4.26% | 09/01/2024 | 4886040 |
| 3500000 | NextEra Energy Capital Holdings, Inc. | 2.25% | 06/01/2030 | 2886193 |
| 845000 | NFP Corporation | 4.88 % (a) | 08/15/2028 | 720443 |
| 1015000 | NGL Energy Operating LLC | 7.50 % (a) | 02/01/2026 | 905503 |
| 410000 | NGL Energy Partners LP | 7.50% | 04/15/2026 | 314276 |
| 2988000 | NGPL PipeCo LLC | 3.25 % (a) | 07/15/2031 | 2438271 |
| 8995000 | Northrop Grumman Corporation | 5.15% | 05/01/2040 | 8783836 |
| 4395000 | NRG Energy, Inc. | 2.00 % (a) | 12/02/2025 | 3924636 |
| 1715000 | NRG Energy, Inc. | 3.63 % (a) | 02/15/2031 | 1306869 |
| 1650000 | NuStar Logistics LP | 6.00% | 06/01/2026 | 1591635 |
| 940000 | Oasis Petroleum, Inc. | 6.38 % (a) | 06/01/2026 | 916801 |
| 1075000 | Occidental Petroleum Corporation | 6.63% | 09/01/2030 | 1113308 |
| 1570000 | Occidental Petroleum Corporation | 6.13% | 01/01/2031 | 1587450 |
| 650000 | Occidental Petroleum Corporation | 6.45% | 09/15/2036 | 664466 |
| 660000 | Occidental Petroleum Corporation | 6.60% | 03/15/2046 | 680622 |
| 1885000 | Olympus Water US Holding Corporation | 4.25 % (a) | 10/01/2028 | 1532795 |
| 1100000 | Olympus Water US Holding Corporation | 6.25 % (a) | 10/01/2029 | 836557 |
| 850000 | OneMain Finance Corporation | 6.88% | 03/15/2025 | 818469 |
| 280000 | OneMain Finance Corporation | 7.13% | 03/15/2026 | 266871 |
| 825000 | OneMain Finance Corporation | 5.38% | 11/15/2029 | 676137 |
| 3330000 | ONEOK, Inc. | 3.40% | 09/01/2029 | 2884984 |
| 3265000 | Oracle Corporation | 6.25% | 11/09/2032 | 3427532 |
| 2280000 | Oracle Corporation | 3.80% | 11/15/2037 | 1813354 |
| 8865000 | Oracle Corporation | 3.85% | 04/01/2060 | 5929327 |
| 2470000 | Organon & Company | 5.13 % (a) | 04/30/2031 | 2143059 |
| 1800000 | Owens & Minor, Inc. | 6.63 % (a) | 04/01/2030 | 1549260 |
| 7272000 | Owens Corning | 4.40% | 01/30/2048 | 5665749 |
| 7693000 | Pacific Gas and Electric Company | 2.50% | 02/01/2031 | 5986436 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 6622000 | Packaging Corporation of America | 3.40% | 12/15/2027 | 6090871 |
| 953000 | Par Petroleum LLC | 7.75 % (a) | 12/15/2025 | 919345 |
| 875000 | Park Intermediate Holdings LLC | 4.88 % (a) | 05/15/2029 | 741825 |
| 3325000 | Parker-Hannifin Corporation | 4.25% | 09/15/2027 | 3231559 |
| 335000 | PBF Holding Company LLC | 6.00% | 02/15/2028 | 299398 |
| 905000 | PECF USS Intermediate Holding Corporation | 8.00 % (a) | 11/15/2029 | 589146 |
| 2085000 | Penn National Gaming, Inc. | 5.63 % (a) | 01/15/2027 | 1893847 |
| 940000 | Penn National Gaming, Inc. | 4.13 % (a) | 07/01/2029 | 743825 |
| 1575000 | PennyMac Financial Services, Inc. | 4.25 % (a) | 02/15/2029 | 1230672 |
| 6000000 | Penske Truck Leasing Company LP | 4.20 % (a) | 04/01/2027 | 5638497 |
| 4055000 | PepsiCo, Inc. | 3.60% | 02/18/2028 | 3889835 |
| 1450000 | Performance Food Group, Inc. | 5.50 % (a) | 10/15/2027 | 1370670 |
| 1175000 | Performance Food Group, Inc. | 4.25 % (a) | 08/01/2029 | 1019665 |
| 1095000 | PetSmart, Inc. | 7.75 % (a) | 02/15/2029 | 1030469 |
| 1200000 | Pike Corporation | 5.50 % (a) | 09/01/2028 | 1051044 |
| 1862000 | Pioneer Natural Resources Company | 1.90% | 08/15/2030 | 1462352 |
| 430000 | Post Holdings, Inc. | 5.50 % (a) | 12/15/2029 | 390010 |
| 303000 | Post Holdings, Inc. | 4.63 % (a) | 04/15/2030 | 262042 |
| 1090000 | Premier Entertainment Sub LLC | 5.63 % (a) | 09/01/2029 | 805183 |
| 1175000 | Prime Security Services Borrower LLC | 6.25 % (a) | 01/15/2028 | 1071858 |
| 6870000 | Prudential Financial, Inc. | 3.91% | 12/07/2047 | 5504168 |
| 950000 | Radiate Holdco LLC | 4.50 % (a) | 09/15/2026 | 699466 |
| 745000 | Radiology Partners, Inc. | 9.25 % (a) | 02/01/2028 | 419386 |
| 8375000 | Raytheon Technologies Corporation | 3.03% | 03/15/2052 | 5717899 |
| 1560000 | Realogy Group LLC | 5.25 % (a) | 04/15/2030 | 1140064 |
| 765000 | Rent-A-Center, Inc. | 6.38 % (a) | 02/15/2029 | 619840 |
| 650000 | Roller Bearing Company of America, Inc. | 4.38 % (a) | 10/15/2029 | 562867 |
| 1475000 | Royal Caribbean Cruises Ltd. | 5.50 % (a) | 08/31/2026 | 1242687 |
| 8560000 | Royalty Pharma PLC | 3.30% | 09/02/2040 | 5971124 |
| 1050000 | RP Escrow Issuer LLC | 5.25 % (a) | 12/15/2025 | 803146 |
| 5293000 | Sabine Pass Liquefaction LLC | 5.00% | 03/15/2027 | 5198008 |
| 1595000 | Sabra Health Care LP | 3.20% | 12/01/2031 | 1190431 |
| 3060000 | Santander Holdings USA, Inc. (Secured Overnight Financing Rate + 1.25%) | 2.49% | 01/06/2028 | 2629487 |
| 880000 | Schweitzer-Mauduit International, Inc. | 6.88 % (a) | 10/01/2026 | 778686 |
| 1535000 | Scientific Games Holdings LP | 6.63 % (a) | 03/01/2030 | 1298610 |
| 1450000 | Scotts Miracle-Gro Company | 4.50% | 10/15/2029 | 1177110 |
| 350000 | Scripps Escrow, Inc. | 5.88 % (a) | 07/15/2027 | 312928 |
| 580000 | Scripps Escrow, Inc. | 3.88 % (a) | 01/15/2029 | 466303 |
| 1250000 | SEG Holding LLC | 5.63 % (a) | 10/15/2028 | 1178775 |
| 1540000 | Select Medical Corporation | 6.25 % (a) | 08/15/2026 | 1467451 |
| 1100000 | Sirius XM Radio, Inc. | 5.50 % (a) | 07/01/2029 | 1006538 |
| 690000 | Sirius XM Radio, Inc. | 4.13 % (a) | 07/01/2030 | 570951 |
| 14298000 | Smithfield Foods, Inc. | 4.25 % (a) | 02/01/2027 | 13187093 |
| 1640000 | Sonic Automotive, Inc. | 4.63 % (a) | 11/15/2029 | 1315293 |
| 5365000 | Southern Company (5 Year CMT Rate + 2.92%) | 3.75% | 09/15/2051 | 4345389 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 4595000 | Southwestern Electric Power Company | 3.25% | 11/01/2051 | 3040919 |
| 1215000 | Southwestern Energy Company | 5.38% | 02/01/2029 | 1128134 |
| 1350000 | Southwestern Energy Company | 4.75% | 02/01/2032 | 1156295 |
| 1230000 | Spectrum Brands, Inc. | 5.00 % (a) | 10/01/2029 | 1066479 |
| 975000 | SRS Distribution, Inc. | 4.63 % (a) | 07/01/2028 | 865547 |
| 1130000 | SRS Distribution, Inc. | 6.13 % (a) | 07/01/2029 | 915097 |
| 1090000 | Staples, Inc. | 7.50 % (a) | 04/15/2026 | 940387 |
| 480000 | Staples, Inc. | 10.75 % (a) | 04/15/2027 | 346406 |
| 950000 | Station Casinos LLC | 4.63 % (a) | 12/01/2031 | 763276 |
| 1470000 | Suburban Propane Partners LP | 5.00 % (a) | 06/01/2031 | 1251349 |
| 1550000 | SunCoke Energy, Inc. | 4.88 % (a) | 06/30/2029 | 1332516 |
| 635000 | Sunoco LP | 6.00% | 04/15/2027 | 626376 |
| 475000 | Sunoco LP | 4.50% | 05/15/2029 | 416169 |
| 510000 | SWF Escrow Issuer Corporation | 6.50 % (a) | 10/01/2029 | 296182 |
| 10715000 | Synchrony Financial | 3.95% | 12/01/2027 | 9573496 |
| 8600000 | Sysco Corporation | 3.30% | 02/15/2050 | 5934434 |
| 950000 | Tenet Healthcare Corporation | 6.25 % (a) | 02/01/2027 | 914413 |
| 835000 | Tenet Healthcare Corporation | 6.13 % (a) | 10/01/2028 | 749354 |
| 1500000 | Tenet Healthcare Corporation | 6.13 % (a) | 06/15/2030 | 1431832 |
| 4310000 | The Interpublic Group of Companies, Inc. | 5.40% | 10/01/2048 | 3960314 |
| 6395000 | T-Mobile USA, Inc. | 2.25% | 02/15/2026 | 5829113 |
| 6410000 | T-Mobile USA, Inc. | 3.40% | 10/15/2052 | 4335943 |
| 460000 | Townsquare Media, Inc. | 6.88 % (a) | 02/01/2026 | 408826 |
| 1720000 | TransDigm, Inc. | 5.50% | 11/15/2027 | 1618658 |
| 1124375 | Transocean Poseidon Ltd. | 6.88 % (a) | 02/01/2027 | 1095928 |
| 1320000 | Trident TPI Holdings, Inc. | 6.63 % (a) | 11/01/2025 | 1153081 |
| 4546000 | Triton Container International Ltd | 3.25% | 03/15/2032 | 3516308 |
| 2385000 | Triton Container International Ltd. | 1.15 % (a) | 06/07/2024 | 2206948 |
| 1045000 | Triton Water Holdings, Inc. | 6.25 % (a) | 04/01/2029 | 839595 |
| 1180000 | Uber Technologies, Inc. | 4.50 % (a) | 08/15/2029 | 1030293 |
| 440000 | United Airlines, Inc. | 4.38 % (a) | 04/15/2026 | 408595 |
| 1255000 | United Airlines, Inc. | 4.63 % (a) | 04/15/2029 | 1094926 |
| 1365000 | United Natural Foods, Inc. | 6.75 % (a) | 10/15/2028 | 1313717 |
| 2645000 | UnitedHealth Group, Inc. | 4.95% | 05/15/2062 | 2492651 |
| 950000 | Uniti Group LP | 6.50 % (a) | 02/15/2029 | 631152 |
| 1000000 | Univision Communications, Inc. | 4.50 % (a) | 05/01/2029 | 838135 |
| 1020000 | US Foods, Inc. | 4.75 % (a) | 02/15/2029 | 906882 |
| 980000 | USA Compression Partners LP | 6.88% | 09/01/2027 | 917873 |
| 1000000 | Verizon Communications, Inc. | 3.15% | 03/22/2030 | 884162 |
| 2420000 | Verizon Communications, Inc. | 3.88% | 03/01/2052 | 1847143 |
| 4350000 | Viatris, Inc. | 1.65% | 06/22/2025 | 3943641 |
| 1265000 | Victoria's Secret Company | 4.63 % (a) | 07/15/2029 | 994796 |
| 440000 | Viking Cruises Ltd. | 13.00 % (a) | 05/15/2025 | 464920 |
| 3150000 | Viking Cruises Ltd. | 5.88 % (a) | 09/15/2027 | 2572745 |
| 2525000 | Virginia Electric and Power Company | 3.75% | 05/15/2027 | 2413661 |
| 475000 | Virtusa Corporation | 7.13 % (a) | 12/15/2028 | 362673 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 7643000 | VMware, Inc. | 2.20% | 08/15/2031 | 5818286 |
| 2505000 | Vornado Realty LP | 2.15% | 06/01/2026 | 2119803 |
| 6735000 | Warnermedia Holdings, Inc. | 4.05 % (a) | 03/15/2029 | 5839516 |
| 1660000 | WASH Multifamily Acquisition, Inc. | 5.75 % (a) | 04/15/2026 | 1566467 |
| 292000 | Weatherford International Ltd. | 11.00 % (a) | 12/01/2024 | 298942 |
| 755000 | Weatherford International Ltd. | 6.50 % (a) | 09/15/2028 | 741214 |
| 940000 | Weatherford International Ltd. | 8.63 % (a) | 04/30/2030 | 904368 |
| 5375000 | Wells Fargo & Company (3 Month LIBOR USD + 1.17%) | 3.20% | 06/17/2027 | 4992372 |
| 5720000 | Wells Fargo & Company (Secured Overnight Financing Rate + 1.98%) | 4.81% | 07/25/2028 | 5596125 |
| 6085000 | Wells Fargo & Company (Secured Overnight Financing Rate 3 Month + 1.43%) | 2.88% | 10/30/2030 | 5181630 |
| 1400000 | Western Midstream Operating LP | 4.30% | 02/01/2030 | 1225245 |
| 13920000 | Western Union Company | 2.75% | 03/15/2031 | 10571325 |
| 365000 | Wheel Pros, Inc. | 6.50 % (a) | 05/15/2029 | 129575 |
| 11311000 | Willis North America, Inc. | 4.50% | 09/15/2028 | 10681247 |
| 2835000 | Workday, Inc. | 3.70% | 04/01/2029 | 2606900 |
| 1020000 | WR Grace Holdings LLC | 5.63 % (a) | 08/15/2029 | 825965 |
| 10922000 | WRKCo, Inc. | 3.75% | 03/15/2025 | 10572519 |
| 1215000 | Wyndham Hotels & Resorts, Inc. | 4.38 % (a) | 08/15/2028 | 1092042 |
| 1270000 | XHR LP | 4.88 % (a) | 06/01/2029 | 1041941 |
| 775000 | Zayo Group Holdings, Inc. | 4.00 % (a) | 03/01/2027 | 574058 |
| 360000 | Zayo Group Holdings, Inc. | 6.13 % (a) | 03/01/2028 | 204922 |
|  **Total US Corporate Bonds** (Cost $1,275,732,622) | **Total US Corporate Bonds** (Cost $1,275,732,622) | **Total US Corporate Bonds** (Cost $1,275,732,622) | **Total US Corporate Bonds** (Cost $1,275,732,622) | 1084153669 |
|  **US Government and Agency Mortgage Backed Obligations - 17.1%** | **US Government and Agency Mortgage Backed Obligations - 17.1%** | **US Government and Agency Mortgage Backed Obligations - 17.1%** | **US Government and Agency Mortgage Backed Obligations - 17.1%** | **US Government and Agency Mortgage Backed Obligations - 17.1%** |
| 276691 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool G01840 | 5.00% | 07/01/2035 | 283135 |
| 145484 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool G04817 | 5.00% | 09/01/2038 | 148611 |
| 5705797 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool G08537 | 3.00% | 07/01/2043 | 5203483 |
| 3097743 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool G08622 | 3.00% | 01/01/2045 | 2797748 |
| 2991403 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool G08686 | 3.00% | 01/01/2046 | 2690006 |
| 11072025 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool G08701 | 3.00% | 04/01/2046 | 9921427 |
| 722623 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool G08737 | 3.00% | 12/01/2046 | 647569 |
| 6679099 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool G61645 | 4.00% | 10/01/2048 | 6381961 |
| 1059673 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool N70081 | 5.50% | 07/01/2038 | 1046087 |
| 5296600 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool Q33789 | 3.50% | 06/01/2045 | 4945430 |
| 12387507 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool QE7537 | 4.50% | 08/01/2052 | 11938183 |
| 16194580 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool SD0035 | 3.00% | 04/01/2047 | 14603912 |
| 8621540 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool SD0699 | 2.00% | 11/01/2050 | 7162459 |
| 64989270 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool SD7538 | 2.00% | 04/01/2051 | 53960417 |
| 11389330 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool SD8174 | 3.00% | 10/01/2051 | 10017165 |
| 25542318 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool SD8221 | 3.50% | 06/01/2052 | 23236512 |
| 880234 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool T60854 | 3.50% | 09/01/2042 | 798074 |
| 143106 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool U60299 | 4.00% | 11/01/2040 | 136898 |
| 3978134 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool V83144 | 4.00% | 04/01/2047 | 3807912 |
| 11719515 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool ZT1827 | 3.00% | 07/01/2047 | 10493875 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 32792 | Federal Home Loan Mortgage Corporation REMICS, Series 2692-SC (-2 x 1 Month LIBOR USD + 13.29%, 0.00% Floor, 13.29% Cap) | 4.65 % (j) | 07/15/2033 | 31699 |
| 890813 | Federal Home Loan Mortgage Corporation REMICS, Series 2722-PS (-1 x 1 Month LIBOR USD + 9.89%, 0.00% Floor, 9.89% Cap) | 5.09 % (j) | 12/15/2033 | 883402 |
| 39404 | Federal Home Loan Mortgage Corporation REMICS, Series 2750-ZT | 5.00% | 02/15/2034 | 39520 |
| 88914 | Federal Home Loan Mortgage Corporation REMICS, Series 3002-SN (-1 x 1 Month LIBOR USD + 6.50%, 0.00% Floor, 6.50% Cap) | 2.18 % (i)(j) | 07/15/2035 | 6249 |
| 42516 | Federal Home Loan Mortgage Corporation REMICS, Series 3045-DI (-1 x 1 Month LIBOR USD + 6.73%, 0.00% Floor, 6.73% Cap) | 2.41 % (i)(j) | 10/15/2035 | 3554 |
| 138532 | Federal Home Loan Mortgage Corporation REMICS, Series 3116-Z | 5.50% | 02/15/2036 | 140538 |
| 10709 | Federal Home Loan Mortgage Corporation REMICS, Series 3117-ZN | 4.50% | 02/15/2036 | 10174 |
| 154639 | Federal Home Loan Mortgage Corporation REMICS, Series 3203-ZC | 5.00% | 07/15/2036 | 154350 |
| 42282 | Federal Home Loan Mortgage Corporation REMICS, Series 3275-SC (-1 x 1 Month LIBOR USD + 6.08%, 0.00% Floor, 6.08% Cap) | 1.76 % (i)(j) | 02/15/2037 | 2714 |
| 95417 | Federal Home Loan Mortgage Corporation REMICS, Series 3382-SB (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.68 % (i)(j) | 11/15/2037 | 5750 |
| 118114 | Federal Home Loan Mortgage Corporation REMICS, Series 3384-S (-1 x 1 Month LIBOR USD + 6.39%, 0.00% Floor, 6.39% Cap) | 2.07 % (i)(j) | 11/15/2037 | 6622 |
| 71201 | Federal Home Loan Mortgage Corporation REMICS, Series 3417-SX (-1 x 1 Month LIBOR USD + 6.18%, 0.00% Floor, 6.18% Cap) | 1.86 % (i)(j) | 02/15/2038 | 4724 |
| 17586 | Federal Home Loan Mortgage Corporation REMICS, Series 3423-GS (-1 x 1 Month LIBOR USD + 5.65%, 0.00% Floor, 5.65% Cap) | 1.33 % (i)(j) | 03/15/2038 | 917 |
| 17586 | Federal Home Loan Mortgage Corporation REMICS, Series 3423-SG (-1 x 1 Month LIBOR USD + 5.65%, 0.00% Floor, 5.65% Cap) | 1.33 % (i)(j) | 03/15/2038 | 884 |
| 63919 | Federal Home Loan Mortgage Corporation REMICS, Series 3524-LB | 3.27 % (b)(i)(l) | 06/15/2038 | 60128 |
| 35199 | Federal Home Loan Mortgage Corporation REMICS, Series 3562-WS (-1 x 1 Month LIBOR USD + 4.95%, 0.00% Floor, 4.95% Cap) | 0.63 % (i)(j) | 08/15/2039 | 1442 |
| 113422 | Federal Home Loan Mortgage Corporation REMICS, Series 3582-SA (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.68 % (i)(j) | 10/15/2049 | 6633 |
| 102931 | Federal Home Loan Mortgage Corporation REMICS, Series 3616-SG (-1 x 1 Month LIBOR USD + 6.35%, 0.00% Floor, 6.35% Cap) | 2.03 % (i)(j) | 03/15/2032 | 5432 |
| 462098 | Federal Home Loan Mortgage Corporation REMICS, Series 3626-AZ | 5.50% | 08/15/2036 | 470320 |
| 174906 | Federal Home Loan Mortgage Corporation REMICS, Series 3666-SC (-1 x 1 Month LIBOR USD + 5.77%, 0.00% Floor, 5.77% Cap) | 1.45 % (i)(j) | 05/15/2040 | 11787 |
| 119708 | Federal Home Loan Mortgage Corporation REMICS, Series 3666-VZ | 5.50% | 08/15/2036 | 121821 |
| 1246307 | Federal Home Loan Mortgage Corporation REMICS, Series 3779-DZ | 4.50% | 12/15/2040 | 1198278 |
| 605895 | Federal Home Loan Mortgage Corporation REMICS, Series 3779-YA | 3.50% | 12/15/2030 | 584561 |
| 162797 | Federal Home Loan Mortgage Corporation REMICS, Series 3786-SG (-2 x 1 Month LIBOR USD + 9.50%, 0.00% Floor, 9.50% Cap) | 0.86 % (j) | 01/15/2041 | 118319 |
| 101340 | Federal Home Loan Mortgage Corporation REMICS, Series 3792-SE (-2 x 1 Month LIBOR USD + 9.86%, 0.00% Floor, 9.86% Cap) | 1.22 % (j) | 01/15/2041 | 71400 |
| 471417 | Federal Home Loan Mortgage Corporation REMICS, Series 3806-CZ | 5.50% | 07/15/2034 | 477864 |
| 391387 | Federal Home Loan Mortgage Corporation REMICS, Series 3808-DB | 3.50% | 02/15/2031 | 377401 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 538891 | Federal Home Loan Mortgage Corporation REMICS, Series 3818-CZ | 4.50% | 03/15/2041 | 531148 |
| 473504 | Federal Home Loan Mortgage Corporation REMICS, Series 3819-ZU | 5.50% | 07/15/2034 | 480067 |
| 1313618 | Federal Home Loan Mortgage Corporation REMICS, Series 3824-EY | 3.50% | 03/15/2031 | 1266547 |
| 251282 | Federal Home Loan Mortgage Corporation REMICS, Series 3828-SW (-3 x 1 Month LIBOR USD + 13.20%, 0.00% Floor, 13.20% Cap) | 0.25 % (j) | 02/15/2041 | 153166 |
| 789935 | Federal Home Loan Mortgage Corporation REMICS, Series 3863-ZA | 5.50% | 08/15/2034 | 800900 |
| 2236181 | Federal Home Loan Mortgage Corporation REMICS, Series 3889-VZ | 4.00% | 07/15/2041 | 2105819 |
| 2092680 | Federal Home Loan Mortgage Corporation REMICS, Series 3910-GZ | 5.00% | 08/15/2041 | 2112544 |
| 770329 | Federal Home Loan Mortgage Corporation REMICS, Series 3972-AZ | 3.50% | 12/15/2041 | 689352 |
| 7943609 | Federal Home Loan Mortgage Corporation REMICS, Series 4165-ZT | 3.00 % (k) | 02/15/2043 | 6408759 |
| 2289978 | Federal Home Loan Mortgage Corporation REMICS, Series 4291-MS (-1 x 1 Month LIBOR USD + 5.90%, 0.00% Floor, 5.90% Cap) | 1.58 % (i)(j) | 01/15/2054 | 180769 |
| 8441768 | Federal Home Loan Mortgage Corporation REMICS, Series 4413-AZ | 3.50% | 11/15/2044 | 7834025 |
| 2578939 | Federal Home Loan Mortgage Corporation REMICS, Series 4471-BA | 3.00% | 12/15/2041 | 2496469 |
| 12021865 | Federal Home Loan Mortgage Corporation REMICS, Series 4471-GA | 3.00% | 02/15/2044 | 11188961 |
| 14108411 | Federal Home Loan Mortgage Corporation REMICS, Series 4542-AC | 2.70% | 01/15/2045 | 13017205 |
| 34934000 | Federal Home Loan Mortgage Corporation REMICS, Series 5138-HM | 2.00% | 04/25/2051 | 26864250 |
| 9448013 | Federal Home Loan Mortgage Corporation REMICS, Series 5148-BZ | 2.50 % (k) | 10/25/2051 | 5511510 |
| 13849316 | Federal Home Loan Mortgage Corporation REMICS, Series 5195-ZN | 2.50 % (k) | 02/25/2052 | 9025570 |
| 178275 | Federal Home Loan Mortgage Corporation REMICS, Series R003-ZA | 5.50% | 10/15/2035 | 181474 |
| 53595 | Federal National Mortgage Association Pass-Thru, Pool 555743 | 5.00% | 09/01/2033 | 54781 |
| 44094 | Federal National Mortgage Association Pass-Thru, Pool 735382 | 5.00% | 04/01/2035 | 45071 |
| 373563 | Federal National Mortgage Association Pass-Thru, Pool 735383 | 5.00% | 04/01/2035 | 381837 |
| 184813 | Federal National Mortgage Association Pass-Thru, Pool 735402 | 5.00% | 04/01/2035 | 188907 |
| 253837 | Federal National Mortgage Association Pass-Thru, Pool 735484 | 5.00% | 05/01/2035 | 259460 |
| 58975 | Federal National Mortgage Association Pass-Thru, Pool 931104 | 5.00% | 05/01/2039 | 59356 |
| 315014 | Federal National Mortgage Association Pass-Thru, Pool 995203 | 5.00% | 07/01/2035 | 316549 |
| 276315 | Federal National Mortgage Association Pass-Thru, Pool AB2123 | 4.00% | 01/01/2031 | 267714 |
| 27135 | Federal National Mortgage Association Pass-Thru, Pool AB2370 | 4.50% | 09/01/2035 | 26011 |
| 5806 | Federal National Mortgage Association Pass-Thru, Pool AD2177 | 4.50% | 06/01/2030 | 5698 |
| 445933 | Federal National Mortgage Association Pass-Thru, Pool AH7309 | 4.00% | 02/01/2031 | 432065 |
| 4584837 | Federal National Mortgage Association Pass-Thru, Pool AL9238 | 3.00% | 10/01/2041 | 4159507 |
| 1226385 | Federal National Mortgage Association Pass-Thru, Pool AL9445 | 3.00% | 07/01/2031 | 1174520 |
| 6558716 | Federal National Mortgage Association Pass-Thru, Pool AS4645 | 3.00% | 03/01/2045 | 5909273 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 8304806 | Federal National Mortgage Association Pass-Thru, Pool AS7661 | 3.00% | 08/01/2046 | 7364186 |
| 3705686 | Federal National Mortgage Association Pass-Thru, Pool AS7724 | 2.50% | 08/01/2046 | 3198932 |
| 12048052 | Federal National Mortgage Association Pass-Thru, Pool BC9081 | 3.00% | 12/01/2046 | 10796394 |
| 8392284 | Federal National Mortgage Association Pass-Thru, Pool BD8013 | 2.50% | 09/01/2046 | 7244689 |
| 2121587 | Federal National Mortgage Association Pass-Thru, Pool BM4094 | 3.00% | 03/01/2043 | 1932841 |
| 12337047 | Federal National Mortgage Association Pass-Thru, Pool BM6089 | 3.50% | 12/01/2044 | 11537876 |
| 6769938 | Federal National Mortgage Association Pass-Thru, Pool BN7712 | 2.50% | 08/01/2034 | 6240337 |
| 7549966 | Federal National Mortgage Association Pass-Thru, Pool CA3903 | 3.00% | 07/01/2034 | 7093853 |
| 11304363 | Federal National Mortgage Association Pass-Thru, Pool FM1000 | 3.00% | 04/01/2047 | 10095348 |
| 33667496 | Federal National Mortgage Association Pass-Thru, Pool FM2310 | 3.00% | 01/01/2048 | 30031272 |
| 17862491 | Federal National Mortgage Association Pass-Thru, Pool FM4575 | 2.50% | 10/01/2050 | 15421553 |
| 11244444 | Federal National Mortgage Association Pass-Thru, Pool FM6061 | 2.00% | 02/01/2051 | 9273455 |
| 31502880 | Federal National Mortgage Association Pass-Thru, Pool FM8214 | 4.00% | 05/01/2049 | 30037356 |
| 7404204 | Federal National Mortgage Association Pass-Thru, Pool FM8664 | 3.00% | 10/01/2046 | 6629254 |
| 25374226 | Federal National Mortgage Association Pass-Thru, Pool FM8972 | 4.00% | 06/01/2049 | 24258270 |
| 6040500 | Federal National Mortgage Association Pass-Thru, Pool FM9846 | 2.50% | 12/01/2051 | 5132489 |
| 58865766 | Federal National Mortgage Association Pass-Thru, Pool FM9993 | 3.50% | 07/01/2051 | 54103578 |
| 41427977 | Federal National Mortgage Association Pass-Thru, Pool FS0174 | 2.50% | 01/01/2052 | 35187490 |
| 43580147 | Federal National Mortgage Association Pass-Thru, Pool FS1472 | 3.50% | 11/01/2050 | 40013682 |
| 199832 | Federal National Mortgage Association Pass-Thru, Pool MA0264 | 4.50% | 12/01/2029 | 198480 |
| 136048 | Federal National Mortgage Association Pass-Thru, Pool MA0353 | 4.50% | 03/01/2030 | 135127 |
| 4618 | Federal National Mortgage Association Pass-Thru, Pool MA0468 | 5.00% | 07/01/2040 | 4518 |
| 2487744 | Federal National Mortgage Association Pass-Thru, Pool MA2151 | 3.50% | 01/01/2045 | 2251791 |
| 1116190 | Federal National Mortgage Association Pass-Thru, Pool MA2248 | 3.00% | 04/01/2045 | 989898 |
| 1912557 | Federal National Mortgage Association Pass-Thru, Pool MA2621 | 3.50% | 05/01/2046 | 1731099 |
| 4073976 | Federal National Mortgage Association Pass-Thru, Pool MA2649 | 3.00% | 06/01/2046 | 3612519 |
| 1675424 | Federal National Mortgage Association Pass-Thru, Pool MA2711 | 3.00% | 08/01/2046 | 1485652 |
| 10848016 | Federal National Mortgage Association Pass-Thru, Pool MA2806 | 3.00% | 11/01/2046 | 9751183 |
| 28300727 | Federal National Mortgage Association Pass-Thru, Pool MA4237 | 2.00% | 01/01/2051 | 23167150 |
| 72101323 | Federal National Mortgage Association Pass-Thru, Pool MA4326 | 2.50% | 05/01/2051 | 61320008 |
| 31570602 | Federal National Mortgage Association Pass-Thru, Pool MA4709 | 5.00% | 07/01/2052 | 31163601 |
| 943877 | Federal National Mortgage Association REMICS, Series 2005-20-QH | 5.00% | 03/25/2035 | 938478 |
| 173787 | Federal National Mortgage Association REMICS, Series 2006-101-SA (-1 x 1 Month LIBOR USD + 6.58%, 0.00% Floor, 6.58% Cap) | 2.19 % (i)(j) | 10/25/2036 | 15682 |
| 71919 | Federal National Mortgage Association REMICS, Series 2006-56-SM (-1 x 1 Month LIBOR USD + 6.75%, 0.00% Floor, 6.75% Cap) | 2.36 % (i)(j) | 07/25/2036 | 5776 |
| 54938 | Federal National Mortgage Association REMICS, Series 2007-116-BI (-1 x 1 Month LIBOR USD + 6.25%, 0.00% Floor, 6.25% Cap) | 1.86 % (i)(j) | 05/25/2037 | 3043 |
| 702474 | Federal National Mortgage Association REMICS, Series 2007-30-FS (-5 x 1 Month LIBOR USD + 29.83%, 0.00% Floor, 29.83% Cap) | 9.50 % (j) | 04/25/2037 | 703252 |
| 273145 | Federal National Mortgage Association REMICS, Series 2007-30-OI (-1 x 1 Month LIBOR USD + 6.44%, 0.00% Floor, 6.44% Cap) | 2.05 % (i)(j) | 04/25/2037 | 23111 |
| 41670 | Federal National Mortgage Association REMICS, Series 2008-29-ZA | 4.50% | 04/25/2038 | 40740 |
| 15037 | Federal National Mortgage Association REMICS, Series 2008-62-SC (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.61 % (i)(j) | 07/25/2038 | 803 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 173722 | Federal National Mortgage Association REMICS, Series<br>2009-111-EZ | 5.00% | 01/25/2040 | 171354 |
| 5252 | Federal National Mortgage Association REMICS, Series 2009-111-SE (-1 x 1 Month LIBOR USD + 6.25%, 0.00% Floor, 6.25% Cap) | 1.86 % (i)(j) | 01/25/2040 | 477 |
| 28245 | Federal National Mortgage Association REMICS, Series<br>2009-16-MZ | 5.00% | 03/25/2029 | 27983 |
| 25196 | Federal National Mortgage Association REMICS, Series 2009-48-WS (-1 x 1 Month LIBOR USD + 5.95%, 0.00% Floor, 5.95% Cap) | 1.56 % (i)(j) | 07/25/2039 | 1798 |
| 57380 | Federal National Mortgage Association REMICS, Series 2009-62-PS (-1 x 1 Month LIBOR USD + 6.10%, 0.00% Floor, 6.10% Cap) | 1.71 % (i)(j) | 08/25/2039 | 2081 |
| 465251 | Federal National Mortgage Association REMICS, Series<br>2009-77-ZA | 4.50% | 10/25/2039 | 454799 |
| 123584 | Federal National Mortgage Association REMICS, Series 2009-83-Z | 4.50% | 10/25/2039 | 119101 |
| 33729 | Federal National Mortgage Association REMICS, Series<br>2010-101-ZH | 4.50% | 07/25/2040 | 32969 |
| 150915 | Federal National Mortgage Association REMICS, Series<br>2010-112-ZA | 4.00% | 10/25/2040 | 141863 |
| 69238 | Federal National Mortgage Association REMICS, Series 2010-121-SD (-1 x 1 Month LIBOR USD + 4.50%, 0.00% Floor, 4.50% Cap) | 0.11 % (i)(j) | 10/25/2040 | 2689 |
| 29336 | Federal National Mortgage Association REMICS, Series 2010-137-VS (-3 x 1 Month LIBOR USD + 15.00%, 0.00% Floor, 15.00% Cap) | 2.64 % (j) | 12/25/2040 | 25591 |
| 21187 | Federal National Mortgage Association REMICS, Series 2010-31-SA (-1 x 1 Month LIBOR USD + 5.00%, 0.00% Floor, 5.00% Cap) | 0.61 % (i)(j) | 04/25/2040 | 714 |
| 13716 | Federal National Mortgage Association REMICS, Series 2010-34-PS (-1 x 1 Month LIBOR USD + 4.93%, 0.00% Floor, 4.93% Cap) | 0.54 % (i)(j) | 04/25/2040 | 675 |
| 84796 | Federal National Mortgage Association REMICS, Series 2010-35-SP (-1 x 1 Month LIBOR USD + 6.35%, 0.00% Floor, 6.35% Cap) | 1.96 % (i)(j) | 04/25/2050 | 8008 |
| 5390 | Federal National Mortgage Association REMICS, Series 2010-35-SV (-1 x 1 Month LIBOR USD + 6.45%, 0.00% Floor, 6.45% Cap) | 2.06 % (i)(j) | 04/25/2040 | 130 |
| 568933 | Federal National Mortgage Association REMICS, Series 2010-37-MY | 4.50% | 04/25/2040 | 525648 |
| 114357 | Federal National Mortgage Association REMICS, Series 2010-59-SC (-1 x 1 Month LIBOR USD + 5.00%, 0.00% Floor, 5.00% Cap) | 0.61 % (i)(j) | 01/25/2040 | 5601 |
| 196577 | Federal National Mortgage Association REMICS, Series<br>2010-60-VZ | 5.00% | 10/25/2039 | 197923 |
| 88577 | Federal National Mortgage Association REMICS, Series<br>2010-64-EZ | 5.00% | 06/25/2040 | 88195 |
| 124945 | Federal National Mortgage Association REMICS, Series 2010-7-PE | 5.00% | 02/25/2040 | 118261 |
| 41477 | Federal National Mortgage Association REMICS, Series 2010-90-GS (-1 x 1 Month LIBOR USD + 6.00%, 0.00% Floor, 6.00% Cap) | 1.61 % (i)(j) | 08/25/2040 | 2825 |
| 27668 | Federal National Mortgage Association REMICS, Series 2010-99-SG (-5 x 1 Month LIBOR USD + 25.00%, 0.00% Floor, 25.00% Cap) | 4.40 % (j) | 09/25/2040 | 28976 |
| 1228176 | Federal National Mortgage Association REMICS, Series<br>2011-141-PZ | 4.00% | 01/25/2042 | 1170926 |
| 284886 | Federal National Mortgage Association REMICS, Series<br>2011-25-KY | 3.00% | 04/25/2026 | 276680 |
| 371116 | Federal National Mortgage Association REMICS, Series<br>2011-29-AL | 3.50% | 04/25/2031 | 357409 |
| 507057 | Federal National Mortgage Association REMICS, Series<br>2011-59-MA | 4.50% | 07/25/2041 | 490902 |
| 17869281 | Federal National Mortgage Association REMICS, Series<br>2013-6-ZB | 3.00 % (k) | 02/25/2043 | 15522103 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 5702993 | Federal National Mortgage Association REMICS, Series<br>2017-46-ZL | 3.50 % (k) | 06/25/2057 | 4573860 |
| 911301 | Federal National Mortgage Association REMICS, Series<br>2017-86-MA | 3.00% | 04/25/2046 | 855727 |
| 10831290 | Federal National Mortgage Association REMICS, Series<br>2018-21-IO | 3.00 % (i) | 04/25/2048 | 1685542 |
| 17041222 | Federal National Mortgage Association REMICS, Series<br>2018-21-PO | 0.00 % (l) | 04/25/2048 | 12938469 |
| 8686815 | Federal National Mortgage Association REMICS, Series<br>2018-35-IO | 3.00 % (i) | 05/25/2048 | 1503610 |
| 33324841 | Federal National Mortgage Association REMICS, Series<br>2018-35-PO | 0.00 % (l) | 05/25/2048 | 23909964 |
| 32588048 | Federal National Mortgage Association REMICS, Series<br>2020-49-ZD | 2.00 % (k) | 07/25/2050 | 20050904 |
| 8381856 | Federal National Mortgage Association REMICS, Series<br>2020-63-DZ | 2.00 % (k) | 09/25/2050 | 5270314 |
| 18569139 | Federal National Mortgage Association REMICS, Series 2021-48-NS (-1 x Secured Overnight Financing Rate 30 Day Average + 3.65%, 0.00% Floor, 3.65% Cap) | 0.00 % (i)(j) | 08/25/2051 | 489161 |
| 9403265 | Federal National Mortgage Association REMICS, Series<br>2022-12-MZ | 3.00 % (k) | 03/25/2052 | 6470948 |
| 25565235 | Federal National Mortgage Association REMICS, Series 2022-28-Z | 2.50 % (k) | 02/25/2052 | 18316287 |
| 15050738 | Federal National Mortgage Association REMICS, Series<br>2022-31-GZ | 2.00 % (k) | 03/25/2052 | 10252792 |
| 66567938 | Federal National Mortgage Association REMICS, Series<br>2022-3-ZW | 2.00 % (k) | 02/25/2052 | 37761881 |
| 22936532 | Federal National Mortgage Association REMICS, Series<br>2022-40-AZ | 2.00 % (k) | 08/25/2050 | 14938564 |
| 17450500 | Federal National Mortgage Association, Pool BL2643 | 3.39% | 07/01/2034 | 15527255 |
| 39950000 | Federal National Mortgage Association, Pool BL4421 | 2.14% | 10/01/2029 | 34729698 |
| 25972000 | Federal National Mortgage Association, Pool BL4424 | 2.14% | 10/01/2029 | 22578215 |
| 28707000 | Federal National Mortgage Association, Pool BL4425 | 2.14% | 10/01/2029 | 24955830 |
| 32930000 | Federal National Mortgage Association, Pool BL4592 | 2.28% | 11/01/2029 | 28717777 |
| 18090000 | Federal National Mortgage Association, Pool BL5484 | 2.26% | 01/01/2030 | 15711308 |
| 4900000 | Federal National Mortgage Association, Pool BL9284 | 2.23% | 12/01/2050 | 3354550 |
| 36599790 | Federal National Mortgage Association, Pool BS4941 | 2.46% | 04/01/2032 | 31027961 |
| 144879 | Federal National Mortgage Association, Series 2003-W17-1A7 | 5.75% | 08/25/2033 | 146642 |
| 106464 | Federal National Mortgage Association, Series 400-S4 (-1 x 1 Month LIBOR USD + 5.45%, 0.00% Floor, 5.45% Cap) | 1.06 % (i)(j) | 11/25/2039 | 6636 |
| 7904772 | Federal Seasoned Credit Risk Transfer Trust, Series 2018-2-HV | 3.00 % (b) | 11/25/2057 | 7051185 |
| 14589184 | Federal Seasoned Credit Risk Transfer Trust, Series 2019-4-M55D | 4.00% | 02/25/2059 | 13884348 |
| 96502 | Government National Mortgage Association, Series 2003-67-SP (-1 x 1 Month LIBOR USD + 7.10%, 0.00% Floor, 7.10% Cap) | 2.75 % (i)(j) | 08/20/2033 | 4250 |
| 49668 | Government National Mortgage Association, Series 2008-82-SM (-1 x 1 Month LIBOR USD + 6.05%, 0.00% Floor, 6.05% Cap) | 1.70 % (i)(j) | 09/20/2038 | 1296 |
| 662585 | Government National Mortgage Association, Series 2009-32-ZE | 4.50% | 05/16/2039 | 651170 |
| 714698 | Government National Mortgage Association, Series 2009-35-DZ | 4.50% | 05/20/2039 | 700878 |
| 699852 | Government National Mortgage Association, Series 2009-75-GZ | 4.50% | 09/20/2039 | 686931 |
| 906956 | Government National Mortgage Association, Series 2009-75-HZ | 5.00% | 09/20/2039 | 906749 |
| 2329537 | Government National Mortgage Association, Series 2010-113-SM (-1 x 1 Month LIBOR USD + 6.05%, 0.00% Floor, 6.05% Cap) | 1.70 % (i)(j) | 09/20/2040 | 226729 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 97299 | Government National Mortgage Association, Series 2010-25-ZB | 4.50 % (k) | 02/16/2040 | 95757 |
| 1198931 | Government National Mortgage Association, Series 2011-45-GZ | 4.50% | 03/20/2041 | 1150597 |
| 4007242 | Government National Mortgage Association, Series 2011-71-ZA | 4.50% | 02/20/2041 | 3924710 |
| 2670005 | Government National Mortgage Association, Series 2013-117-MS (-1 x 1 Month LIBOR USD + 6.15%, 0.00% Floor, 6.15% Cap) | 1.80 % (i)(j) | 02/20/2043 | 118814 |
| 2116630 | Government National Mortgage Association, Series 2013-122-SB (-1 x 1 Month LIBOR USD + 6.10%, 0.00% Floor, 6.10% Cap) | 1.77 % (i)(j) | 08/16/2043 | 192375 |
| 3110923 | Government National Mortgage Association, Series 2014-102-TS (-1 x 1 Month LIBOR USD + 5.60%, 0.00% Floor, 5.60% Cap) | 1.25 % (i)(j) | 07/20/2044 | 245719 |
| 2643936 | Government National Mortgage Association, Series 2014-118-PS (-1 x 1 Month LIBOR USD + 6.20%, 0.00% Floor, 6.20% Cap) | 1.85 % (i)(j) | 08/20/2044 | 282226 |
| 2313444 | Government National Mortgage Association, Series 2014-118-SA (-1 x 1 Month LIBOR USD + 6.20%, 0.00% Floor, 6.20% Cap) | 1.85 % (i)(j) | 08/20/2044 | 246948 |
| 17415399 | Government National Mortgage Association, Series 2020-61-IA | 3.00 % (i) | 05/20/2050 | 2523453 |
| 12447316 | Government National Mortgage Association, Series 2021-117-ID | 3.50 % (i) | 06/20/2051 | 1386576 |
| 26971508 | Government National Mortgage Association, Series 2021-155-UI | 4.50 % (i) | 09/20/2051 | 4761466 |
| 20145157 | Government National Mortgage Association, Series 2021-214-IG | 2.50 % (i) | 12/20/2051 | 2933493 |
| 17170749 | Government National Mortgage Association, Series 2022-83-GZ | 3.00 % (k) | 05/20/2052 | 13164384 |
| 46021663 | Government National Mortgage Association Pass-Thru, Pool 785662 | 2.50% | 10/20/2051 | 38904456 |
| 29651269 | Government National Mortgage Association Pass-Thru, Pool 785713 | 2.50% | 10/20/2051 | 25212647 |
| 13715795 | Government National Mortgage Association Pass-Thru, Pool 785764 | 2.50% | 11/20/2051 | 11664412 |
|  **Total US Government and Agency Mortgage Backed Obligations** (Cost $1,421,995,972) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $1,421,995,972) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $1,421,995,972) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $1,421,995,972) | 1218752542 |
|  **US Government and Agency Obligations - 19.2%** | **US Government and Agency Obligations - 19.2%** | **US Government and Agency Obligations - 19.2%** | **US Government and Agency Obligations - 19.2%** | **US Government and Agency Obligations - 19.2%** |
| 25700000 | United States Treasury Notes | 0.25% | 09/30/2023 | 24846572 |
| 6750000 | United States Treasury Notes | 3.00% | 06/30/2024 | 6589160 |
| 158100000 | United States Treasury Notes | 3.25% | 08/31/2024 | 154820660 |
| 7500000 | United States Treasury Notes | 3.00% | 07/15/2025 | 7265625 |
| 7300000 | United States Treasury Notes | 3.13% | 08/15/2025 | 7088414 |
| 205300000 | United States Treasury Notes | 4.50% | 11/15/2025 | 206567087 |
| 6650000 | United States Treasury Notes | 3.25% | 06/30/2027 | 6432316 |
| 4200000 | United States Treasury Notes | 2.75% | 07/31/2027 | 3974250 |
| 3600000 | United States Treasury Notes | 4.13% | 09/30/2027 | 3613781 |
| 130400000 | United States Treasury Notes | 4.13% | 10/31/2027 | 130889000 |
| 56200000 | United States Treasury Notes | 1.25% | 03/31/2028 | 48858875 |
| 5200000 | United States Treasury Notes | 3.25% | 06/30/2029 | 4977375 |
| 155250000 | United States Treasury Notes | 2.63% | 07/31/2029 | 142990709 |
| 5500000 | United States Treasury Notes | 0.00% | 12/31/2029 | 5485821 |
| 134400000 | United States Treasury Notes | 2.88% | 05/15/2032 | 123900000 |
| 61100000 | United States Treasury Notes | 4.13% | 11/15/2032 | 62364961 |
| 57400000 | United States Treasury Notes | 2.25% | 05/15/2041 | 43182289 |
| 79500000 | United States Treasury Notes | 3.25% | 05/15/2042 | 69736406 |
| 5600000 | United States Treasury Notes | 4.00% | 11/15/2042 | 5484500 |
| 415000000 | United States Treasury Notes | 1.25% | 05/15/2050 | 223492091 |
| 46800000 | United States Treasury Notes | 2.88% | 05/15/2052 | 37513125 |
| 54000000 | United States Treasury Notes | 3.00% | 08/15/2052 | 44507813 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 6700000 | United States Treasury Notes | 4.00% | 11/15/2052 | 6711516 |
|  **Total US Government and Agency Obligations** (Cost $1,444,195,499) | **Total US Government and Agency Obligations** (Cost $1,444,195,499) | **Total US Government and Agency Obligations** (Cost $1,444,195,499) | **Total US Government and Agency Obligations** (Cost $1,444,195,499) | 1371292346 |
|  **Affiliated Mutual Funds - 6.3%** | **Affiliated Mutual Funds - 6.3%** | **Affiliated Mutual Funds - 6.3%** | **Affiliated Mutual Funds - 6.3%** | **Affiliated Mutual Funds - 6.3%** |
| 11446899 | DoubleLine Global Bond Fund (Class I) (m) |  |  | 94436918 |
| 36335486 | DoubleLine Infrastructure Income Fund (Class I) |  |  | 320115632 |
| 5000000 | DoubleLine Long Duration Total Return Bond Fund (Class I) |  |  | 33950000 |
|  **Total Affiliated Mutual Funds** (Cost $526,627,597) | **Total Affiliated Mutual Funds** (Cost $526,627,597) | **Total Affiliated Mutual Funds** (Cost $526,627,597) | **Total Affiliated Mutual Funds** (Cost $526,627,597) | 448502550 |
|  **Common Stocks - 0.0% (o)** | **Common Stocks - 0.0% (o)** | **Common Stocks - 0.0% (o)** | **Common Stocks - 0.0% (o)** | **Common Stocks - 0.0% (o)** |
| 4329 | Bright Bidco B.V. (c)(m) |  |  | 80628 |
| 15497 | CWT Travel Holdings, Inc. (c)(m) |  |  | 104605 |
| 70094 | Foresight Equity (c)(m) |  |  | 838319 |
| 105327 | Frontera Energy Corporation (m) |  |  | 960419 |
| 620 | Frontera Holdings LLC (c)(m) |  |  | 9 |
| 6306 | Gulfport Energy Corporation (m) |  |  | 464374 |
| 14821 | Intelsat Emergence S.A. (c)(m) |  |  | 355704 |
|  **Total Common Stocks** (Cost $12,166,700) | **Total Common Stocks** (Cost $12,166,700) | **Total Common Stocks** (Cost $12,166,700) | **Total Common Stocks** (Cost $12,166,700) | 2804058 |
|  **Escrow Notes - 0.0% (o)** | **Escrow Notes - 0.0% (o)** | **Escrow Notes - 0.0% (o)** | **Escrow Notes - 0.0% (o)** | **Escrow Notes - 0.0% (o)** |
| 1585000 | GCB Intelsat Jackson (c)(m) |  |  |  |
| 1695000 | Gulfport Energy Corporation (m) |  |  | 3187 |
|  **Total Escrow Notes** (Cost $0) | **Total Escrow Notes** (Cost $0) | **Total Escrow Notes** (Cost $0) | **Total Escrow Notes** (Cost $0) | 3187 |
|  **Rights - 0.0% (o)** | **Rights - 0.0% (o)** | **Rights - 0.0% (o)** | **Rights - 0.0% (o)** | **Rights - 0.0% (o)** |
| 1552 | Intelsat Jackson Holdings Ltd. - Series A (c)(m) |  |  | 11640 |
| 1552 | Intelsat Jackson Holdings Ltd. - Series B (c)(m) |  |  | 10476 |
|  **Total Rights** (Cost $-) | **Total Rights** (Cost $-) | **Total Rights** (Cost $-) | **Total Rights** (Cost $-) | 22116 |
|  **Warrants - 0.0% (o)** | **Warrants - 0.0% (o)** | **Warrants - 0.0% (o)** | **Warrants - 0.0% (o)** | **Warrants - 0.0% (o)** |
| 31063 | Avation PLC, Expiration 10/21/2026, Strike Price GBP 0.54 (m) |  |  | 11266 |
| 995158 | OAS S.A., Expiration 5/16/2039, Strike Price BRL 1.00 (c)(m) |  |  |  |
|  **Total Warrants** (Cost $-) | **Total Warrants** (Cost $-) | **Total Warrants** (Cost $-) | **Total Warrants** (Cost $-) | 11266 |
|  **Short Term Investments - 1.1%** | **Short Term Investments - 1.1%** | **Short Term Investments - 1.1%** | **Short Term Investments - 1.1%** | **Short Term Investments - 1.1%** |
| 16170985 | First American Government Obligations Fund - Class U | 4.10 % (n) |  | 16170985 |
| 16170985 | JP Morgan U.S. Government Money Market Fund - Institutional Share Class | 4.11 % (n) |  | 16170985 |
| 16170985 | Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class | 4.11 % (n) |  | 16170985 |
| 23000000 | United States Treasury Bills | 0.00% | 02/21/2023 | 22870035 |
| 5350000 | United States Treasury Bills | 0.00% | 04/20/2023 | 5280328 |
|  **Total Short Term Investments** (Cost $76,689,654) | **Total Short Term Investments** (Cost $76,689,654) | **Total Short Term Investments** (Cost $76,689,654) | **Total Short Term Investments** (Cost $76,689,654) | 76663318 |
|  **Total Investments - 98.6%** (Cost $8,134,171,257)  | **Total Investments - 98.6%** (Cost $8,134,171,257)  | **Total Investments - 98.6%** (Cost $8,134,171,257)  | **Total Investments - 98.6%** (Cost $8,134,171,257)  | 7030689450 |
| Other Assets in Excess of Liabilities - 1.4% | Other Assets in Excess of Liabilities - 1.4% | Other Assets in Excess of Liabilities - 1.4% | Other Assets in Excess of Liabilities - 1.4% | 96417124 |
|  **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | $**7127106574** |

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold
in transactions exempt from registration to qualified institutional buyers.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the
weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Value determined using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Coupon rate is variable or floats based on components including but not limited to reference rate and spread.
These securities may not indicate a reference rate and/or spread in their description. The rate disclosed is as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(e) Step Bond; Coupon rate changes based on a predetermined schedule or event. The interest rate shown is the rate
in effect as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) Security is in default or has failed to make a scheduled payment. Income is not being accrued.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(g) Security pays interest at rates that represent residual cashflows available after more senior tranches have been
paid. The interest rate disclosed reflects the estimated rate in effect as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) Perpetual maturity. The date disclosed is the next call date of the security.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Interest only security

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(j) Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates.
Reference interest rates are typically based on a negative multiplier or slope. Interest rate may also be subject to a cap or floor.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(k) This security accrues interest which is added to the outstanding principal balance. The interest payment will be
deferred until all other tranches in the structure are paid off. The rate disclosed is as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(l) Principal only security

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(m) Non-income producing security

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(n) Seven-day yield as of period end

PIK A payment-in-kind security in which the issuer may make interest or dividend payments in cash or additional securities. These additional securities generally have the same terms as the original holdings.

BRL Brazilian Real

GBP British Pound

------

**<u>SECURITY TYPE BREAKDOWN as a % of Net Assets:</u>**

---

| | |
|:---|:---|
|  US Government and Agency Obligations | 19.2% |
|  US Government and Agency Mortgage Backed Obligations | 17.1% |
|  US Corporate Bonds | 15.2% |
|  Non-Agency Residential Collateralized Mortgage Obligations | 12.4% |
|  Non-Agency Commercial Mortgage Backed Obligations | 6.5% |
|  Foreign Corporate Bonds | 6.4% |
|  Affiliated Mutual Funds | 6.3% |
|  Collateralized Loan Obligations | 4.6% |
|  Asset Backed Obligations | 4.1% |
|  Bank Loans | 3.9% |
|  Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 1.7% |
|  Short Term Investments | 1.1% |
|  Municipal Bonds | 0.1% |
|  Common Stocks | 0.0% (o) |
|  Rights | 0.0% (o) |
|  Warrants | 0.0% (o) |
|  Escrow Notes | 0.0% (o) |
|  Other Assets and Liabilities | 1.4% |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

------

**<u>INVESTMENT BREAKDOWN as a % of Net Assets:</u>**

---

| | |
|:---|:---|
|  US Government and Agency Obligations | 19.2% |
|  US Government and Agency Mortgage Backed Obligations | 17.1% |
|  Non-Agency Residential Collateralized Mortgage Obligations | 12.4% |
|  Non-Agency Commercial Mortgage Backed Obligations | 6.5% |
|  Affiliated Mutual Funds | 6.3% |
|  Banking | 4.8% |
|  Collateralized Loan Obligations | 4.6% |
|  Asset Backed Obligations | 4.1% |
|  Energy | 2.4% |
|  Utilities | 2.0% |
|  Technology | 1.7% |
|  Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 1.7% |
|  Short Term Investments | 1.1% |
|  Telecommunications | 1.1% |
|  Media | 1.0% |
|  Healthcare | 1.0% |
|  Insurance | 0.9% |
|  Retailers (other than Food/Drug) | 0.9% |
|  Transportation | 0.8% |
|  Food Products | 0.7% |
|  Finance | 0.7% |
|  Electronics/Electric | 0.6% |
|  Automotive | 0.6% |
|  Aerospace & Defense | 0.6% |
|  Chemicals/Plastics | 0.5% |
|  Mining | 0.5% |
|  Business Equipment and Services | 0.5% |
|  Hotels/Motels/Inns and Casinos | 0.4% |
|  Commercial Services | 0.4% |
|  Pharmaceuticals | 0.4% |
|  Real Estate | 0.4% |
|  Diversified Manufacturing | 0.4% |
|  Pulp & Paper | 0.3% |
|  Leisure | 0.3% |
|  Containers and Glass Products | 0.2% |
|  Industrial Equipment | 0.2% |
|  Beverage and Tobacco | 0.2% |
|  Building and Development (including Steel/Metals) | 0.2% |
|  Food Service | 0.2% |
|  Construction | 0.2% |
|  Financial Intermediaries | 0.1% |
|  Chemical Products | 0.1% |
|  Municipal Bonds | 0.1% |
|  Cosmetics/Toiletries | 0.1% |
|  Consumer Products | 0.1% |
|  Environmental Control | 0.0% (o) |
|  Food/Drug Retailers | 0.0% (o) |
|  Other Assets and Liabilities | 1.4% |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(o) Represents less than 0.05% of net assets

------

**FUTURES CONTRACTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Long/Short** | **Contract<br>Quantity** | **Expiration<br>Date** | **Notional<br>Amount<sup>(1)</sup>** | **Unrealized<br>Appreciation<br>(Depreciation)/**<br> **Value** |
|  10-Year US Treasury Ultra Note Future | Long | 1550 | 03/22/2023 | 183335938 | $(1158907) |
|  US Treasury Ultra Long Bond Future | Long | 1365 | 03/22/2023 | 183336563 | (1853238) |
|  |  |  |  |  | $(3012145) |

---

*<sup>(1)</sup>* *Notional Amount is determined based on the number of contracts multiplied by the contract size and the quoted daily settlement price in US dollars.* 

A summary of the DoubleLine Core Fixed Income Fund's investments in affiliated mutual funds for the period ended December 31, 2022 is as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Fund** | **Value at<br>March 31,<br>2022** | **Gross<br>Purchases** | **Gross<br>Sales** | **Shares<br>Held at<br>December 31,<br>2022** | **Value at<br>December 31,<br>2022** | **Change in<br>Unrealized<br>for the<br>Period Ended<br>December 31,<br>2022** | **Dividend<br>Income<br>Earned<br>for the<br>Period Ended<br>December 31,<br>2022** | **Net Realized<br>Gain (Loss)<br>for the<br>Period Ended<br>December 31,<br>2022** |
|  DoubleLine Infrastructure Income Fund (Class I) | $441672848 | $– $| (86100000) | 36335486 | $320115632 | $(25734140) | $7755439 | $(9723076) |
|  DoubleLine Global Bond Fund (Class I) | 208481214 | – | (102100000) | 11446899 | 94436918 | (4624724) |  | (7319572) |
|  DoubleLine Long Duration Total Return Bond Fund (Class I) | 44200000 | – |  | 5000000 | 33950000 | (10250000) | 847258 |  |
|  | $694354062 | $– $| (188200000) | 52782385 | $448502550 | $(40608864) | $8602697 | $(17042648) |

---

------

Notes to Schedule of Investments

December 31, 2022 (Unaudited)

------

**1. Organization** 

DoubleLine Funds Trust, a Delaware statutory trust (the "Trust"), is an open-end investment management company registered under the Investment Company Act of 1940, as amended (the "1940 Act"). The Trust consists of 19 funds, DoubleLine Total Return Bond Fund, DoubleLine Core Fixed Income Fund, DoubleLine Emerging Markets Fixed Income Fund, DoubleLine Multi-Asset Growth Fund, DoubleLine Low Duration Bond Fund, DoubleLine Floating Rate Fund, DoubleLine Shiller Enhanced CAPE<sup>®</sup>, DoubleLine Flexible Income Fund, DoubleLine Low Duration Emerging Markets Fixed Income Fund, DoubleLine Selective Credit Fund, DoubleLine Long Duration Total Return Bond Fund, DoubleLine Strategic Commodity Fund, DoubleLine Global Bond Fund, DoubleLine Infrastructure Income Fund, DoubleLine Shiller Enhanced International CAPE<sup>®</sup>, DoubleLine Real Estate and Income Fund (formerly known as DoubleLine Colony Real Estate and Income Fund), DoubleLine Emerging Markets Local Currency Bond Fund, DoubleLine Income Fund and DoubleLine Multi-Asset Trend Fund (each, a "Fund" and, collectively, the "Funds").

Each Fund is classified as a diversified fund under the 1940 Act, except the DoubleLine Global Bond Fund, the DoubleLine Emerging Markets Local Currency Bond Fund, which are classified as non-diversified funds. Currently under the 1940 Act, a diversified fund generally may not, with respect to 75% of its total assets, invest more than 5% of its total assets in the securities of any one issuer or own more than 10% of the outstanding voting securities of such issuer (except, in each case, U.S. Government securities, cash, cash items and the securities of other investment companies). The remaining 25% of a fund's total assets is not subject to this limitation.

The Funds' investment objectives and dates each share class commenced operations are as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | | **Commencement of Operations** | **Commencement of Operations** | **Commencement of Operations** | **Commencement of Operations** |
| <br>**Fund Name** | <br>**Investment Objective** | **I Shares** | **N Shares** | **A Shares** | **R6 Shares** |
|  DoubleLine Total Return Bond Fund | Maximize total return | 4/6/2010 | 4/6/2010 |  | 7/31/2019 |
|  DoubleLine Core Fixed Income Fund | Maximize current income and total return | 6/1/2010 | 6/1/2010 |  | 7/31/2019 |
|  DoubleLine Emerging Markets Fixed Income Fund | Seek high total return from current income and capital appreciation | 4/6/2010 | 4/6/2010 |  |  |
|  DoubleLine Multi-Asset Growth Fund (Consolidated) | Seek long-term capital appreciation | 12/20/2010 |  | 12/20/2010 |  |
|  DoubleLine Low Duration Bond Fund | Seek current income | 9/30/2011 | 9/30/2011 |  | 7/31/2019 |
|  DoubleLine Floating Rate Fund | Seek a high level of current income | 2/1/2013 | 2/1/2013 |  |  |
|  DoubleLine Shiller Enhanced CAPE<sup>®</sup> | Seek total return which exceeds the total<br>return of its benchmark index | 10/31/2013 | 10/31/2013 |  | 7/31/2019 |
|  DoubleLine Flexible Income Fund | Seek long-term total return while striving to generate current income | 4/7/2014 | 4/7/2014 |  | 7/31/2019 |
|  DoubleLine Low Duration Emerging Markets Fixed Income Fund | Seek long-term total return | 4/7/2014 | 4/7/2014 |  |  |
|  DoubleLine Long Duration Total Return Bond Fund | Seek long-term total return | 12/15/2014 | 12/15/2014 |  |  |
|  DoubleLine Strategic Commodity Fund (Consolidated) | Seek long-term total return | 5/18/2015 | 5/18/2015 |  |  |
|  DoubleLine Global Bond Fund | Seek long-term total return | 12/17/2015 | 12/17/2015 |  |  |
|  DoubleLine Infrastructure Income Fund | Seek long-term total return while striving to generate current income | 4/1/2016 | 4/1/2016 |  |  |
|  DoubleLine Shiller Enhanced International CAPE<sup>®</sup> | Seek total return which exceeds the total<br>return of its benchmark index over a full<br>market cycle | 12/23/2016 | 12/23/2016 |  |  |
|  DoubleLine Real Estate and Income Fund | Seek total return which exceeds the total<br>return of its benchmark index over a full<br>market cycle | 12/17/2018 | 12/17/2018 |  |  |
|  DoubleLine Emerging Markets Local Currency Bond Fund | Seek high total return from current income and capital appreciation | 6/28/2019 | 6/28/2019 |  |  |
|  DoubleLine Income Fund | Maximize total return through investment<br>principally in income-producing securities | 9/3/2019 | 9/3/2019 |  |  |
|  DoubleLine Multi-Asset Trend Fund (Consolidated) | Seek total return (capital appreciation and<br>current income) which exceeds the total<br>return of its benchmark index over a full<br>market cycle | 2/26/2021 | 2/26/2021 |  |  |

---

------

**2. Significant Accounting Policies** 

Each Fund is an investment company that applies the accounting and reporting guidance issued in Topic 946, "Financial Services—Investment Companies", by the Financial Accounting Standards Board ("FASB"). The following is a summary of the significant accounting policies of the Funds. These policies are in conformity with accounting principles generally accepted in the United States of America ("US GAAP").

**A. Security Valuation.** The Funds have adopted US GAAP fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion of changes in valuation techniques and related inputs during the period. These inputs are summarized in the three broad levels listed below:

• Level 1—Unadjusted quoted market prices in active markets for identical securities

• Level 2—Quoted prices for identical or similar assets in markets that are not active, or inputs derived from
observable market data

• Level 3—Significant unobservable inputs (including the reporting entity's estimates and assumptions)

Market values for domestic and foreign fixed income securities are normally determined on the basis of valuations provided by independent pricing services. Vendors typically value such securities based on one or more inputs described in the following table which is not intended to be a complete list. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed income securities in which the Funds are authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income securities. Securities that use similar valuation techniques and inputs as described in the following table are categorized as Level 2 of the fair value hierarchy. To the extent the significant inputs are unobservable, the values generally would be categorized as Level 3. Assets and liabilities may be transferred between levels.

---

| | |
|:---|:---|
| Fixed-income class | Examples of Inputs |
| All | Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as "standard inputs") |
| Corporate bonds and notes; convertible securities | Standard inputs and underlying equity of the issuer |
| US bonds and notes of government and government agencies | Standard inputs |
| Residential and commercial mortgage-backed obligations; asset-backed obligations (including collateralized loan obligations) | Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information, trustee reports |
| Bank loans | Standard inputs |

---

Investments in registered open-end management investment companies will be valued based upon the net asset value ("NAV") of such investments and are categorized as Level 1 of the fair value hierarchy.

Common stocks, exchange-traded funds and financial derivative instruments, such as futures contracts or options contracts, that are traded on a national securities or commodities exchange, are typically valued at the last reported sales price, in the case of common stocks and exchange-traded funds, or, in the case of futures contracts or options contracts, the settlement price determined by the relevant exchange. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

Over-the-counter financial derivative instruments, such as forward currency exchange contracts, options contracts, or swap agreements, derive their values from underlying asset prices, indices, reference rates, other inputs or a combination of these factors. These instruments are normally valued on the basis of evaluations provided by independent pricing services or broker dealer quotations. Depending on the instrument and the terms of the transaction, the value of the derivative instruments can be estimated by a pricing service provider using a series of techniques, such as simulation pricing models. The pricing models use issuer details and other inputs that are observed from actively quoted markets such as indices, spreads, interest rates, curves, dividends and exchange rates. Derivatives that use similar valuation techniques and inputs as described above are normally categorized as Level 2 of the fair value hierarchy.

The Board of Trustees (the "Board") has adopted a pricing and valuation policy for use by each Fund and its Valuation Designee (as defined below) in calculating each Fund's NAV. Pursuant to Rule 2a-5 under the 1940 Act, each Fund has designated its primary investment adviser, either DoubleLine Capital LP ("DoubleLine Capital") or DoubleLine Alternatives LP ("DoubleLine Alternatives") (each, an "Adviser" and, collectively, the "Advisers"), as applicable, as the "Valuation Designee" to perform all of the fair value determinations as well as to perform all of the responsibilities that may be performed by a Valuation Designee in accordance with Rule 2a-5. Each Adviser, as Valuation Designee, is authorized to make all necessary determinations of the fair values of portfolio securities and other assets for which market quotations are not readily available or if it is deemed that the prices obtained from brokers and dealers or independent pricing services are unreliable.

------

The following is a summary of the fair valuations according to the inputs used to value the Fund's investments as of December 31, 2022:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Total Return<br>Bond Fund** | **DoubleLine<br>Core Fixed<br>Income Fund** | **DoubleLine<br>Emerging<br>Markets Fixed<br>Income Fund** | **DoubleLine<br>Multi-Asset<br>Growth Fund<br>(Consolidated)** | **DoubleLine<br>Low Duration<br>Bond Fund** | **DoubleLine<br>Floating<br>Rate Fund** |
|  **Investments in Securities** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | $116605968 | $48512955 | $18125987 | $3318807 | $24544755 | $19740772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Mutual Funds |  | 448502550 |  | 3881405 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  | 1424793 | 1617312 |  | 632264 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  | 11266 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Exchange Traded Funds |  |  |  | 2319023 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate Investment Trusts |  |  |  | 649550 |  |  |
|  Total Level 1 | 116605969 | 498451564 | 19743299 | 10168785 | 25177019 | 19740772 |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Mortgage Backed Obligations | 14458512397 | 1218752542 |  | 1674455 | 137509506 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 9039586085 | 886366196 |  | 4372872 | 830325251 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 2979940584 | 464106102 |  |  | 845079852 | 1362534 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Obligations | 2654009112 | 1371292346 |  |  | 1166025790 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 1529938005 | 286330803 |  |  | 337032966 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 1222234925 | 324625697 |  |  | 1012764366 | 3057119 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Corporate Bonds |  | 1084153669 |  |  | 342675076 | 9775560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  | 456561144 | 377302033 |  | 598993442 | 612227 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans |  | 276765038 |  |  | 313871021 | 218910535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations |  | 120102505 | 165738428 |  | 53876644 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments |  | 28150363 |  | 4602283 | 185365983 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 5555939 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  | 3187 |  |  |  |  |
|  Total Level 2 | 31884221108 | 6522765531 | 543040461 | 10649610 | 5823519897 | 233717975 |
|  Level 3 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 142980737 | 783811 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 57361634 | 6796039 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  | 1379265 |  |  |  | 739519 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans |  | 491124 |  |  |  | 393283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rights |  | 22116 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations |  |  |  | 92090 |  |  |
|  Total Level 3 | 200342371 | 9472355 |  | 92090 |  | 1132802 |
|  Total | $32201169447 | $7030689450 | $562783760 | $20910485 | $5848696916 | $254591549 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Total Return<br>Bond Fund** | **DoubleLine<br>Core Fixed<br>Income<br>Fund** | **DoubleLine<br>Emerging<br>Markets Fixed<br>Income Fund** | **DoubleLine<br>Multi-Asset<br>Growth Fund<br>(Consolidated)** | **DoubleLine<br>Low Duration<br>Bond Fund** | **DoubleLine<br>Floating<br>Rate Fund** |
|  **Other Financial Instruments** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts | $(28266221) | $(3012145) | $— | $(142497) | $— | $— |
|  Total Level 1 | (28266221) | (3012145) |  | (142497) |  |  |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excess Return Swaps |  |  |  | 187043 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Unfunded Loan Commitments |  | (225330) |  |  |  | (216153) |
|  Total Level 2 |  | (225330) |  | 187043 |  | (216153) |
|  Level 3 |  |  |  |  |  |  |
|  Total | $(28266221) | $(3237475) | $— | $44546 | $— | $(216153) |
| **Category** | **DoubleLine<br>Shiller<br>Enhanced<br>CAPE<sup>®</sup>** | **DoubleLine<br>Flexible<br>Income<br>Fund** | **DoubleLine<br>Low Duration<br>Emerging<br>Markets Fixed<br>Income Fund** | **DoubleLine<br>Long<br>Duration<br>Total Return<br>Bond Fund** | **DoubleLine<br>Strategic<br>Commodity<br>Fund<br>(Consolidated)** | **DoubleLine<br>Global Bond<br>Fund** |
|  **Investments in Securities** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | $51035424 | $43231152 | $11533492 | $249067 | $6388725 | $4934506 |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  | 39410 | 150391 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  | 1270 |  |  |  |  |
|  Total Level 1 | 51035424 | 43271832 | 11683883 | 249067 | 6388725 | 4934506 |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 973389205 | 188005486 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Obligations | 798388051 | 44475586 |  | 10964836 |  | 43716741 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 620981275 | 175041055 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 569535021 | 124818905 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 327872413 | 40325949 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 345656151 | 80782072 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | 324985725 | 67150251 | 200850119 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Corporate Bonds | 280017465 | 43896416 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Mortgage Backed Obligations | 108830065 | 76241250 |  | 32551388 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 18673996 | 24785640 | 31982822 |  |  | 70269527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | 126875634 | 47063033 |  |  | 200044406 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excrow Notes |  | 752 |  |  |  |  |
|  Total Level 2 | 4495205001 | 912586395 | 232832941 | 43516224 | 200044406 | 113986268 |
|  Level 3 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 5206574 | 987716 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 1920254 | 7167239 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 703130 | 304112 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations |  | 12496159 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans |  | 107387 |  |  |  |  |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Shiller<br>Enhanced<br>CAPE<sup>®</sup>** | **DoubleLine<br>Flexible<br>Income<br>Fund** | **DoubleLine<br>Low<br>Duration<br>Emerging<br>Markets<br>Fixed<br>Income<br>Fund** | **DoubleLine<br>Long<br>Duration<br>Total<br>Return<br>Bond Fund** | **DoubleLine<br>Strategic<br>Commodity<br>Fund<br>(Consolidated)** | **DoubleLine<br>Global Bond<br>Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; Rights | $— | $5301 | $— | $— | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  |  |  |  |  |  |
|  Total Level 3 | 7829958 | 21067914 |  |  |  |  |
|  Total | $4554070383 | $976926141 | $244516824 | $43765291 | $206433131 | $118920774 |
|  **Other Financial Instruments** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts | $— | $— | $— | $(126668) | $— | $— |
|  Total Level 1 |  |  |  | (126668) |  |  |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excess Return Swaps | (398242756) |  |  |  | (1021857) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Exchange Contracts |  |  |  |  |  | (139760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Unfunded Loan Commitments |  | (80056) |  |  |  |  |
|  Total Level 2 | (398242756) | (80056) |  |  | (1021857) | (139760) |
|  Level 3 |  |  |  |  |  |  |
|  Total | $(398242756) | $(80056) | $— | $(126668) | $(1021857) | $(139760) |
| **Category** | **DoubleLine<br>Infrastructure<br>Income Fund** | **DoubleLine<br>Shiller<br>Enhanced<br>International<br>CAPE<sup>®</sup>** | **Doubleline<br>Real Estate<br>and Income<br>Fund** | **Doubleline<br>Emerging<br>Markets<br>Local<br>Currency<br>Bond Fund** | **Doubleline<br>Income Fund** | **DoubleLine<br>Multi-Asset<br>Trend Fund<br>(Consolidated)** |
|  **Investments in Securities** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | $12198729 | $4048938 | $1705032 | $668110 | $6676975 | $265518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Mutual Funds |  | 3887539 |  |  |  | 9699012 |
|  Total Level 1 | 12198729 | 7936477 | 1705032 | 668110 | 6676975 | 9964530 |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 158701696 | 2477234 |  |  | 1090630 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Corporate Bonds | 144623257 | 3501088 | 2573029 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | 53279187 | 3147643 | 524972 | 1215732 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations |  | 8706412 | 1448904 |  | 10529910 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments |  | 6865377 | 2029128 |  |  | 2515679 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations |  | 6787634 |  |  | 10814693 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Obligations |  | 6715565 | 1595988 |  | 2637344 | 2270678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations |  | 5496313 | 1615962 |  | 10163543 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Mortgage Backed Obligations |  | 1165168 |  |  | 2596797 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations |  | 167586 |  | 7047156 |  |  |
|  Total Level 2 | 356604140 | 45030020 | 9787983 | 8262888 | 37832917 | 4786357 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Infrastructure<br>Income Fund** | **DoubleLine<br>Shiller<br>Enhanced<br>International<br>CAPE<sup>®</sup>** | **Doubleline<br>Real Estate<br>and<br>Income<br>Fund** | **Doubleline<br>Emerging<br>Markets<br>Local<br>Currency<br>Bond<br>Fund** | **Doubleline<br>Income<br>Fund** | **DoubleLine<br>Multi-Asset<br>Trend Fund<br>(Consolidated)** |
|  Level 3 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | $2064521 | $— | $— | $— | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations |  |  |  |  | 5247789 |  |
|  Total Level 3 | 2064521 |  |  |  | 5247789 |  |
|  Total | $370867390 | $52966497 | $11493015 | $8930998 | $49757681 | $14750887 |
|  **Other Financial Instruments** |  |  |  |  |  |  |
|  Level 1 | $— | $— | $— | $— | $— | $— |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excess Return Swaps |  | (1991065) | (1805133) |  |  | (1065319) |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Exchange Contracts |  | (1928862) |  |  |  |  |
|  Total Level 2 |  | (3919927) | (1805133) |  |  |  |
|  Level 3 |  |  |  |  |  |  |
|  Total | $— | $(3919927) | $(1805133) | $— | $— | $(1065319) |

---

*See the Schedules of Investments for further disaggregation of investment categories.* 

The following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining fair value:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DoubleLine**<br> **Flexible**<br> **Income**<br> **Fund** | **Fair Value<br>as of<br>3/31/2022** | **Net<br>Realized<br>Gain<br>(Loss)** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<sup>(c)</sup>** | **Net Accretion<br>(Amortization)** | **Purchases<sup>(a)</sup>** | **Sales<sup>(b)</sup>** | **Transfers<br>Into<br>Level 3<sup>(d)</sup>** | **Transfers <br>Out of<br>Level 3<sup>(d)</sup>** | **Fair Value<br>as of<br>12/31/2022** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<br>on securities<br>held at<br>12/31/2022<sup>(c)</sup>** |
|  **Investments in Securities** |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $18148394 | $(404145) | $(4322802) | $— | $806374 | $(1731662) | $— | $— | $12496159 | $(4202443) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 8647146 | 104644 | (550093) | 92976 |  | (1127434) |  |  | 7167239 | (477814) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 1134911 | 2554 | (67801) | 6622 |  | (88570) |  |  | 987716 | (81594) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 502597 | (2247) | (244498) |  | 54043 | (5783) |  |  | 304112 | (207675) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 108383 | 334 | (3603) | 3269 |  | (996) |  |  | 107387 | (3250) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights |  |  | 5301 |  |  |  |  |  | 5301 | 5301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 73653 |  | (18385) | 841 | 11955 |  |  | (68064) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | 1287 |  | (17) |  |  |  |  | (1270) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  |  |  |  |  |  |  |  |  |  |
|  **Total** | $28616371 | $(298860) | $(5201898) | $103708 | $872372 | $(2954445) | $— | $(69334) | $21067914 | $(4972793) |

---

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DoubleLine<br>Income Fund** | **Fair Value<br>as of<br>3/31/2022** | **Net<br>Realized<br>Gain<br>(Loss)** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<sup>(c)</sup>** | **Net Accretion<br>(Amortization)** | **Purchases<sup>(a)</sup>** | **Sales<sup>(b)</sup>** | **Transfers<br>Into<br>Level 3<sup>(d)</sup>** | **Transfers<br>Out of<br>Level 3<sup>(d)</sup>** | **Fair<br>Value as<br>of<br>12/31/2022** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<br>on securities<br>held at<br>12/31/2022<sup>(c)</sup>** |
|  **Investments in Securities** |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $7811068 | $(131791) | $(2084252) | $(819) | $307518 | $(653935) | $— | $— | $5247789 | $(2003287) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 1157833 | (97758) | 149266 | 5659 |  | (1215000) |  |  |  |  |
|  **Total** | $8968901 | $(229549) | $(1934986) | $4840 | $307518 | $(1868935) | $— | $— | $5247789 | $(2003287) |

---

*<sup>(a)</sup>* *Purchases include all purchases of securities, payups and corporate actions.* 

*<sup>(b)</sup>* *Sales include all sales of securities, maturities, and paydowns.* 

*<sup>(c)</sup>* *Any difference between Net Change in Unrealized Appreciation (Depreciation) and Net Change in Unrealized Appreciation (Depreciation) on securities held at December 31, 2022 may be due to a security that was not held or categorized as Level 3 at either period end.* 

*<sup>(a)</sup>* *Transfers into or out of Level 3 can be attributed to changes in the availability of pricing sources and/or in the observability of significant inputs used to measure the fair value of those instruments.* 

The following is a summary of quantitative information about Level 3 Fair Value Measurements:

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **DoubleLine Flexible Income<br>Fund** | **Fair<br>Value as<br>of<br>12/31/2022** | **Valuation<br>Techniques** | **Unobservable<br>Input** | **Unobservable Input Values<br>(Weighted Average)<sup>(e)</sup>** | **Impact to valuation from an<br>increase to input** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $12496159 | Market Comparables | Market Quotes | $45.42 - $84.55 ($61.34) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | $7167239 | Market Comparables | Market Quotes | $91.47 ($91.47) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | $987716 | Market Comparables | Market Quotes | $75.63 ($75.63) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | $304112 | Market Comparables | Market Quotes | $0.02 - $24.00 ($15.54) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | $107387 | Market Comparables | Market Quotes | $100.00 ($100.00) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights | $5301 | Intrinsic Value | Asset Sale Proceeds | $6.75 - $7.50 ($7.14) | Significant changes in asset sale proceeds would have resulted in direct changes in fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | $— | Intrinsic Value | Underlying Equity Price | $0.00 ($0.00) | Significant changes in the Underlying Equity Price would have resulted in direct changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes | $— | Income Approach | Expected Value | $0.00 ($0.00) | Significant changes in the expected value would have resulted in direct changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | $— | Market Comparables | EBITDA Multiples | $0.00 ($0.00) | Significant changes in the EBITDA multiple would have resulted in direct changes in the fair value of the security |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **DoubleLine Income Fund** | **Fair<br>Value as<br>of<br>12/30/2022** | **Valuation<br>Techniques** | **Unobservable<br>Input** | **Unobservable Input Values<br>(Weighted Average)<sup>(e)</sup>** | **Impact to valuation from an<br>increase to input** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $5247789 | Market Comparables | Market Quotes | $32.33 - $5.533.79 ($1,241.25) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |

---

*<sup>(e)</sup>* *Unobservable inputs were weighted by the relative fair value of the instruments.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

- **a. Name of Series:** DoubleLine Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000028164

- **c. LEI of Series:** 54930038X7YEPHHCZD13

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $7136633716.03

**Total Liabilities:** $35167087.96

**Net Assets:** $7101466628.07

**Cash Not Reported:** $14821669.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2700.000000000000 | **1-Year:** 104724.000000000000 | **5-Year:** 670518.000000000000 | **10-Year:** 940531.000000000000 | **30-Year:** 450922.000000000000

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

- **3-Month:** 1198.000000000000 | **1-Year:** 66830.000000000000 | **5-Year:** 341237.000000000000 | **10-Year:** 160384.000000000000 | **30-Year:** 15803.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000086128 | -1.70%               | 3.29%                | -0.36%               |
| Class ID C000086129 | -1.72%               | 3.27%                | -0.38%               |
| Class ID C000213585 | -1.70%               | 3.29%                | -0.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-74984036.67            | $-70921649.91                              |
| Month 2  | $-40566229.37            | $237936433.41                              |
| Month 3  | $-22862510.82            | $-24119065.00                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BERRY GLOBAL INC                                 | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3940487.97   | 0.06%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2115617.28   | 0.03%             | 2030-10-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1219314.53   | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                    | State of California                                                              | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4430000 | PA      | $5555939.43   | 0.08%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                   | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12430000 | PA      | $10212912.36  | 0.14%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1205000 | PA      | $1171303.21   | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XX                                                                    | CUSIP: 03765LAX0<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1399900.35   | 0.02%             | 2031-07-16      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec                   | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22775500 | PA      | $1167586.01   | 0.02%             | 2054-06-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                              | Callon Petroleum Co                                                              | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1369868.50   | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    890000 | PA      | $795823.05    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  12510000 | PA      | $10708015.94  | 0.15%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2022-BNK39                                                                  | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11034000 | PA      | $9024519.92   | 0.13%             | 2055-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Mortgage-Backed Trust 2007-1                                                | CUSIP: 126378AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61763 | PA      | $10895.84     | 0.00%             | 2022-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JAXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12337047 | PA      | $11537875.99  | 0.16%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1241459.22   | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1205954.40   | 0.02%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                              | Boxer Parent Co Inc                                                              | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121761.44    | 0.00%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                    | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1861270.53   | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4138000 | PA      | $3007235.64   | 0.04%             | 2048-11-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  51085139 | PA      | $1151974.99   | 0.02%             | 2049-01-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   5665000 | PA      | $3755897.44   | 0.05%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                          | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $2887610.64   | 0.04%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                          | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3210552.66   | 0.05%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                            | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |  14010000 | PA      | $10767083.02  | 0.15%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                          | Buckhorn Park CLO Ltd                                                            | CUSIP: 118382AW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $912483.50    | 0.01%             | 2034-07-18      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1031853.16   | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2020-1 LLC                                               | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5110205 | PA      | $4660767.66   | 0.07%             | 2035-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                    | CAFL 2021-RTL1 Issuer LLC                                                        | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9100000 | PA      | $8315155.94   | 0.12%             | 2029-03-28      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                    | CitiMortgage Alternative Loan Trust Series 2006-A5                               | CUSIP: 18974BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36943 | PA      | $30244.06     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2500000 | PA      | $1710139.73   | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3700000 | PA      | $2759140.84   | 0.04%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  11150000 | PA      | $6710504.52   | 0.09%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                           | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    800000 | PA      | $584357.91    | 0.01%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2022-4 Mortgage Loan Trust                                                  | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14323233 | PA      | $13738952.77  | 0.19%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                      | Columbia Cent CLO 27 Ltd                                                         | CUSIP: 19736RAY7<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $8482608.90   | 0.12%             | 2035-01-25      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                     | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $3926408.16   | 0.06%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6965000 | PA      | $6367668.16   | 0.09%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                           | Commonwealth Bank of Australia                                                   | CUSIP: 202712BJ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  11980000 | PA      | $8985223.43   | 0.13%             | 2048-01-10      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                         | Consolidated Communications Inc                                                  | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $808950.17    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137B7AC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2289978 | PA      | $180769.02    | 0.00%             | 2054-01-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398PKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84796 | PA      | $8008.14      | 0.00%             | 2050-04-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398PLB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5390 | PA      | $130.30       | 0.00%             | 2040-04-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31398QGM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174906 | PA      | $11787.41     | 0.00%             | 2040-05-15      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31398QH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119708 | PA      | $121820.92    | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398RFU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196577 | PA      | $197923.21    | 0.00%             | 2039-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398RMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114357 | PA      | $5600.66      | 0.00%             | 2040-01-25      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398RQ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88577 | PA      | $88195.14     | 0.00%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398TXF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41477 | PA      | $2825.34      | 0.00%             | 2040-08-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31398W4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    462098 | PA      | $470320.37    | 0.01%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44094 | PA      | $45071.15     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31402Q6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373563 | PA      | $381837.22    | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184813 | PA      | $188906.84    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                  | Atrium IX                                                                        | CUSIP: 04964KAU5<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4528006.50   | 0.06%             | 2030-05-28      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2005-49CB                                                 | CUSIP: 12668AMG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7645175 | PA      | $5256166.56   | 0.07%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253837 | PA      | $259459.96    | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F5CT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12048052 | PA      | $10796393.86  | 0.15%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FF3X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8392284 | PA      | $7244689.10   | 0.10%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HT5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17450500 | PA      | $15527254.74  | 0.22%             | 2034-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HV4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39950000 | PA      | $34729697.55  | 0.49%             | 2029-10-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HV4J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25972000 | PA      | $22578215.39  | 0.32%             | 2029-10-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HV4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28707000 | PA      | $24955830.47  | 0.35%             | 2029-10-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HWC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32930000 | PA      | $28717777.49  | 0.40%             | 2029-11-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HXCW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18090000 | PA      | $15711307.55  | 0.22%             | 2030-01-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J2J64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4900000 | PA      | $3354549.90   | 0.05%             | 2050-12-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                   | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    810000 | PA      | $615519.00    | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2029362.20   | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GCB INTELSAT JACKS ESC                           | GCB INTELSAT JACKS ESC                                                           | CUSIP: 458ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1585000 | PA      | $0.02         | 0.00%             | 2023-08-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| INTERPUBLIC GROUP COS                            | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |   4310000 | PA      | $3960314.18   | 0.06%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                              | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   6111000 | PA      | $4473757.87   | 0.06%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    850000 | PA      | $700565.75    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                   | JP Morgan Alternative Loan Trust 2005-A2                                         | CUSIP: 46627MCF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3152400 | PA      | $2990107.51   | 0.04%             | 2036-01-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                   | JP Morgan Alternative Loan Trust                                                 | CUSIP: 46628CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82503 | PA      | $81671.34     | 0.00%             | 2036-05-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                   | JP Morgan Mortgage Acquisition Trust 2006-WMC2                                   | CUSIP: 46628TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13972103 | PA      | $6450194.69   | 0.09%             | 2036-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2766125 | PA      | $2472747.57   | 0.03%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40976536 | PA      | $503970.42    | 0.01%             | 2047-11-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3766500 | PA      | $3276392.85   | 0.05%             | 2047-11-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XVIII LP                                                                     | CUSIP: 50188QAG6<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1945640.00   | 0.03%             | 2027-07-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XX LP                                                                        | CUSIP: 50188WAH1<br>LEI: 549300VQTTD2PAP2Y421 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1919972.80   | 0.03%             | 2027-10-20      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                             | LHOME Mortgage Trust 2021-RTL1                                                   | CUSIP: 501894AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $3740916.90   | 0.05%             | 2026-02-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XXV Ltd                                                                      | CUSIP: 50189PAJ1<br>LEI: 549300FY8UGGJMQNCO13 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1703306.00   | 0.02%             | 2030-07-20      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                    | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1099199.40   | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1164871.21   | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    555000 | PA      | $496351.93    | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $515795.34    | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2005-28                                          | CUSIP: 126694PM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171213 | PA      | $97988.83     | 0.00%             | 2019-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL GROUP INC                             | CWT Travel Group Inc                                                             | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522827 | PA      | $444455.23    | 0.01%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mach I                                           | MACH 1 Cayman 2019-1 Ltd                                                         | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |  11613988 | PA      | $9418967.13   | 0.13%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd                                                              | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  17230000 | PA      | $13260569.66  | 0.19%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $862625.00    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $694151.63    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XVIII Ltd                                                   | CUSIP: 55819BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4461097.00   | 0.06%             | 2030-10-21      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXIV Ltd                                                   | CUSIP: 55819GAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3586987.50   | 0.05%             | 2032-04-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7065000 | PA      | $6372297.66   | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6735000 | PA      | $5839516.15   | 0.08%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    830000 | PA      | $668760.61    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $777140.00    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $614681.08    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                   | Diamond Infrastructure Funding LLC                                               | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2335515.00   | 0.03%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XXXI Ltd                                                               | CUSIP: 55952GAA4<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $894523.10    | 0.01%             | 2034-07-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XVIII Ltd                                                              | CUSIP: 55953TAQ0<br>LEI: 549300BDVLRWS2SODX97 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1423217.10   | 0.02%             | 2028-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                         | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $144281.25    | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                            | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |  12376000 | PA      | $9689659.87   | 0.14%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                   | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45786047 | PA      | $1694802.57   | 0.02%             | 2049-06-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                   | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7675000 | PA      | $6998300.62   | 0.10%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XXIII Ltd                                                              | CUSIP: 55954NAQ2<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1859770.00   | 0.03%             | 2035-01-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                          | Marathon Petroleum Corp                                                          | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   4829000 | PA      | $4806092.14   | 0.07%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                            | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $2159158.98   | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                                       | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   1252207 | PA      | $341382.20    | 0.00%             | 2025-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   6580000 | PA      | $6168015.15   | 0.09%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $6183413.32   | 0.09%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                           | Marvell Technology Inc                                                           | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10955000 | PA      | $10893736.35  | 0.15%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                          | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $4155171.41   | 0.06%             | 2061-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                                       | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   1809487 | PA      | $174163.16    | 0.00%             | 2023-01-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                          | Digital Realty Trust LP                                                          | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3253468.75   | 0.05%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                    | MASTR Alternative Loan Trust 2005-2                                              | CUSIP: 576434J47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73761 | PA      | $62941.97     | 0.00%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                    | MASTR Alternative Loan Trust 2006-1                                              | CUSIP: 576434Y73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4727919 | PA      | $2388541.28   | 0.03%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                    | Mastr Asset Backed Securities Trust 2005-NC2                                     | CUSIP: 57643LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12486593 | PA      | $7217068.64   | 0.10%             | 2035-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1000066.20   | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                          | Digital Realty Trust LP                                                          | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2685876.66   | 0.04%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1020000.00   | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                               | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |   1340000 | PA      | $1088434.10   | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $913390.98    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2014-1 Ltd                                                    | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2359872.35   | 0.03%             | 2031-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-3 Ltd                            | Canyon CLO 2021-3 Ltd                                                            | CUSIP: 13875MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $926234.30    | 0.01%             | 2034-07-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                  | McDonald's Corp                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   6465000 | PA      | $5636941.85   | 0.08%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCURY CHILE HOLDCO LLC                         | Mercury Chile Holdco LLC                                                         | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2200000 | PA      | $2112000.00   | 0.03%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                    | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |   2550000 | PA      | $590195.18    | 0.01%             | 2024-07-24      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                              | Dollar General Corp                                                              | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3138416.63   | 0.04%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                   | Merrill Lynch Alternative Note Asset Trust Series 2007-F1                        | CUSIP: 59023YAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1654201 | PA      | $662284.74    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                   | Merrill Lynch Mortgage Investors Trust Series 2007-MLN1                          | CUSIP: 59024UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5906059 | PA      | $4719493.35   | 0.07%             | 2037-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                         | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    610000 | PA      | $593536.10    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                   | Merrill Lynch Alternative Note Asset Trust Series 2007-OAR4                      | CUSIP: 59025EAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9204020 | PA      | $7761888.35   | 0.11%             | 2037-08-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                             | Metis Merger Sub LLC                                                             | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $950084.61    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                  | Dollar Tree Inc                                                                  | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |  11358000 | PA      | $11098751.83  | 0.16%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                  | Dollar Tree Inc                                                                  | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1060940.55   | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2012-1 R Ltd                                                  | CUSIP: 13876JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4150021.50   | 0.06%             | 2030-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3454014.00   | 0.05%             | 2031-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                           | Metropolitan Edison Co                                                           | CUSIP: 591894CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47892.58     | 0.00%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                         | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1054979.23   | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                         | Agree LP                                                                         | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $2452580.25   | 0.03%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                          | AI Candelaria Spain SA                                                           | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   3200000 | PA      | $2438656.00   | 0.03%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   4100000 | PA      | $3418625.35   | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                            | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $452901.01    | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13877EAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2249997.00   | 0.03%             | 2034-04-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2016-1 Ltd                                                    | CUSIP: 13887PAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2662501.50   | 0.04%             | 2031-07-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                           | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1019553.89   | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                          | ModivCare Escrow Issuer Inc                                                      | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $506760.00    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aimco                                            | AIMCO CLO Series 2018-A                                                          | CUSIP: 00900GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $939177.30    | 0.01%             | 2031-04-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp                                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3596000 | PA      | $3127698.96   | 0.04%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAP SA                                           | CAP SA                                                                           | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   2100000 | PA      | $1642729.26   | 0.02%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3269551.66   | 0.05%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                             | Monongahela Power Co                                                             | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4511981.06   | 0.06%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                      | CUSIP: 61690QAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  75089000 | PA      | $316913.12    | 0.00%             | 2050-07-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| DoubleLine Infrastructure Inco                   | DoubleLine Infrastructure Income Fund                                            | CUSIP: 258620673<br>LEI: 549300CYGMJO6CGRJP72 | Long             | EC               | RF                | US        |  36335486 | NS      | $320115632.32 | 4.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleLine Global Bond Fund                      | DoubleLine Global Bond Fund                                                      | CUSIP: 258620699<br>LEI: N/A                  | Long             | EC               | RF                | US        |  11446899 | NS      | $94436917.79  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2020-A                                                  | CUSIP: 00969WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3683983 | PA      | $3605149.07   | 0.05%             | 2059-12-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $3736435.15   | 0.05%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARBON LEVEL MITIGATION TRUST                    | Carbon Level Mitigation Trust Series 2021-5                                      | CUSIP: 14116CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20975509 | PA      | $16257151.87  | 0.23%             | 2051-10-13      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle US CLO 2016-4 Ltd                                                        | CUSIP: 143109AS5<br>LEI: 54930054F35TGSKQ6V76 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2276016.00   | 0.03%             | 2027-10-20      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3999000 | PA      | $3395204.99   | 0.05%             | 2050-12-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                   | Morgan Stanley Mortgage Loan Trust 2004-1                                        | CUSIP: 61745MWG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19538 | PA      | $14617.02     | 0.00%             | 2018-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DoubleLine Long Duration Total                   | DoubleLine Long Duration Total Return Bond Fund                                  | CUSIP: 258620749<br>LEI: 549300O83GI5BG24L464 | Long             | EC               | RF                | US        |   5000000 | NS      | $33950000.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 57 Clo Ltd                                                                | CUSIP: 26243KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1803475.00   | 0.03%             | 2031-05-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15579000 | PA      | $11332008.34  | 0.16%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $4259957.57   | 0.06%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle Global Market Strategies CLO 2016-3 Ltd                                  | CUSIP: 14311UAW8<br>LEI: 5493000C19IMTVUCMB96 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4629421.00   | 0.07%             | 2034-07-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle US CLO 2021-9 Ltd                                                        | CUSIP: 14317KAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $8313667.20   | 0.12%             | 2034-10-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                   | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HPP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472880 | PA      | $429949.05    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                   | Morgan Stanley Mortgage Loan Trust 2006-7                                        | CUSIP: 61749JAE6<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |   1722224 | PA      | $1144044.96   | 0.02%             | 2036-06-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 43 Senior Loan Fund                                                       | CUSIP: 26245CBL6<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2012224.50   | 0.03%             | 2034-04-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3702021.31   | 0.05%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                      | CUSIP: 61764RBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26581168 | PA      | $468490.43    | 0.01%             | 2048-02-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2016-UB11                                         | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24503392 | PA      | $997067.51    | 0.01%             | 2049-08-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                         | EQM Midstream Partners LP                                                        | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1012026.93   | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    900000 | PA      | $628590.13    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1386849.58   | 0.02%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1370699.55   | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                   | Morgan Stanley Residential Mortgage Loan Trust 2020-RPL1                         | CUSIP: 61771HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2410231 | PA      | $2320426.69   | 0.03%             | 2060-10-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                           | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1074399 | PA      | $992953.64    | 0.01%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-4CB                                                  | CUSIP: 02148FAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718388 | PA      | $78363.72     | 0.00%             | 2037-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-OA8                                                  | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5112561 | PA      | $3737659.72   | 0.05%             | 2047-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1750000 | PA      | $1340298.49   | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   9200000 | PA      | $6200728.70   | 0.09%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp                                                              | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |  11515000 | PA      | $8784091.20   | 0.12%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                   | Carrington Mortgage Loan Trust Series 2006-NC5                                   | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6192298 | PA      | $5251772.35   | 0.07%             | 2037-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                       | Carvana Co                                                                       | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    525000 | PA      | $236730.81    | 0.00%             | 2025-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                           | Castle US Holding Corp                                                           | CUSIP: 14852LAA1<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |    749000 | PA      | $298195.63    | 0.00%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NRPL Trust Series                                | NRPL Trust 2019-3                                                                | CUSIP: 62890JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7289834 | PA      | $7321248.10   | 0.10%             | 2059-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                         | NGL Energy Partners LP / NGL Energy Finance Corp                                 | CUSIP: 62913TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $314276.50    | 0.00%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                   | Castlelake Aircraft Securitization Trust 2016-1                                  | CUSIP: 14855JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2895796 | PA      | $2603850.92   | 0.04%             | 2041-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                   | Castlelake Aircraft Structured Trust 2019-1                                      | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   4858129 | PA      | $4106795.25   | 0.06%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                            | eG Global Finance PLC                                                            | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1660000 | PA      | $1549117.43   | 0.02%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                      | Embarq Corp                                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    926000 | PA      | $432631.83    | 0.01%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                            | Emergent BioSolutions Inc                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    795000 | PA      | $396462.53    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7625000 | PA      | $6252352.61   | 0.09%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                   | Castlelake Aircraft Structured Trust 2021-1                                      | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9285606 | PA      | $7801598.99   | 0.11%             | 2046-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                         | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $514062.25    | 0.01%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $905503.12    | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1869055.94   | 0.03%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $3891307.31   | 0.05%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   6030000 | PA      | $4120510.53   | 0.06%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1538130.00   | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                   | Octagon Investment Partners XVI Ltd                                              | CUSIP: 67590BAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1736862.80   | 0.02%             | 2030-07-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                               | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5693746.20   | 0.08%             | 2035-01-20      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  11900000 | PA      | $7453476.70   | 0.10%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2006-42                                                   | CUSIP: 02148YAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6151369 | PA      | $3716153.51   | 0.05%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5973724 | PA      | $3387611.47   | 0.05%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXIII                                                            | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6060844.30   | 0.09%             | 2034-07-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $3040919.26   | 0.04%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2000000 | PA      | $1443674.58   | 0.02%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2007-15                                          | CUSIP: 17025TAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168935 | PA      | $106771.34    | 0.00%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    620000 | PA      | $564169.00    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    215000 | PA      | $189145.61    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                           | Southwestern Energy Co                                                           | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1128133.58   | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                           | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1156295.25   | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967LL3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12650000 | PA      | $12670655.81  | 0.18%             | 2024-05-17      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2036173.70   | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39098446 | PA      | $1908187.91   | 0.03%             | 2049-07-10      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                      | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   6985000 | PA      | $5989384.15   | 0.08%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                              | Spectrum Brands Inc                                                              | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1066479.20   | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                      | Staples Inc                                                                      | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $940386.60    | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                      | Staples Inc                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    480000 | PA      | $346406.40    | 0.00%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Start Ltd.                                       | Start Ltd/Bermuda                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | US        |   2685287 | PA      | $2297439.88   | 0.03%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                    | Citicorp Mortgage Securities Inc                                                 | CUSIP: 172973M97<br>LEI: 549300ISEJNGWSXAKR30 | Long             | ABS-MBS          | CORP              | US        |     26025 | PA      | $23807.07     | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                    | CitiMortgage Alternative Loan Trust Series 2006-A2                               | CUSIP: 17309CAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60137 | PA      | $53276.55     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                         | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1207311.00   | 0.02%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                               | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1681821.11   | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                    | Starwood Mortgage Residential Trust 2020-1                                       | CUSIP: 85573AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5910000 | PA      | $4717591.90   | 0.07%             | 2050-02-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                       | Start II LTD                                                                     | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1962750 | PA      | $1688471.20   | 0.02%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                              | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    950000 | PA      | $763275.88    | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STEWART PARK CLO LTD                             | Stewart Park CLO Ltd                                                             | CUSIP: 860444AU2<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9013629.00   | 0.13%             | 2030-01-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-GC36                                    | CUSIP: 17324TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4470000 | PA      | $2439966.93   | 0.03%             | 2049-02-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-P5                                      | CUSIP: 17325DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  67081695 | PA      | $2635492.21   | 0.04%             | 2049-10-10      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                   | Structured Asset Securities Corp                                                 | CUSIP: 86359DBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793572 | PA      | $746723.60    | 0.01%             | 2035-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                   | Structured Asset Securities Corp                                                 | CUSIP: 86359DBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793572 | PA      | $3799.30      | 0.00%             | 2035-03-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                    | Exeter Automobile Receivables Trust 2021-2                                       | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6547458.40   | 0.09%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3294881.32   | 0.05%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13720000 | PA      | $11957324.37  | 0.17%             | 2050-10-12      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2610996.33   | 0.04%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                   | Structured Asset Investment Loan Trust 2006-BNC3                                 | CUSIP: 86361KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11163520 | PA      | $7083394.02   | 0.10%             | 2036-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                          | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1455000 | PA      | $1246127.48   | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136B1C77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8686815 | PA      | $1503610.29   | 0.02%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136B1C85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33324841 | PA      | $23909963.90  | 0.34%             | 2048-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                    | Citigroup Mortgage Loan Trust 2019-A                                             | CUSIP: 17327JBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27375927 | PA      | $22716106.21  | 0.32%             | 2058-10-25      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2020-555                                     | CUSIP: 17328EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8478000 | PA      | $5956043.41   | 0.08%             | 2041-12-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2020-555                                     | CUSIP: 17328EAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7003000 | PA      | $4566999.45   | 0.06%             | 2041-12-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4534000 | PA      | $3607398.21   | 0.05%             | 2056-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136B1RS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17041222 | PA      | $12938469.41  | 0.18%             | 2048-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10831290 | PA      | $1685541.59   | 0.02%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $468629.40    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                           | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $329141.02    | 0.00%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                    | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49823321 | PA      | $45056364.81  | 0.63%             | 2065-03-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                    | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5674000 | PA      | $4910922.46   | 0.07%             | 2065-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BAD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32588048 | PA      | $20050904.24  | 0.28%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BBB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8381856 | PA      | $5270314.03   | 0.07%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAR0<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2667586.50   | 0.04%             | 2031-10-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                              | Conair Holdings LLC                                                              | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |   1588950 | PA      | $1344648.94   | 0.02%             | 2028-05-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                            | Tiger Acquisition LLC                                                            | CUSIP: 88675UAB8<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    679752 | PA      | $647083.42    | 0.01%             | 2028-06-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1669700 | PA      | $1527775.50   | 0.02%             | 2028-06-04      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                    | CQP Holdco LP                                                                    | CUSIP: 12657QAB9<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |   1333873 | PA      | $1329704.76   | 0.02%             | 2028-06-04      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                             | ICON Luxembourg Sarl                                                             | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |    664424 | PA      | $663264.65    | 0.01%             | 2028-07-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BGHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18569139 | PA      | $489161.25    | 0.01%             | 2051-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BLFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  66567938 | PA      | $37761880.94  | 0.53%             | 2052-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POWERTEAM SERVICES LLC                           | Artera Services LLC                                                              | CUSIP: 73937UAK4<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    134578 | PA      | $110691.00    | 0.00%             | 2025-03-06      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                         | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAC5<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    871203 | PA      | $827643.06    | 0.01%             | 2028-07-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| GULF FINANCE LLC                                 | Gulf Finance LLC                                                                 | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |    266671 | PA      | $252447.89    | 0.00%             | 2026-08-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                               | Radiate Holdco LLC                                                               | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |   1276855 | PA      | $1043101.14   | 0.01%             | 2026-09-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                         | PECF USS Intermediate Holding III Corp                                           | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |   1737274 | PA      | $1455088.58   | 0.02%             | 2028-12-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                     | Acrisure LLC                                                                     | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    764225 | PA      | $741615.40    | 0.01%             | 2027-02-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BMBN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9403265 | PA      | $6470948.22   | 0.09%             | 2052-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BMM88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25565235 | PA      | $18316286.65  | 0.26%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CINCINNATI BELL INC                              | Cincinnati Bell Inc                                                              | CUSIP: 17187MAS9<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    375272 | PA      | $369267.61    | 0.01%             | 2028-11-23      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                         | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1198975 | PA      | $1020129.89   | 0.01%             | 2028-12-17      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                              | Ascend Learning LLC                                                              | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1060777 | PA      | $1005600.30   | 0.01%             | 2028-12-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                              | Ascend Learning LLC                                                              | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1027448 | PA      | $974005.59    | 0.01%             | 2028-12-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BNCZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15050738 | PA      | $10252791.59  | 0.14%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137ADT23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2236181 | PA      | $2105818.84   | 0.03%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                              | Ascend Learning LLC                                                              | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    351328 | PA      | $304044.28    | 0.00%             | 2029-12-10      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| UKG INC                                          | UKG Inc                                                                          | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    395000 | PA      | $364486.25    | 0.01%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                            | Intelsat Jackson Holdings SA                                                     | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |   1811661 | PA      | $1752782.30   | 0.02%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| PEDIATRIC ASSOCIATES HOL                         | Pediatric Associates Holding Co LLC                                              | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1209711 | PA      | $1151747.25   | 0.02%             | 2028-12-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31396X6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54938 | PA      | $3043.24      | 0.00%             | 2037-05-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31397PCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118114 | PA      | $6621.91      | 0.00%             | 2037-11-15      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                            | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483NAS9<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    392038 | PA      | $386709.71    | 0.01%             | 2029-01-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                         | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1348225 | PA      | $1284528.11   | 0.02%             | 2029-01-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31397PJ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95417 | PA      | $5750.15      | 0.00%             | 2037-11-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398T5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27668 | PA      | $28975.66     | 0.00%             | 2040-09-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| MARAVAI INTERMEDIATE HOL                         | Maravai Intermediate Holdings LLC                                                | CUSIP: 56589PAJ4<br>LEI: 2549005DIMMJLV8LMZ14 | Long             | LON              | CORP              | US        |    359947 | PA      | $353872.56    | 0.00%             | 2027-10-19      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                              | AssuredPartners Inc                                                              | CUSIP: 04621HAT0<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    592025 | PA      | $576336.34    | 0.01%             | 2027-02-13      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                            | Tempo Acquisition LLC                                                            | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    858224 | PA      | $856936.76    | 0.01%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    252682 | PA      | $246838.48    | 0.00%             | 2029-02-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28300727 | PA      | $23167150.31  | 0.33%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31570602 | PA      | $31163600.95  | 0.44%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    285968 | PA      | $279355.24    | 0.00%             | 2029-02-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| PEDIATRIC ASSOCIATES HOL                         | Pediatric Associates Holding Co LLC                                              | CUSIP: 70533DAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141101 | PA      | $134339.92    | 0.00%             | 2028-12-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                     | Fortinet Inc                                                                     | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $5741070.55   | 0.08%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                         | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1375632.30   | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                               | Seasoned Credit Risk Transfer Trust Series 2018-2                                | CUSIP: 35563PFD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7904772 | PA      | $7051185.04   | 0.10%             | 2057-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                               | Seasoned Credit Risk Transfer Trust Series 2019-4                                | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14589184 | PA      | $13884348.31  | 0.20%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KFV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $18236502.00  | 0.26%             | 2033-12-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $386630.00    | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEDIATRIC ASSOCIATES HOL                         | Pediatric Associates Holding Co LLC                                              | CUSIP: 70533DAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42650 | PA      | $40606.26     | 0.00%             | 2028-12-29      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT                           | BCP Renaissance Parent LLC                                                       | CUSIP: 05549PAC5<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    801387 | PA      | $795232.50    | 0.01%             | 2026-10-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| COMPASS POWER GENERATION                         | Compass Power Generation LLC                                                     | CUSIP: 20451VAE3<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |   1443792 | PA      | $1435071.71   | 0.02%             | 2029-04-14      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                         | Diamond Sports Group LLC                                                         | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    710691 | PA      | $91206.51     | 0.00%             | 2026-08-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |    750000 | PA      | $701355.00    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |   3000000 | PA      | $2799223.47   | 0.04%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1825425 | PA      | $1743052.70   | 0.02%             | 2029-04-13      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| PERRIGO INVESTMENTS LLC                          | Perrigo Investments LLC                                                          | CUSIP: N/A<br>LEI: 549300POZGC78VHAAJ73       | Long             | LON              | CORP              | US        |    653362 | PA      | $650912.39    | 0.01%             | 2029-04-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIO                      | Scientific Games International Inc                                               | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |    877800 | PA      | $868082.75    | 0.01%             | 2029-04-14      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                         | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    547368 | PA      | $536193.89    | 0.01%             | 2029-06-24      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corp                             | Frontera Energy Corp                                                             | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CO        |    105327 | NS      | $960419.19    | 0.01%             | 2040-03-29      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $363000.30    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                         | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    252632 | PA      | $247474.11    | 0.00%             | 2029-06-24      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| PENN NATIONAL GAMING INC                         | Penn Entertainment Inc                                                           | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    453862 | PA      | $450111.33    | 0.01%             | 2029-05-03      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                               | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |   1946025 | PA      | $1856332.71   | 0.03%             | 2027-05-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                         | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAL9<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    208950 | PA      | $203726.25    | 0.00%             | 2026-06-11      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1097687.51   | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7365000 | PA      | $5788951.42   | 0.08%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNA                         | Phoenix Services International LLC                                               | CUSIP: 71913LAC4<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |    311728 | PA      | $300817.89    | 0.00%             | 2023-03-29      | Floating      | 15.73%                | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNA                         | Phoenix Services International LLC                                               | CUSIP: 71913LAC4<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |      4746 | PA      | $4579.80      | 0.00%             | 2023-03-29      | Floating      | 15.73%                | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC                        | Go Daddy Operating Co LLC                                                        | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    295000 | PA      | $294896.75    | 0.00%             | 2029-11-10      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Bright Bidco B.V.                                | Bright Bidco B.V., Senior Secured First Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    142200 | PA      | $124898.96    | 0.00%             | 2027-10-29      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                 | Gates Global LLC                                                                 | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    335000 | PA      | $333221.15    | 0.00%             | 2029-11-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                           | Spirit AeroSystems Inc                                                           | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    450000 | PA      | $447048.00    | 0.01%             | 2027-11-23      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $6069214.57   | 0.09%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  16594000 | PA      | $11496550.87  | 0.16%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                 | Delta 2 Lux Sarl                                                                 | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |   1450000 | PA      | $1451087.50   | 0.02%             | 2030-01-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING B.V.                       | Playa Resorts Holding BV                                                         | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |    900000 | PA      | $879003.00    | 0.01%             | 2028-12-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                              | Applied Systems Inc                                                              | CUSIP: 03827FBB6<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   2487667 | PA      | $2479582.37   | 0.03%             | 2026-09-19      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS 11/22 2ND LIEN COV-LITE EXTENDED | APPLIED SYSTEMS 11/22 2ND LIEN COV-LITE EXTENDED                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1260000 | PA      | $1255275.00   | 0.02%             | 2027-09-19      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| GILBERT PARK CLO LTD                             | Gilbert Park CLO Ltd                                                             | CUSIP: 375414AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3363832.00   | 0.05%             | 2030-10-15      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| GLATFELTER                                       | Glatfelter Corp                                                                  | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $638153.94    | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US H                      | Axalta Coating Systems US Holdings Inc                                           | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    765000 | PA      | $766721.25    | 0.01%             | 2029-12-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                              | Braskem Netherlands Finance BV                                                   | CUSIP: BK5896133<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |   2300000 | PA      | $2232263.53   | 0.03%             | 2081-01-23      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                  | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    866778 | PA      | $793565.93    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                              | Minejesa Capital BV                                                              | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | ID        |   4950000 | PA      | $4356990.00   | 0.06%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   5843000 | PA      | $5154989.44   | 0.07%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                             | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   5525000 | PA      | $3606957.63   | 0.05%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: AO1639530<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   4000000 | PA      | $3753470.08   | 0.05%             | 2028-01-10      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: AZ2756130<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $275145.41    | 0.00%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: BS5321853<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    550000 | PA      | $456401.35    | 0.01%             | 2032-01-24      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                           | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: BQ7269484<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $837930.68    | 0.01%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6620000 | PA      | $6432309.69   | 0.09%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                          | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1913912 | PA      | $1630940.53   | 0.02%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    977702 | PA      | $486510.75    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6190740 | PA      | $3080552.86   | 0.04%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                           | BBVA Bancomer SA/Texas                                                           | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    900000 | PA      | $809308.33    | 0.01%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                           | BBVA Bancomer SA/Texas                                                           | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $740242.99    | 0.01%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                               | Braskem Idesa SAPI                                                               | CUSIP: BR9695791<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   1400000 | PA      | $1001998.82   | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                  | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1387927.50   | 0.02%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CAP SA                                           | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   4000000 | PA      | $3129008.12   | 0.04%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CREDITO REAL SAB DE CV                           | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: AQ1085770<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |   5400000 | PA      | $41904.00     | 0.00%             | 2027-11-29      | None          | 9.12%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                         | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |   2388960 | PA      | $2213132.54   | 0.03%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                         | Banco do Brasil SA/Cayman                                                        | CUSIP: EK3302180<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    900000 | PA      | $901903.50    | 0.01%             | 2024-06-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                             | Oleoducto Central SA                                                             | CUSIP: BK4596429<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |   5637000 | PA      | $4982646.61   | 0.07%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                            | Orazul Energy Peru SA                                                            | CUSIP: AN3641437<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    628000 | PA      | $568095.08    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Opportunities                    | Goldentree Loan Opportunities XI Ltd                                             | CUSIP: 38137HCA4<br>LEI: 549300ZH5R2TCUAYC824 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3219518.75   | 0.05%             | 2031-01-18      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                    | Goldentree Loan Management US Clo 3 Ltd                                          | CUSIP: 38138BAN0<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6557991.30   | 0.09%             | 2030-04-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                            | Petroleos del Peru SA                                                            | CUSIP: AN9551200<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   2691000 | PA      | $2084717.70   | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                            | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1200000 | PA      | $786990.00    | 0.01%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                               | Scotiabank Peru SAA                                                              | CUSIP: EJ4751123<br>LEI: 5493001E54CPRG5J5Q41 | Long             | SN               | CORP              | PE        |    600000 | PA      | $593049.00    | 0.01%             | 2027-12-13      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| TRANSELEC SA                                     | Transelec SA                                                                     | CUSIP: LW8107226<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $453635.00    | 0.01%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13448000 | PA      | $13363548.58  | 0.19%             | 2026-05-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $4130123.20   | 0.06%             | 2027-09-10      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                          | Unifin Financiera SAB de CV                                                      | CUSIP: AQ9083439<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |   9700000 | PA      | $75660.00     | 0.00%             | 2025-01-29      | None          | 8.88%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                           | VTR Comunicaciones SpA                                                           | CUSIP: BK1883408<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |   1500000 | PA      | $933948.23    | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                   | VTR Finance NV                                                                   | CUSIP: BK1883424<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | CL        |   1702000 | PA      | $660028.47    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                  | Network i2i Ltd                                                                  | CUSIP: BO2485254<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | IN        |   2400000 | PA      | $2100000.00   | 0.03%             | 2026-03-03      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1441862.40   | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38374BXU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96502 | PA      | $4250.39      | 0.00%             | 2033-08-20      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2022-BNK39                                                                  | CUSIP: 06539VBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2682000 | PA      | $1347685.15   | 0.02%             | 2055-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                   | BANK 2021-BNK35                                                                  | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4009000 | PA      | $3232926.55   | 0.05%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US ULTRA BOND CBT Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1365 | NC      | $-1853237.55  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ADANI PORTS AND SPECIAL                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: AZ3417070<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   1700000 | PA      | $1429871.34   | 0.02%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38374TR48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    714698 | PA      | $700878.46    | 0.01%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38374UCH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    662585 | PA      | $651170.42    | 0.01%             | 2039-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK37                                                                  | CUSIP: 06540LBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3109000 | PA      | $2141086.84   | 0.03%             | 2064-11-15      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2020-BNK28                                                                  | CUSIP: 06540YAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005000 | PA      | $779212.18    | 0.01%             | 2063-03-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BK4991398<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    214000 | PA      | $187991.77    | 0.00%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BN7410036<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $514537.84    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                              | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: ZO4937850<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |   4000000 | PA      | $3798267.16   | 0.05%             | 2025-09-23      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                         | Adani Electricity Mumbai Ltd                                                     | CUSIP: BQ5241923<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $363122.00    | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38375YDW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49668 | PA      | $1296.17      | 0.00%             | 2038-09-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38376CJK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    699852 | PA      | $686930.79    | 0.01%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                    | JSW Steel Ltd                                                                    | CUSIP: BR4616958<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |   4200000 | PA      | $3321260.12   | 0.05%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                         | Indonesia Asahan Aluminium Persero PT                                            | CUSIP: BJ4178924<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $168006.47    | 0.00%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                            | CUSIP: BV8019879<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1900000 | PA      | $1663473.50   | 0.02%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                          | Reliance Industries Ltd                                                          | CUSIP: BT3302127<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   3700000 | PA      | $3003166.27   | 0.04%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38376CJP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    906956 | PA      | $906748.59    | 0.01%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38376V4F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97299 | PA      | $95756.79     | 0.00%             | 2040-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38377J6Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2329537 | PA      | $226728.50    | 0.00%             | 2040-09-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38377QY84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1198931 | PA      | $1150596.91   | 0.02%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1376587 | PA      | $624204.99    | 0.01%             | 2037-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1352263 | PA      | $237123.71    | 0.00%             | 2037-09-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38377V3S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4007242 | PA      | $3924710.28   | 0.06%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38378VU52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2670005 | PA      | $118813.90    | 0.00%             | 2043-02-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38378WAU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2116630 | PA      | $192375.18    | 0.00%             | 2043-08-16      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38379CT89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3110923 | PA      | $245718.72    | 0.00%             | 2044-07-20      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38379EGV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2643936 | PA      | $282226.41    | 0.00%             | 2044-08-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38379EGW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2313444 | PA      | $246948.11    | 0.00%             | 2044-08-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38382EF85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17415399 | PA      | $2523453.01   | 0.04%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38382WFQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12447316 | PA      | $1386576.27   | 0.02%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38383AJR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26971508 | PA      | $4761466.35   | 0.07%             | 2051-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38383FDU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20145157 | PA      | $2933493.39   | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                    | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4752000 | PA      | $3978079.30   | 0.06%             | 2065-03-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                    | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4413000 | PA      | $3524031.16   | 0.05%             | 2065-03-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-BCON                 | CUSIP: 46590WAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6690000 | PA      | $6673390.74   | 0.09%             | 2031-01-05      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2006-S1                                                 | CUSIP: 466247N82<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375868 | PA      | $2363833.99   | 0.03%             | 2036-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38383RZD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17170749 | PA      | $13164383.70  | 0.19%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                              | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1186932.25   | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                       | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2096359.25   | 0.03%             | 2038-08-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2017-BNK8                                                                   | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4135618 | PA      | $114481.34    | 0.00%             | 2050-11-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                     | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10485000 | PA      | $10485483.57  | 0.15%             | 2024-05-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                       | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $3779501.40   | 0.05%             | 2038-08-17      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                       | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1680214.60   | 0.02%             | 2038-08-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                            | Grifols Escrow Issuer SA                                                         | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   2410000 | PA      | $2083806.50   | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Grippen Park CLO LTD                             | Grippen Park CLO Ltd                                                             | CUSIP: 39862EAD6<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1857589.40   | 0.03%             | 2030-01-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                    | MASTR Alternative Loan Trust 2007-1                                              | CUSIP: 55275SAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33026 | PA      | $10444.60     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                     | MKT 2020-525M Mortgage Trust                                                     | CUSIP: 55316PAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $2450410.20   | 0.03%             | 2040-02-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                   | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    340000 | PA      | $237018.24    | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3316619.31   | 0.05%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    665000 | PA      | $563993.28    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp                             | Gulfport Energy Corp                                                             | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      6306 | NS      | $464373.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADANI INTERNATIONAL CONT                         | Adani International Container Terminal Pvt Ltd                                   | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   1406250 | PA      | $1103002.20   | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                   | Adjustable Rate Mortgage Trust 2007-1                                            | CUSIP: 007037AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6297315 | PA      | $4539764.15   | 0.06%             | 2037-03-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                          | Gulfport Energy Corp                                                             | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    635971 | PA      | $620882.59    | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4742355.40   | 0.07%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                            | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    995000 | PA      | $923817.70    | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $377600.02    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1618657.60   | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                          | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1124375 | PA      | $1095928.31   | 0.02%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13552281 | PA      | $12773985.74  | 0.18%             | 2038-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                   | Banc of America Funding 2006-6 Trust                                             | CUSIP: 05950RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86331 | PA      | $75708.72     | 0.00%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                         | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    500000 | PA      | $453954.91    | 0.01%             | 2030-07-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                         | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    700000 | PA      | $635536.87    | 0.01%             | 2030-07-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14470000 | PA      | $10665214.93  | 0.15%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2021-NQM6 Trust                                                             | CUSIP: 36167KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6944000 | PA      | $4515844.30   | 0.06%             | 2066-08-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                         | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1153081.06   | 0.02%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                | Trimaran Cavu 2021-3 Ltd                                                         | CUSIP: 89624GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9014963.00   | 0.13%             | 2035-01-18      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                         | Triton Water Holdings Inc                                                        | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $839594.76    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                 | Triton Container International Ltd                                               | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2206947.83   | 0.03%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                   | GMACM Mortgage Loan Trust 2006-J1                                                | CUSIP: 36185MEG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460058 | PA      | $1238731.27   | 0.02%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                               | CUSIP: 3622ABFB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  46021663 | PA      | $38904455.75  | 0.55%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                         | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4546000 | PA      | $3516308.27   | 0.05%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                    | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1619493.75   | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                          | GSR Mortgage Loan Trust 2006-3F                                                  | CUSIP: 362334HH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1486689 | PA      | $1297862.40   | 0.02%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                           | GSAA Trust                                                                       | CUSIP: 362341AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8981 | PA      | $8750.38      | 0.00%             | 2035-05-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                   | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3513520 | PA      | $3501018.19   | 0.05%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2017-C1                                            | CUSIP: 90276EAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8911000 | PA      | $7754865.47   | 0.11%             | 2050-06-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2015-GC32                                           | CUSIP: 36250PAJ4<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |   2635000 | PA      | $2451789.50   | 0.03%             | 2048-07-10      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1606938.42   | 0.02%             | 2049-05-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C10                                           | CUSIP: 90276FBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559000 | PA      | $474677.70    | 0.01%             | 2051-05-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2017-C6                                            | CUSIP: 90276UBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2491000 | PA      | $2132273.33   | 0.03%             | 2050-12-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2588000 | PA      | $2175416.12   | 0.03%             | 2035-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $919785.70    | 0.01%             | 2052-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1273996.25   | 0.02%             | 2050-12-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6958000 | PA      | $5888332.05   | 0.08%             | 2050-12-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                          | Temasek Financial I Ltd                                                          | CUSIP: 87973RBA7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $198397.86    | 0.00%             | 2031-08-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $1847142.66   | 0.03%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C11                                           | CUSIP: 90276XBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7293000 | PA      | $6124662.13   | 0.09%             | 2051-06-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                     | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $906882.00    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    440000 | PA      | $464920.24    | 0.01%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2413660.91   | 0.03%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                     | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    475000 | PA      | $362673.44    | 0.01%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                   | WFRBS Commercial Mortgage Trust 2014-C21                                         | CUSIP: 92939FBA6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |  56758478 | PA      | $735158.51    | 0.01%             | 2047-08-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| USQ Rail I LLC                                   | ITE Rail Fund Levered LP                                                         | CUSIP: 90352WAD6<br>LEI: 25490077I8NB6ADB4I38 | Long             | ABS-O            | CORP              | US        |  14379363 | PA      | $12090477.97  | 0.17%             | 2051-02-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2896000 | PA      | $2440659.89   | 0.03%             | 2051-08-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Wave USA                                         | WAVE 2019-1 LLC                                                                  | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10941715 | PA      | $8290373.29   | 0.12%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                             | Weatherford International Ltd                                                    | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    292000 | PA      | $298942.05    | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1030293.40   | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USASF Receivables LLC                            | US Auto Funding 2021-1                                                           | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4274468.55   | 0.06%             | 2026-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    940000 | PA      | $904367.63    | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                   | Wheel Pros Inc                                                                   | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $129575.00    | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                          | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1483024.73   | 0.02%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $408595.44    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2017-1 CLO Ltd                                             | CUSIP: 97315TAJ1<br>LEI: 254900W8N6WOFX1LSH24 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2559863.10   | 0.04%             | 2036-04-18      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| CANON 2021-0001                                  | CANON 2021-0001                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5000000 | PA      | $4975000.00   | 0.07%             | 2023-11-05      | Floating      | 3.65%                 | No            |                  3 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1094925.63   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                             | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2300000 | PA      | $1736795.16   | 0.02%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                     | UPL Corp Ltd                                                                     | CUSIP: AR5596903<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | IN        |    300000 | PA      | $252235.00    | 0.00%             | 2028-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                           | DBS Group Holdings Ltd                                                           | CUSIP: BO3306350<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $534042.00    | 0.01%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                     | UPL Corp Ltd                                                                     | CUSIP: BJ9430734<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | IN        |   3250000 | PA      | $2568846.54   | 0.04%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                          | EIG Pearl Holdings Sarl                                                          | CUSIP: BT5154971<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | SA        |   4700000 | PA      | $3955670.40   | 0.06%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |  10700000 | PA      | $8276688.61   | 0.12%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $2216751.12   | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: BM1514728<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |   1800000 | PA      | $1455703.24   | 0.02%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AVATION PLC                                      | Avation PLC                                                                      | CUSIP: N/A<br>LEI: 213800KA972GUP1B6I78       | N/A              | DE               | CORP              | SG        |     31063 | NS      | $11266.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                         | Travelport Finance Luxembourg Sarl                                               | CUSIP: L9308UAT7<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |   1059822 | PA      | $1063557.93   | 0.01%             | 2025-02-28      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                         | Alliance Laundry Systems LLC                                                     | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    490752 | PA      | $481795.57    | 0.01%             | 2027-10-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                         | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1313716.95   | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                    | United States Treasury Bill                                                      | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5350000 | PA      | $5280328.07   | 0.07%             | 2023-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PAI HOLDCO INC                                   | PAI Holdco Inc                                                                   | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |   1097453 | PA      | $973309.42    | 0.01%             | 2027-10-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| EXGEN RENEWABLES IV LLC                          | Constellation Renewables LLC                                                     | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    811777 | PA      | $805266.93    | 0.01%             | 2027-12-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                    | United States Treasury Bill                                                      | CUSIP: 912796Y60<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48000000 | PA      | $47728768.80  | 0.67%             | 2023-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 415000000 | PA      | $223492091.40 | 3.15%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENDURE DIGITAL INC                               | Endurance International Group Holdings Inc                                       | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    713781 | PA      | $644187.53    | 0.01%             | 2028-02-10      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE TECHNOLOG                         | PointClickCare Technologies Inc                                                  | CUSIP: N/A<br>LEI: 5493001Z0LHHBZLVDX36       | Long             | LON              | CORP              | CA        |    581150 | PA      | $566621.25    | 0.01%             | 2027-12-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                          | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                       | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $631151.50    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                   | Upgrade Master Pass-Thru Trust                                                   | CUSIP: 91531XAD6<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |   1899726 | PA      | $1820199.31   | 0.03%             | 2027-07-15      | Variable      | 15.57%                | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                    | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12956090 | PA      | $12493013.73  | 0.18%             | 2065-03-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                              | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $655770.50    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                                         | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    310977 | PA      | $311171.22    | 0.00%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2020-D                                                  | CUSIP: 00970CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901335 | PA      | $843797.06    | 0.01%             | 2060-06-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                   | Upland CLO Ltd                                                                   | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $913730.70    | 0.01%             | 2031-04-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                   | Upgrade Master Pass-Thru Trust Series 2021-PT4                                   | CUSIP: 91533CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7664100 | PA      | $7291303.28   | 0.10%             | 2027-08-15      | Variable      | 11.57%                | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1013636.25   | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1027107.20   | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XIV-R LTD                                                              | CUSIP: 55954LAJ2<br>LEI: 549300XD71H6EU9N2I97 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3792274.80   | 0.05%             | 2031-10-18      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDNG/HEARTHSIDE                         | H-Food Holdings LLC / Hearthside Finance Co Inc                                  | CUSIP: 577088AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $697896.00    | 0.01%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-17CB                                                 | CUSIP: 02151HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56624 | PA      | $54603.82     | 0.00%             | 2037-08-25      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-18CB                                                 | CUSIP: 02151NAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263355 | PA      | $162156.14    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1217824.88   | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $579460.00    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Credit Pass-Thr                   | Upgrade Master Credit Pass-Thru Trust Series 2021-ST3                            | CUSIP: 91533XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3781010 | PA      | $3675188.23   | 0.05%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                     | Upstart Securitization Trust 2021-3                                              | CUSIP: 91679LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    889422 | PA      | $871183.30    | 0.01%             | 2031-07-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| AlphaFlow Transitional Mortgag                   | AlphaFlow Transitional Mortgage Trust 2021-WL1                                   | CUSIP: 02079YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4335401 | PA      | $4144368.09   | 0.06%             | 2026-01-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2006-26CB                                                 | CUSIP: 02147WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256351 | PA      | $147340.81    | 0.00%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                       | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  16170985 | NS      | $16170984.86  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44387045 | PA      | $1636288.48   | 0.02%             | 2049-09-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $484543.44    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust I LLC 2018-3                                            | CUSIP: 03464NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50246 | PA      | $50031.65     | 0.00%             | 2048-09-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                     | Upstart Securitization Trust 2021-3                                              | CUSIP: 91679LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5168990.40   | 0.07%             | 2031-07-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                     | Upstart Securitization Trust 2020-2                                              | CUSIP: 91680CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    681687 | PA      | $659635.58    | 0.01%             | 2030-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                           | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | ZA        |   1050000 | PA      | $911591.43    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |    540000 | PA      | $493622.49    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1254442.19   | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989000 | PA      | $936659.42    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | CUSIP: 61767CAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6364000 | PA      | $5619496.00   | 0.08%             | 2050-05-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5238000 | PA      | $3489589.65   | 0.05%             | 2052-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                     | Upstart Securitization Trust 2021-2                                              | CUSIP: 91680FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17250000 | PA      | $15195005.78  | 0.21%             | 2031-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                       | Upstart Pass-Through Trust Series 2021-ST2                                       | CUSIP: 91682CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3347743 | PA      | $3131546.36   | 0.04%             | 2027-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                     | Arconic Corp                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2241864.34   | 0.03%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                         | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1105250.22   | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                 | MortgageIT Securities Corp Mortgage Loan Trust Series 2007-1                     | CUSIP: 61915YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16123358 | PA      | $12331661.76  | 0.17%             | 2047-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                           | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1548185 | PA      | $1331747.09   | 0.02%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                         | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $285986.50    | 0.00%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                          | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  15947000 | PA      | $11734045.63  | 0.17%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                     | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12450000 | PA      | $11195254.14  | 0.16%             | 2031-09-20      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                     | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15550000 | PA      | $12525321.30  | 0.18%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| AVATION CAPITAL SA                               | Avation Capital SA                                                               | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | SG        |   1066595 | PA      | $844503.56    | 0.01%             | 2026-10-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Babson CLO Ltd 2015-I                                                            | CUSIP: 056162AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3400000 | PA      | $2957326.46   | 0.04%             | 2031-01-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                         | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    342000 | PA      | $308880.72    | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1353293.50   | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2017-2 Ltd                                               | CUSIP: 05683HAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $458085.85    | 0.01%             | 2034-07-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2022-3 Ltd                                               | CUSIP: 05684NAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $908399.10    | 0.01%             | 2035-07-17      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $917873.15    | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2021-NPL4 LLC                                                               | CUSIP: 91823DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6586672 | PA      | $5996175.81   | 0.08%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                               | Murphy Oil USA Inc                                                               | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    940000 | PA      | $861796.70    | 0.01%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Myers Park CLO LTD                               | Myers Park CLO Ltd                                                               | CUSIP: 62848FAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $890920.60    | 0.01%             | 2030-10-20      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                   | Banc of America Funding 2005-G Trust                                             | CUSIP: 05946XC35<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130737 | PA      | $90506.05     | 0.00%             | 2035-10-20      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                   | Banc of America Funding 2006-2 Trust                                             | CUSIP: 05949QBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118755 | PA      | $112057.86    | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                              | Banco Davivienda SA                                                              | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $1854000.00   | 0.03%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   2521000 | PA      | $2312138.58   | 0.03%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2021-NPL6 LLC                                                               | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7853478 | PA      | $6878205.99   | 0.10%             | 2051-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                   | VOLT XCVII LLC                                                                   | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4532878 | PA      | $4010611.60   | 0.06%             | 2051-04-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                       | NBN Co Ltd                                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   5535000 | PA      | $4889963.44   | 0.07%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $932832.00    | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $3916624.32   | 0.06%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3902462.06   | 0.05%             | 2025-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1035586 | PA      | $327858.65    | 0.00%             | 2037-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299880 | PA      | $430807.52    | 0.01%             | 2037-08-25      | Floating      | 18.01%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3660384.03   | 0.05%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                   | Banc of America Commercial Mortgage Trust 2015-UBS7                              | CUSIP: 06054ABC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790000 | PA      | $1625802.76   | 0.02%             | 2048-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                  | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   2988000 | PA      | $2438270.66   | 0.03%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4395000 | PA      | $3924636.24   | 0.06%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                   | VOLT CV LLC                                                                      | CUSIP: 91835GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1880772 | PA      | $1660867.04   | 0.02%             | 2051-11-27      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                         | Vantage Data Centers LLC                                                         | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $6589406.40   | 0.09%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                   | Banc of America Commercial Mortgage Trust 2015-UBS7                              | CUSIP: 06054ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5515000 | PA      | $4772162.59   | 0.07%             | 2048-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                 | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   9226000 | PA      | $8138556.57   | 0.11%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1306868.66   | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NP SPE LP                                        | NP SPE II LLC                                                                    | CUSIP: 62946AAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |   5047202 | PA      | $4826550.30   | 0.07%             | 2046-04-20      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260481 | PA      | $1135113.42   | 0.02%             | 2048-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626572 | PA      | $556944.46    | 0.01%             | 2048-04-25      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                   | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248M6AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7318300 | PA      | $6084861.24   | 0.09%             | 2046-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                               | CCL Industries Inc                                                               | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   4685000 | PA      | $3865095.20   | 0.05%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |   6205000 | PA      | $5902391.33   | 0.08%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NP Spe IX LP                                     | NP SPE II LLC                                                                    | CUSIP: 62954JAB0<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4433236.50   | 0.06%             | 2049-09-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4955000 | PA      | $4052821.84   | 0.06%             | 2050-05-10      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                | CF Industries Inc                                                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $5580242.93   | 0.08%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389613 | PA      | $330858.36    | 0.00%             | 2048-04-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2074268 | PA      | $1785263.13   | 0.03%             | 2049-03-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    460000 | PA      | $427444.35    | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                               | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    725000 | PA      | $493566.65    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                   | CFCRE Commercial Mortgage Trust 2016-C6                                          | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2106902 | PA      | $1927101.23   | 0.03%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $807963.45    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                            | Nabors Industries Ltd                                                            | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $962858.53    | 0.01%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                       | Nasdaq Inc                                                                       | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1250223.25   | 0.02%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793898 | PA      | $649830.94    | 0.01%             | 2049-03-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                                    | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    755000 | PA      | $741213.70    | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                | CI Financial Corp                                                                | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   4325000 | PA      | $2562893.54   | 0.04%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2015-IV Ltd                                                         | CUSIP: 12550TBG9<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4535066.50   | 0.06%             | 2034-04-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3070271.03   | 0.04%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2556363.92   | 0.04%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                          | National Australia Bank Ltd                                                      | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   8705000 | PA      | $6834292.54   | 0.10%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                   | Natixis Commercial Mortgage Securities Trust 2018-FL1                            | CUSIP: 63874MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2108000 | PA      | $1884613.55   | 0.03%             | 2035-06-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2017-I Ltd                                                          | CUSIP: 12551AAJ4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4165118.55   | 0.06%             | 2029-04-23      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                    | CitiMortgage Alternative Loan Trust Series 2007-A2                               | CUSIP: 12566UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7456054 | PA      | $6469163.80   | 0.09%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44243361 | PA      | $998121.38    | 0.01%             | 2049-02-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $349801.04    | 0.00%             | 2051-08-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                     | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4295395.71   | 0.06%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd                               | Cook Park CLO Ltd                                                                | CUSIP: 21623PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $2920657.68   | 0.04%             | 2030-04-17      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                              | NatWest Markets PLC                                                              | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6580000 | PA      | $6100171.33   | 0.09%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    955000 | PA      | $837690.67    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  62866515 | PA      | $3610141.04   | 0.05%             | 2053-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2012-CCRE3 Mortgage Trust                                                   | CUSIP: 12624PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1877031 | PA      | $65.70        | 0.00%             | 2045-10-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | Willis North America Inc                                                         | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |  11311000 | PA      | $10681246.84  | 0.15%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                 | Finastra USA Inc                                                                 | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    450000 | PA      | $337821.75    | 0.00%             | 2025-06-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $1664613.30   | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |  36013311 | PA      | $1690940.19   | 0.02%             | 2049-01-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| CORE 2019-CORE MORTGAGE TRUST                    | CORE 2019-CORE Mortgage Trust                                                    | CUSIP: 21871FAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6771200 | PA      | $6070679.41   | 0.09%             | 2031-12-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                    | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $733848.80    | 0.01%             | 2052-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2018-A                                 | CUSIP: 63940PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7092118.50   | 0.10%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                       | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   6163000 | PA      | $5666098.02   | 0.08%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAV0<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   3461000 | PA      | $2673740.87   | 0.04%             | 2049-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Mortgage-Backed Trust Series 2006-4                                         | CUSIP: 12637HAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2364895 | PA      | $1031434.93   | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                         | Corporate Office Properties LP                                                   | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $3913192.76   | 0.06%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COTY INC                                         | Coty Inc                                                                         | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    740000 | PA      | $711547.00    | 0.01%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP/FINANC                         | CSI Compressco LP / CSI Compressco Finance Inc                                   | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $983408.92    | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1115171.22   | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                         | Aventiv Technologies LLC                                                         | CUSIP: 78410QAB8<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    535767 | PA      | $404547.08    | 0.01%             | 2024-11-01      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC                            | ClubCorp Holdings Inc                                                            | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |    947321 | PA      | $857567.19    | 0.01%             | 2024-09-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    765000 | PA      | $743407.88    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    550000 | PA      | $513853.46    | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407944.75    | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                            | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2013814.32   | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                         | Traverse Midstream Partners LLC                                                  | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   1083928 | PA      | $1083250.28   | 0.02%             | 2024-09-27      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                          | Global Medical Response Inc                                                      | CUSIP: 00169QAD1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    593826 | PA      | $424339.10    | 0.01%             | 2025-03-14      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| COTY INC                                         | Coty Inc                                                                         | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1177580.89   | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                   | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 225458X29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651224 | PA      | $533398.63    | 0.01%             | 2035-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2005-20CB                                                 | CUSIP: 12667GPT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70566 | PA      | $54669.56     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2005-28CB                                                 | CUSIP: 12667GYP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130373 | PA      | $63322.47     | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman CLO XVIII Ltd                                                   | CUSIP: 64128QAY1<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1856988.80   | 0.03%             | 2030-10-21      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 29 Ltd                                        | CUSIP: 64130XAG1<br>LEI: 549300BLCSV170UP8R47 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2339471.75   | 0.03%             | 2031-10-19      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                                | Vantage Specialty Chemicals Inc                                                  | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |    796607 | PA      | $779778.41    | 0.01%             | 2024-10-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                                | Vantage Specialty Chemicals Inc                                                  | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |    839635 | PA      | $821897.86    | 0.01%             | 2024-10-28      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2005-46CB                                                 | CUSIP: 12668ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    484363 | PA      | $342962.62    | 0.00%             | 2035-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132AEA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11719515 | PA      | $10493875.22  | 0.15%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                   | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58498 | PA      | $43959.22     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  13620000 | PA      | $12672975.11  | 0.18%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 32 Ltd                                        | CUSIP: 64132DAQ1<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1857508.80   | 0.03%             | 2032-01-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                   | New Century Home Equity Loan Trust Series 2005-B                                 | CUSIP: 64352VNL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $4948137.60   | 0.07%             | 2035-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| PROMETRIC HOLDINGS INC                           | Prometric Holdings Inc                                                           | CUSIP: 80358TAC0<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |   1647046 | PA      | $1455584.99   | 0.02%             | 2025-01-29      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNA                         | Phoenix Services International LLC                                               | CUSIP: 71913YAC6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |   1801247 | PA      | $194759.79    | 0.00%             | 2025-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | Credit Suisse Mortgage Capital Certificates                                      | CUSIP: 22943YNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3035076 | PA      | $1466983.37   | 0.02%             | 2038-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                    | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5585000 | PA      | $5493784.05   | 0.08%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BHN MERGER SUB INC                               | Blackhawk Network Holdings Inc                                                   | CUSIP: 09238FAK7<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   1872589 | PA      | $1829622.72   | 0.03%             | 2025-06-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                   | Access CIG LLC                                                                   | CUSIP: 00435CAH1<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |   2517671 | PA      | $2471773.88   | 0.03%             | 2025-02-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16194580 | PA      | $14603912.45  | 0.21%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMX42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8621540 | PA      | $7162459.45   | 0.10%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                        | News Corp                                                                        | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    505000 | PA      | $460279.73    | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4886039.71   | 0.07%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                    | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3748956.16   | 0.05%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                       | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3299191.00   | 0.05%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| CYANCO INTERMEDIATE CORP                         | Cyanco Intermediate Corp                                                         | CUSIP: 23243FAB1<br>LEI: 5493006OSO3M1UC12172 | Long             | LON              | CORP              | US        |    437325 | PA      | $421472.19    | 0.01%             | 2025-03-16      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| POWERTEAM SERVICES LLC                           | Artera Services LLC                                                              | CUSIP: 73937UAF5<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    942319 | PA      | $771363.72    | 0.01%             | 2025-03-06      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  64989270 | PA      | $53960417.35  | 0.76%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11389330 | PA      | $10017165.05  | 0.14%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                       | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3196096.00   | 0.05%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                    | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1             | CUSIP: 25157GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49424 | PA      | $45116.03     | 0.00%             | 2036-04-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2886193.49   | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                         | NFP Corp                                                                         | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    845000 | PA      | $720443.40    | 0.01%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25542318 | PA      | $23236511.86  | 0.33%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136ABM75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17869281 | PA      | $15522102.52  | 0.22%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                   | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | GB        |    805657 | PA      | $762860.60    | 0.01%             | 2025-02-05      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284NAQ2<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |   1009366 | PA      | $998010.26    | 0.01%             | 2026-01-02      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137AJPE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    770328 | PA      | $689352.34    | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137BFAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8441768 | PA      | $7834025.30   | 0.11%             | 2044-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1358288.40   | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                           | Discover Financial Services                                                      | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |  14685000 | PA      | $13839859.01  | 0.19%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TITAN ACQUISITION LTD                            | Titan Acquisition Ltd/Canada                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   2046209 | PA      | $1916878.36   | 0.03%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                            | Filtration Group Corp                                                            | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1670556 | PA      | $1656640.10   | 0.02%             | 2025-03-29      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                      | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-AF1               | CUSIP: 65535AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515020 | PA      | $129860.25    | 0.00%             | 2036-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor                   | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AP1              | CUSIP: 65535VSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166193 | PA      | $51254.31     | 0.00%             | 2036-01-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137BJGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2578939 | PA      | $2496469.46   | 0.04%             | 2041-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137BJGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12021865 | PA      | $11188961.34  | 0.16%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H2J96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34934000 | PA      | $26864249.49  | 0.38%             | 2051-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4584837 | PA      | $4159506.57   | 0.06%             | 2041-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $321296.39    | 0.00%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  10910000 | PA      | $8286179.04   | 0.12%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                      | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873199 | PA      | $252647.14    | 0.00%             | 2037-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                            | Northrop Grumman Corp                                                            | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   8995000 | PA      | $8783835.54   | 0.12%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDINGS LLC                              | H-Food Holdings LLC                                                              | CUSIP: 40422KAB7<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |   1926019 | PA      | $1720657.06   | 0.02%             | 2025-05-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                         | Renaissance Holdings Corp                                                        | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    678200 | PA      | $648359.06    | 0.01%             | 2025-05-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1121724.00   | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1494008.00   | 0.02%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1073935.77   | 0.02%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                            | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1778405.77   | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                              | NuStar Logistics LP                                                              | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1591634.91   | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                         | OHA Credit Partners XIII Ltd                                                     | CUSIP: 67110NAX3<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $929799.40    | 0.01%             | 2034-10-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $699208.00    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                          | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $959555.62    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                         | Renaissance Holdings Corp                                                        | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |   1348349 | PA      | $1289021.19   | 0.02%             | 2025-05-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                         | Renaissance Holdings Corp                                                        | CUSIP: 75972JAE4<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    194157 | PA      | $181698.23    | 0.00%             | 2026-05-29      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                               | CUSIP: 3622ABGW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29651269 | PA      | $25212647.14  | 0.36%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Ginnie Mae II Pool                                                               | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13715795 | PA      | $11664411.67  | 0.16%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1231404.20   | 0.02%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    865000 | PA      | $824292.37    | 0.01%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                | Chord Energy Corp                                                                | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    940000 | PA      | $916800.80    | 0.01%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664465.75    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                          | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89256 | PA      | $170548.94    | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |  92594560 | PA      | $1683665.40   | 0.02%             | 2048-11-10      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                         | Renaissance Holdings Corp                                                        | CUSIP: 75972JAE4<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    445843 | PA      | $417232.97    | 0.01%             | 2026-05-29      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERS                         | Ziggo Financing Partnership                                                      | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    850000 | PA      | $830811.25    | 0.01%             | 2028-04-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENDO DAC/FIN LLC/FINCO                           | Endo Dac / Endo Finance LLC / Endo Finco Inc                                     | CUSIP: 29273EAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $27500.00     | 0.00%             | 2023-07-15      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5905000 | PA      | $5758250.24   | 0.08%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                    | GS Mortgage-Backed Securities Trust 2020-NQM1                                    | CUSIP: 36259WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7546000 | PA      | $5873107.64   | 0.08%             | 2060-09-27      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                          | GSR Mortgage Loan Trust 2006-OA1                                                 | CUSIP: 362631AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22702102 | PA      | $5495983.63   | 0.08%             | 2046-08-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                           | Endo Luxembourg Finance Co I Sarl / Endo US Inc                                  | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $479098.36    | 0.01%             | 2029-04-01      | None          | 6.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                     | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3205680.05   | 0.05%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |   2773980 | PA      | $2367124.54   | 0.03%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                      | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $905315.10    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                          | Pug LLC                                                                          | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1620661 | PA      | $1349200.08   | 0.02%             | 2027-02-13      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SMG US MIDCO 2 INC                               | SMG US Midco 2 Inc                                                               | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    391359 | PA      | $382228.60    | 0.01%             | 2025-01-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $1813635.00   | 0.03%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1180080.18   | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2022-GC48                                    | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10383000 | PA      | $10027811.07  | 0.14%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37074417 | PA      | $1416164.88   | 0.02%             | 2049-04-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| SMG US MIDCO 2 INC                               | SMG US Midco 2 Inc                                                               | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1012358 | PA      | $988739.36    | 0.01%             | 2025-01-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| DEERFIELD DAKOTA HOLDING                         | Deerfield Dakota Holding LLC                                                     | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   2427549 | PA      | $2273181.60   | 0.03%             | 2027-04-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                   | 1375209 BC Ltd                                                                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    263000 | PA      | $257411.25    | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $2884983.63   | 0.04%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                              | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $645720.00    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA/France                                                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1660000 | PA      | $1268762.90   | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                      | Exelon Corp                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3954000 | PA      | $3759051.11   | 0.05%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                      | Exelon Corp                                                                      | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $1874207.96   | 0.03%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8865000 | PA      | $5929326.97   | 0.08%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3427532.29   | 0.05%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSERVICE MIDCO LLC                             | Conservice Midco LLC                                                             | CUSIP: 20848PAB4<br>LEI: 254900F6TNZYKCEM6A28 | Long             | LON              | CORP              | US        |   1004500 | PA      | $977087.20    | 0.01%             | 2027-05-13      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                                         | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220246 | PA      | $220383.80    | 0.00%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                   | Option One Mortgage Loan Trust 2007-6                                            | CUSIP: 68403KAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18741163 | PA      | $15081975.31  | 0.21%             | 2037-07-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2143059.07   | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5705796 | PA      | $5203482.65   | 0.07%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136AWJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5702993 | PA      | $4573859.91   | 0.06%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                               | Connect Finco SARL                                                               | CUSIP: L2000DAD6<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    653250 | PA      | $647057.19    | 0.01%             | 2026-12-12      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                         | Kronos Acquisition Holdings Inc                                                  | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1158126 | PA      | $1104822.88   | 0.02%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                          | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $449142.50    | 0.01%             | 2030-09-10      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                          | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   1100000 | PA      | $988113.50    | 0.01%             | 2030-09-10      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137A5VL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162797 | PA      | $118318.64    | 0.00%             | 2041-01-15      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137A66C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101340 | PA      | $71400.30     | 0.00%             | 2041-01-15      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1549260.00   | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                         | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1019665.00   | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                         | Altice France Holding SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1305000 | PA      | $773136.44    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                   | CFCRE Commercial Mortgage Trust 2017-C8                                          | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3267000 | PA      | $2884212.47   | 0.04%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                     | Peraton Corp                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2459489 | PA      | $2406204.44   | 0.03%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                 | AmWINS Group Inc                                                                 | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1347195 | PA      | $1324986.64   | 0.02%             | 2028-02-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Pioneer Aircraft Finance Limit                   | Pioneer Aircraft Finance Ltd                                                     | CUSIP: 72353PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   3877031 | PA      | $3082980.17   | 0.04%             | 2044-06-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                         | Pioneer Natural Resources Co                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1462352.26   | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137A6US9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391387 | PA      | $377401.39    | 0.01%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137A8N46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473504 | PA      | $480067.17    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2020-1R                                           | CUSIP: 730151AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4163924 | PA      | $3956407.13   | 0.06%             | 2023-02-27      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                         | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $805183.00    | 0.01%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRAILER WORLD                           | American Trailer World Corp                                                      | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |    689866 | PA      | $599610.96    | 0.01%             | 2028-03-03      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                              | Boxer Parent Co Inc                                                              | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1026373 | PA      | $985086.78    | 0.01%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    805000 | PA      | $674412.90    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    785000 | PA      | $404928.90    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                   | PRET 2021-RN2 LLC                                                                | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5666598 | PA      | $5143752.63   | 0.07%             | 2051-07-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1071858.50   | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137AAYH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    789935 | PA      | $800899.68    | 0.01%             | 2034-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3705686 | PA      | $3198932.20   | 0.05%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HILLMAN GROUP INC                                | Hillman Group Inc/The                                                            | CUSIP: 43162TAR1<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |    498780 | PA      | $485153.69    | 0.01%             | 2028-07-14      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| HILLMAN GROUP INC                                | Hillman Group Inc/The                                                            | CUSIP: 43162TAT7<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |    120579 | PA      | $117284.34    | 0.00%             | 2028-07-14      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2007-3                                           | CUSIP: 12543RAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431646 | PA      | $232729.52    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2007-10                                          | CUSIP: 12545CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407108 | PA      | $200557.10    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Primrose Schools                                 | Primrose Funding LLC                                                             | CUSIP: 74166YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19400000 | PA      | $17754251.44  | 0.25%             | 2049-07-30      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                         | Primo Water Holdings Inc                                                         | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $890714.66    | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae Trust 2003-W17                                                        | CUSIP: 31393UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144879 | PA      | $146642.45    | 0.00%             | 2033-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31394CVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    943877 | PA      | $938478.29    | 0.01%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                  | Dcert Buyer Inc                                                                  | CUSIP: N/A<br>LEI: 549300EF826JEEUCHZ67       | Long             | LON              | CORP              | US        |    330000 | PA      | $302610.00    | 0.00%             | 2029-02-16      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                            | CUSIP: 90351JAF1<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |     62828 | PA      | $62794.11     | 0.00%             | 2027-02-25      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential Trust                                                       | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3404000 | PA      | $2796196.40   | 0.04%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential Trust                                                       | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4666000 | PA      | $3885908.26   | 0.05%             | 2038-07-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2018-III Ltd                                                        | CUSIP: 12551YAG8<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $943751.70    | 0.01%             | 2031-07-18      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust 2020-R2                                                                | CUSIP: 12558WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6953000 | PA      | $5293921.73   | 0.07%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA                         | Horizon Therapeutics USA Inc                                                     | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |   1073650 | PA      | $1073939.89   | 0.02%             | 2028-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                  | Spin Holdco Inc                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   1206838 | PA      | $1024001.62   | 0.01%             | 2028-03-04      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31394KZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32792 | PA      | $31699.22     | 0.00%             | 2033-07-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31394NGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    890813 | PA      | $883402.08    | 0.01%             | 2033-12-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                    | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249074 | PA      | $219916.56    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                    | CitiMortgage Alternative Loan Trust Series 2007-A5                               | CUSIP: 12566WAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3684241 | PA      | $3285406.00   | 0.05%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACKERS HOLDINGS LLC                             | Packers Holdings LLC                                                             | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |   1691918 | PA      | $1488896.59   | 0.02%             | 2028-03-09      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                            | Kenan Advantage Group Inc/The                                                    | CUSIP: 48853UBE9<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   1966598 | PA      | $1921995.94   | 0.03%             | 2026-03-24      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31394RHM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39404 | PA      | $39519.56     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31396LHY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173787 | PA      | $15682.25     | 0.00%             | 2036-10-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-CCRE16 Mortgage Trust                                                  | CUSIP: 12591VAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815000 | PA      | $1724108.43   | 0.02%             | 2047-04-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4310000 | PA      | $3903203.67   | 0.05%             | 2048-07-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31396VHJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273145 | PA      | $23111.03     | 0.00%             | 2037-04-25      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31396VJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702474 | PA      | $703251.99    | 0.01%             | 2037-04-25      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                         | Prudential Financial Inc                                                         | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   6870000 | PA      | $5504167.54   | 0.08%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2006-QS4 Trust                                                       | CUSIP: 749228AK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1874056 | PA      | $1449846.54   | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                         | Ultra Clean Holdings Inc                                                         | CUSIP: 90385YAD3<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |    578612 | PA      | $577164.99    | 0.01%             | 2025-08-27      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                          | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1564954 | PA      | $1500399.85   | 0.02%             | 2028-03-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-CCRE25 Mortgage Trust                                                  | CUSIP: 12593PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3325000 | PA      | $3073991.43   | 0.04%             | 2048-08-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50536614 | PA      | $973911.31    | 0.01%             | 2048-10-10      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                    | RFMSI Series 2007-S2 Trust                                                       | CUSIP: 749583AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415181 | PA      | $328082.13    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                    | RFMSI Series 2007-S3 Trust                                                       | CUSIP: 74958BAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329506 | PA      | $233810.10    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31397SPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284886 | PA      | $276679.86    | 0.00%             | 2026-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398GRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5252 | PA      | $477.25       | 0.00%             | 2040-01-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                          | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $222082.50    | 0.00%             | 2029-03-31      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                         | Triton Water Holdings Inc                                                        | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |   1728910 | PA      | $1613721.04   | 0.02%             | 2028-03-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                    | RFMSI Series 2006-S10 Trust                                                      | CUSIP: 74958DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41396 | PA      | $32956.85     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                             | RP Escrow Issuer LLC                                                             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $803145.56    | 0.01%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2018-C14 Commercial Mortgage Trust                                         | CUSIP: 12596GBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11488000 | PA      | $9579557.15   | 0.13%             | 2051-11-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9269000 | PA      | $7656148.58   | 0.11%             | 2052-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398GRQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173722 | PA      | $171353.70    | 0.00%             | 2040-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31398J7H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35199 | PA      | $1441.99      | 0.00%             | 2039-08-15      | Floating      | 0.63%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                           | Columbus McKinnon Corp/NY                                                        | CUSIP: 19933MAP8<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    142190 | PA      | $140590.14    | 0.00%             | 2028-05-14      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                            | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1315000 | PA      | $1311508.68   | 0.02%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2007-QS3 Trust                                                       | CUSIP: 75116BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655761 | PA      | $510087.28    | 0.01%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2007-QH5 Trust                                                       | CUSIP: 75116EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19824804 | PA      | $7919230.12   | 0.11%             | 2037-06-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-RPL1 Trust                                                             | CUSIP: 12656EBY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31398393 | PA      | $24967138.97  | 0.35%             | 2069-10-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3085000 | PA      | $2700547.55   | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2007-QS9 Trust                                                       | CUSIP: 75116FBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2398005 | PA      | $1920252.76   | 0.03%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                               | Raytheon Technologies Corp                                                       | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $5717899.09   | 0.08%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31398KC40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113422 | PA      | $6633.07      | 0.00%             | 2049-10-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31398LHN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102931 | PA      | $5432.22      | 0.00%             | 2032-03-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                          | Realogy Group LLC / Realogy Co-Issuer Corp                                       | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1140063.60   | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REDWOOD FUNDING TRUST 2019-1                     | Redwood Funding Trust 2019-1                                                     | CUSIP: 75806BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21055796 | PA      | $20592355.40  | 0.29%             | 2024-09-27      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-JR1 Trust                                                              | CUSIP: 12657XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3522809 | PA      | $3365733.72   | 0.05%             | 2066-09-27      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-B33                                                                    | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7968667 | PA      | $6031146.18   | 0.08%             | 2043-10-10      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                        | CUSIP: C4000KAD6<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   1682930 | PA      | $1641698.50   | 0.02%             | 2026-10-30      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| SUNSHINE LUXEMBOURG VII                          | Sunshine Luxembourg VII Sarl                                                     | CUSIP: L8908YAE8<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |    448569 | PA      | $430689.04    | 0.01%             | 2026-10-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398MN85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568933 | PA      | $525647.78    | 0.01%             | 2040-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398MZ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13716 | PA      | $675.25       | 0.00%             | 2040-04-25      | Floating      | 0.54%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                         | Renesas Electronics Corp                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |  14010000 | PA      | $12025850.28  | 0.17%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                          | Temasek Financial I Ltd                                                          | CUSIP: 87973PAU8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   8800000 | PA      | $6800805.35   | 0.10%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-B33                                                                    | CUSIP: 12658WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3731000 | PA      | $2590735.51   | 0.04%             | 2043-10-10      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                         | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1100550.01   | 0.02%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                         | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943UAK2<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   1128860 | PA      | $1056330.68   | 0.01%             | 2028-04-07      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LTD                          | ION Trading Finance Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |   1643875 | PA      | $1563440.20   | 0.02%             | 2028-04-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                             | Weir Group PLC/The                                                               | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   8070000 | PA      | $7166278.39   | 0.10%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO X LTD                                                              | CUSIP: 94949WAM8<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4818057.00   | 0.07%             | 2032-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398NC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69238 | PA      | $2688.52      | 0.00%             | 2040-10-25      | Floating      | 0.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398NG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150915 | PA      | $141863.01    | 0.00%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-C31                                   | CUSIP: 94989WAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4891000 | PA      | $4381373.94   | 0.06%             | 2048-11-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-C35                                   | CUSIP: 95000FAY2<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   7687000 | PA      | $6467292.18   | 0.09%             | 2048-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                              | Hyland Software Inc                                                              | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    619663 | PA      | $589299.91    | 0.01%             | 2025-07-10      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| ORGANON & CO                                     | Organon & Co                                                                     | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   2322429 | PA      | $2305638.00   | 0.03%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2005-37T1                                                 | CUSIP: 12667G2X0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13001241 | PA      | $8038738.97   | 0.11%             | 2035-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                               | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4611236.00   | 0.06%             | 2035-01-20      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398TR78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33729 | PA      | $32968.52     | 0.00%             | 2040-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8RQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2121587 | PA      | $1932840.96   | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBX6<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |  12408000 | PA      | $10383052.86  | 0.15%             | 2061-09-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2020-C58                                   | CUSIP: 95002UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5510000 | PA      | $4037859.69   | 0.06%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                    | Cedar Fair LP                                                                    | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1646367.02   | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  10845000 | PA      | $8506797.50   | 0.12%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REDSTONE HOLDCO 2 LP                             | Redstone Holdco 2 LP                                                             | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    549741 | PA      | $383246.64    | 0.01%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                            | Hightower Holding LLC                                                            | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1390950 | PA      | $1280828.49   | 0.02%             | 2028-04-21      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2017-3 Clo Ltd                                             | CUSIP: 97316LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4452242.00   | 0.06%             | 2035-04-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL HLDGS INC                             | CWT TRAVEL HLDGS INC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15497 | NS      | $104604.75    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JQSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6769938 | PA      | $6240336.93   | 0.09%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140LFP32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36599790 | PA      | $31027960.58  | 0.44%             | 2032-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: AO0809829<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $874598.49    | 0.01%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                             | Bank Leumi Le-Israel BM                                                          | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    750000 | PA      | $667203.75    | 0.01%             | 2031-01-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                             | Cengage Learning Inc                                                             | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1451957.20   | 0.02%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    880000 | PA      | $766396.40    | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                          | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1688485 | PA      | $1607445.73   | 0.02%             | 2028-05-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                          | Brown Group Holding LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    217230 | PA      | $213640.01    | 0.00%             | 2028-06-07      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                         | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   3000000 | PA      | $2353071.36   | 0.03%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                              | Kasikornbank PCL/Hong Kong                                                       | CUSIP: ZO7946510<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |   3244000 | PA      | $3055474.94   | 0.04%             | 2025-10-14      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: BO0130373<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |   2706284 | PA      | $2185479.89   | 0.03%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                          | Equate Petrochemical BV                                                          | CUSIP: BP2041641<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | KW        |   3300000 | PA      | $2883375.00   | 0.04%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBKR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7549966 | PA      | $7093852.92   | 0.10%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11304363 | PA      | $10095348.18  | 0.14%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    535000 | PA      | $454580.14    | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5701000 | PA      | $5593068.21   | 0.08%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                              | CUSIP: BN7443524<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   9500000 | PA      | $6830101.00   | 0.10%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                 | Pregis TopCo LLC                                                                 | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   1580312 | PA      | $1540212.07   | 0.02%             | 2026-08-01      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| KESTREL BIDCO INC                                | WestJet Airlines Ltd                                                             | CUSIP: C4927UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    701687 | PA      | $643689.44    | 0.01%             | 2026-12-11      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| MED PARENTCO LP                                  | MED ParentCo LP                                                                  | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |   1096978 | PA      | $941086.05    | 0.01%             | 2026-08-31      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X5R88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33667496 | PA      | $30031272.01  | 0.42%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8CM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17862491 | PA      | $15421553.25  | 0.22%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6490000 | PA      | $4179782.61   | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                   | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    802736 | PA      | $189875.48    | 0.00%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 82925BAE5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   1151727 | PA      | $1101050.55   | 0.02%             | 2026-09-30      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                 | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    292065 | PA      | $277721.60    | 0.00%             | 2026-02-05      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    692145 | PA      | $563765.73    | 0.01%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                         | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    863206 | PA      | $825035.29    | 0.01%             | 2026-04-08      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9WX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11244444 | PA      | $9273454.74   | 0.13%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XC6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25374226 | PA      | $24258269.72  | 0.34%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                   | Chase Mortgage Finance Trust Series 2007-A2                                      | CUSIP: 16163LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1315338 | PA      | $1130973.42   | 0.02%             | 2037-07-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                           | Chesapeake Energy Corp                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1156745.85   | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                        | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |   1272184 | PA      | $1264233.23   | 0.02%             | 2025-06-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTIO                         | Caesars Resort Collection LLC                                                    | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    981240 | PA      | $980067.91    | 0.01%             | 2025-07-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31502880 | PA      | $30037355.51  | 0.42%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7404204 | PA      | $6629253.68   | 0.09%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                               | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   5000000 | PA      | $3617421.15   | 0.05%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                              | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3000000 | PA      | $2174620.71   | 0.03%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |    606050 | PA      | $582780.71    | 0.01%             | 2025-06-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                         | Mileage Plus Holdings LLC                                                        | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    976500 | PA      | $1006161.19   | 0.01%             | 2027-06-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6040500 | PA      | $5132489.16   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XEC77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  58865766 | PA      | $54103577.87  | 0.76%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                          | Global Medical Response Inc                                                      | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    708560 | PA      | $500867.01    | 0.01%             | 2025-10-02      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| DELTA TOPCO INC                                  | Delta Topco Inc                                                                  | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $218968.75    | 0.00%             | 2028-12-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                              | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $164135.38    | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Citicorp Residential Mortgage                    | Citicorp Residential Mortgage Trust Series 2006-2                                | CUSIP: 17310EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106307 | PA      | $105739.83    | 0.00%             | 2036-09-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XFFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  41427977 | PA      | $35187489.94  | 0.50%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43580147 | PA      | $40013681.64  | 0.56%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES                           | Genesys Cloud Services Holdings II LLC                                           | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |   1313959 | PA      | $1264415.74   | 0.02%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES                           | Genesys Cloud Services Holdings II LLC                                           | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    615398 | PA      | $592194.45    | 0.01%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31412PNV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58975 | PA      | $59355.97     | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315014 | PA      | $316548.68    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                    | Citigroup Mortgage Loan Trust 2007-OPX1                                          | CUSIP: 17311FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4104719 | PA      | $1762970.90   | 0.02%             | 2037-01-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2015-GC27                                    | CUSIP: 17323CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3273612 | PA      | $66970.91     | 0.00%             | 2048-02-10      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31416XLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276315 | PA      | $267714.34    | 0.00%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31416XT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27134 | PA      | $26011.29     | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                              | CNT Holdings I Corp                                                              | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2462883 | PA      | $2390092.12   | 0.03%             | 2027-11-08      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                              | LBM Acquisition LLC                                                              | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    698030 | PA      | $608270.56    | 0.01%             | 2027-12-18      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2015-GC27                                    | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1898500 | PA      | $1664548.98   | 0.02%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                             | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $870337.71    | 0.01%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31417YJJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199832 | PA      | $198479.83    | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31417YMB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136048 | PA      | $135127.19    | 0.00%             | 2030-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                      | Asurion LLC                                                                      | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1023269 | PA      | $914761.41    | 0.01%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS INC                                | Grab Holdings Inc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SG        |    611990 | PA      | $605870.40    | 0.01%             | 2026-01-29      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31417YQW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4618 | PA      | $4518.12      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418B4F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1912557 | PA      | $1731098.58   | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                          | Park River Holdings Inc                                                          | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    706895 | PA      | $621184.38    | 0.01%             | 2027-12-28      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                        | Pike Corp                                                                        | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    489041 | PA      | $483118.81    | 0.01%             | 2028-01-21      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1675424 | PA      | $1485651.90   | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  72101323 | PA      | $61320008.48  | 0.86%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC                          | PetVet Care Centers LLC                                                          | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   1205904 | PA      | $1137046.73   | 0.02%             | 2025-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS                          | Brookfield WEC Holdings Inc                                                      | CUSIP: 11284EAM5<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   1145251 | PA      | $1130877.71   | 0.02%             | 2025-08-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                                         | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1521639 | PA      | $1522589.98   | 0.02%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418PM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5806 | PA      | $5698.14      | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                             | GrafTech Finance Inc                                                             | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    615000 | PA      | $505955.96    | 0.01%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INTL                          | Gran Tierra Energy International Holdings Ltd                                    | CUSIP: 38502HAA3<br>LEI: 549300RQNK5SS6I0T293 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $262546.22    | 0.00%             | 2025-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                           | Gran Tierra Energy Inc                                                           | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |   3500000 | PA      | $2840727.96   | 0.04%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GULFPORT ESCROW                                  | GULFPORT ESCROW                                                                  | CUSIP: 402ESCAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1695000 | PA      | $3186.60      | 0.00%             | 2025-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6120000 | PA      | $5599807.04   | 0.08%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  14830000 | PA      | $14605614.09  | 0.21%             | 2026-09-12      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                   | HSI Asset Securitization Corp Trust 2007-NC1                                     | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10202847 | PA      | $7097762.55   | 0.10%             | 2037-04-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                   | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4475000 | PA      | $3702073.97   | 0.05%             | 2049-05-10      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                   | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  51976670 | PA      | $1740485.56   | 0.02%             | 2049-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 8-2016, LT                   | HPS Loan Management 8-2016 Ltd                                                   | CUSIP: 40437HAJ0<br>LEI: 54930040W4QDWLO30S73 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2231919.75   | 0.03%             | 2030-07-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                   | HPS Loan Management 13-2018 Ltd                                                  | CUSIP: 40437LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1333525.95   | 0.02%             | 2030-10-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding                    | Halcyon Loan Advisors Funding 2014-3 Ltd                                         | CUSIP: 40538FAL7<br>LEI: 549300NL4H585I318G08 | Long             | ABS-CBDO         | CORP              | US        |   1500425 | PA      | $1447295.03   | 0.02%             | 2025-10-22      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                   | Halliburton Co                                                                   | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2797000 | PA      | $2404218.19   | 0.03%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| DANA INC                                         | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    410000 | PA      | $381027.76    | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                         | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    965000 | PA      | $879564.77    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DANA INC                                         | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    285000 | PA      | $230020.65    | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                          | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1037470.66   | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                   | HarborView Mortgage Loan Trust 2005-7                                            | CUSIP: 41161PPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11354125 | PA      | $7214672.06   | 0.10%             | 2045-06-19      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Hayfin Kingsland IX Ltd                          | Hayfin US XII Ltd                                                                | CUSIP: 42086QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4831237.00   | 0.07%             | 2031-04-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                    | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-AR2                | CUSIP: 251510GP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4610945 | PA      | $3786780.84   | 0.05%             | 2035-10-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                    | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6                  | CUSIP: 251510KF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4953617 | PA      | $4208479.87   | 0.06%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hayfin Kingsland X Ltd                           | Hayfin Kingsland X Ltd                                                           | CUSIP: 42086VAL4<br>LEI: 549300USIN4WRU31TE81 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $971107.30    | 0.01%             | 2031-04-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                         | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   5405000 | PA      | $3725849.84   | 0.05%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                    | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA1                    | CUSIP: 25151VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7201681 | PA      | $4265563.34   | 0.06%             | 2047-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                    | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1             | CUSIP: 25157GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431769 | PA      | $391934.74    | 0.01%             | 2036-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                         | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1550818.48   | 0.02%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    835000 | PA      | $749354.05    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                    | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1             | CUSIP: 25157GBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785603 | PA      | $687116.82    | 0.01%             | 2036-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                    | Exeter Automobile Receivables Trust 2021-2                                       | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $7756097.00   | 0.11%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5961000 | PA      | $5482582.66   | 0.08%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2229000 | PA      | $1895714.26   | 0.03%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1431832.50   | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2014-2 CLO Ltd                                             | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $797664.50    | 0.01%             | 2031-01-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    968000 | PA      | $780683.75    | 0.01%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5045592.52   | 0.07%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | Wind River 2014-1 CLO Ltd                                                        | CUSIP: 88432CBE5<br>LEI: 549300AMLFWC1VCUN251 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $1921756.28   | 0.03%             | 2031-07-18      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | Wind River 2014-3 CLO Ltd                                                        | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3425093.20   | 0.05%             | 2031-10-22      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                            | FMC GMSR Issuer Trust                                                            | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16440000 | PA      | $13230648.96  | 0.19%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31281LCS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1059673 | PA      | $1046086.86   | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2018-1 Clo Ltd                                             | CUSIP: 88432VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3516908.00   | 0.05%             | 2030-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2018-2 Clo Ltd                                             | CUSIP: 88434HAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2144247.25   | 0.03%             | 2030-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings Clo Ltd 2015-II                                                          | CUSIP: 06759FAG1<br>LEI: 549300Y5E22C3P2S6J52 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2258626.50   | 0.03%             | 2030-10-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2019-I                                                           | CUSIP: 06759JAW8<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2706459.30   | 0.04%             | 2036-04-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER                            | Titan Acquisition Ltd / Titan Co-Borrower LLC                                    | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $902168.08    | 0.01%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  19630000 | PA      | $19439462.19  | 0.27%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276691 | PA      | $283134.65    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145484 | PA      | $148610.62    | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                             | Townsquare Media Inc                                                             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    460000 | PA      | $408825.69    | 0.01%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                   | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7795924 | PA      | $7130508.36   | 0.10%             | 2046-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3097743 | PA      | $2797748.02   | 0.04%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11072025 | PA      | $9921427.36   | 0.14%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                   | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | TW        |   1374000 | PA      | $921875.68    | 0.01%             | 2046-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2017-C2                                            | CUSIP: 90276CAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11933000 | PA      | $10404796.78  | 0.15%             | 2050-08-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2991403 | PA      | $2690005.58   | 0.04%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    722623 | PA      | $647568.70    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                               | UEP Penonome II SA                                                               | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |   4708720 | PA      | $3490338.60   | 0.05%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                             | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  17270000 | PA      | $16336814.00  | 0.23%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128S15P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880234 | PA      | $798074.26    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132GABS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143106 | PA      | $136898.14    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3900000 | PA      | $3155212.01   | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46800000 | PA      | $37513125.00  | 0.53%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48400000 | PA      | $39892187.50  | 0.56%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6711515.63   | 0.09%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8P50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3978134 | PA      | $3807911.72   | 0.05%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132QQF72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5296600 | PA      | $4945429.62   | 0.07%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6650000 | PA      | $6432316.37   | 0.09%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6750000 | PA      | $6589160.19   | 0.09%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335BZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6679099 | PA      | $6381960.56   | 0.09%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BHLS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12387507 | PA      | $11938182.53  | 0.17%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7265625.00   | 0.10%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $3974250.00   | 0.06%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136A24U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1228176 | PA      | $1170925.97   | 0.02%             | 2042-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136AYUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911301 | PA      | $855726.90    | 0.01%             | 2046-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53400000 | PA      | $54505546.61  | 0.77%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855878 | PA      | $722400.01    | 0.01%             | 2049-03-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137A4FY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    605895 | PA      | $584561.11    | 0.01%             | 2030-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137A6XX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471417 | PA      | $477864.33    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                          | AI Candelaria Spain SA                                                           | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    900000 | PA      | $685872.00    | 0.01%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORESIGHT EQUITY                                 | FORESIGHT EQUITY                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     70094 | NS      | $838319.51    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137A7PG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538891 | PA      | $531148.41    | 0.01%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137A7SN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1313618 | PA      | $1266546.59   | 0.02%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                             | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   1050278 | PA      | $726267.06    | 0.01%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA UK INVESTMENTS                           | Vedanta Resources Ltd                                                            | CUSIP: AO6252495<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | IN        |   3100000 | PA      | $1960846.66   | 0.03%             | 2024-08-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137A7VG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251282 | PA      | $153165.53    | 0.00%             | 2041-02-15      | Floating      | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137BMQX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14108411 | PA      | $13017204.74  | 0.18%             | 2045-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                          | EIG Pearl Holdings Sarl                                                          | CUSIP: BT5155085<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | SA        |    500000 | PA      | $385687.50    | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                 | Guara Norte Sarl                                                                 | CUSIP: BN9870989<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |    455285 | PA      | $385887.95    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H2UL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9448013 | PA      | $5511509.80   | 0.08%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H5R25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13849316 | PA      | $9025570.46   | 0.13%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                                 | Air Methods Corp                                                                 | CUSIP: 00912YAL6<br>LEI: 54930081QGNZXVDOZF63 | Long             | LON              | CORP              | US        |    685571 | PA      | $388290.47    | 0.01%             | 2024-04-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                 | Finastra USA Inc                                                                 | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    225529 | PA      | $200061.86    | 0.00%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31385XLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53595 | PA      | $54781.15     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138A9DP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445933 | PA      | $432065.36    | 0.01%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                         | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAB5<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    497662 | PA      | $449983.37    | 0.01%             | 2026-07-20      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                            | Polar US Borrower LLC                                                            | CUSIP: 80643UAB4<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |    422571 | PA      | $343550.14    | 0.00%             | 2025-10-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ERP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1226385 | PA      | $1174519.97   | 0.02%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WEET2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6558716 | PA      | $5909273.38   | 0.08%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                            | Polar US Borrower LLC                                                            | CUSIP: 80643UAB4<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |    485680 | PA      | $394857.70    | 0.01%             | 2025-10-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| TRAVEL LEADERS GROUP LLC                         | Travel Leaders Group LLC                                                         | CUSIP: 89416FAQ0<br>LEI: 549300ELYRGQJOXAK024 | Long             | LON              | CORP              | US        |    666677 | PA      | $612925.85    | 0.01%             | 2024-01-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| MESSER INDUSTRIES USA                            | Messer Industries USA Inc                                                        | CUSIP: N/A<br>LEI: 529900HNC1EZT3TC1260       | Long             | LON              | CORP              | US        |    529026 | PA      | $525307.19    | 0.01%             | 2026-03-01      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                    | NEP Group Inc                                                                    | CUSIP: 62908HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    806620 | PA      | $699407.69    | 0.01%             | 2025-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                         | United Natural Foods Inc                                                         | CUSIP: 91116KAB1<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    411110 | PA      | $410675.84    | 0.01%             | 2025-10-22      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS                          | Outcomes Group Holdings Inc                                                      | CUSIP: 21652EAB2<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |    385000 | PA      | $374173.80    | 0.01%             | 2025-10-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                              | Hyland Software Inc                                                              | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2030947 | PA      | $2007845.09   | 0.03%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                             | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   1227585 | PA      | $1160221.34   | 0.02%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WHQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8304806 | PA      | $7364185.67   | 0.10%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31395NYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71919 | PA      | $5775.99      | 0.00%             | 2036-07-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31395WNC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88914 | PA      | $6248.96      | 0.00%             | 2035-07-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                      | Freddie Mac Reference REMIC                                                      | CUSIP: 31396C3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178275 | PA      | $181473.74    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31396CBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42516 | PA      | $3553.51      | 0.00%             | 2035-10-15      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31396HX53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10709 | PA      | $10174.13     | 0.00%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31396HZ77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138532 | PA      | $140538.22    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31396Q7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123584 | PA      | $119100.74    | 0.00%             | 2039-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31396QCR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25196 | PA      | $1797.55      | 0.00%             | 2039-07-25      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31396QTY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57380 | PA      | $2080.73      | 0.00%             | 2039-08-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31396YF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41670 | PA      | $40740.16     | 0.00%             | 2038-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31397RVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17586 | PA      | $916.88       | 0.00%             | 2038-03-15      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31397RVZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17586 | PA      | $884.35       | 0.00%             | 2038-03-15      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31397SSR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371116 | PA      | $357409.43    | 0.01%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31397UVX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507057 | PA      | $490901.79    | 0.01%             | 2041-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31398CKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63919 | PA      | $60128.36     | 0.00%             | 2038-06-15      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC                         | Edgewater Generation LLC                                                         | CUSIP: 28031FAD2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    910792 | PA      | $867073.57    | 0.01%             | 2025-12-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ABE INVESTMENT HOLDINGS                          | Abe Investment Holdings Inc                                                      | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    943594 | PA      | $943004.35    | 0.01%             | 2026-02-19      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398FER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465251 | PA      | $454799.14    | 0.01%             | 2039-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398GYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124945 | PA      | $118260.77    | 0.00%             | 2040-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    660000 | PA      | $680621.70    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1113307.63   | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398MX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21187 | PA      | $713.87       | 0.00%             | 2040-04-25      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418B5K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4073976 | PA      | $3612518.60   | 0.05%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2018-I                                                           | CUSIP: 06760GAD3<br>LEI: 549300MY0JQGDVPG6R89 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1716145.40   | 0.02%             | 2031-04-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2018-III                                                         | CUSIP: 06760PAJ0<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | US        |   5100000 | PA      | $4737733.74   | 0.07%             | 2029-07-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418BL95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2487744 | PA      | $2251791.02   | 0.03%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418BQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1116190 | PA      | $989897.51    | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10848016 | PA      | $9751183.26   | 0.14%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                               | HERO Funding Trust 2016-1                                                        | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1502678 | PA      | $1429843.21   | 0.02%             | 2041-09-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                   | Option One Mortgage Loan Trust 2004-3                                            | CUSIP: 68389FFV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32632 | PA      | $31363.79     | 0.00%             | 2034-11-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1813354.04   | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                           | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $743825.44    | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1230671.56   | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1587449.97   | 0.02%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX                   | Octagon Investment Partners XXII Ltd                                             | CUSIP: 67574QAL1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2058704.75   | 0.03%             | 2030-01-22      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                      | Tamko Building Products LLC                                                      | CUSIP: 87510EAB5<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |    436591 | PA      | $424039.42    | 0.01%             | 2026-05-31      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                      | Tamko Building Products LLC                                                      | CUSIP: 87510EAB5<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |    467047 | PA      | $453619.07    | 0.01%             | 2026-05-31      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2018-IV                                                          | CUSIP: 06760XAJ3<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1877493.80   | 0.03%             | 2030-10-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2019-II                                                          | CUSIP: 06761HAS7<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2061437.85   | 0.03%             | 2036-04-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                      | Tamko Building Products LLC                                                      | CUSIP: 87510EAB5<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |    949811 | PA      | $922504.17    | 0.01%             | 2026-05-31      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                             | PCI Gaming Authority                                                             | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    461152 | PA      | $459231.23    | 0.01%             | 2026-05-31      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Lt                   | Octagon Investment Partners 18-R Ltd                                             | CUSIP: 67576FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1293288.00   | 0.02%             | 2031-04-16      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49                   | Octagon Investment Partners 49 Ltd                                               | CUSIP: 67578FAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $924368.50    | 0.01%             | 2033-01-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WASH HOLDINGS IN                      | Mister Car Wash Holdings Inc                                                     | CUSIP: 60646CAF4<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |   1599664 | PA      | $1580236.30   | 0.02%             | 2026-05-14      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                       | Alliant Holdings Intermediate LLC                                                | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1723593 | PA      | $1703581.83   | 0.02%             | 2025-05-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| NASCAR HOLDINGS LLC                              | Nascar Holdings LLC                                                              | CUSIP: 63108EAB4<br>LEI: 254900HRWKQR5V0WN013 | Long             | LON              | CORP              | US        |    468336 | PA      | $467860.66    | 0.01%             | 2026-10-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| TELESAT LLC                                      | Telesat LLC                                                                      | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    588821 | PA      | $277796.85    | 0.00%             | 2026-12-06      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS                       | Marriott Ownership Resorts Inc                                                   | CUSIP: 57163KAH1<br>LEI: BW4532OH033VURR0IT68 | Long             | LON              | CORP              | US        |    875821 | PA      | $868814.63    | 0.01%             | 2025-08-31      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                    | EW Scripps Co/The                                                                | CUSIP: 26928BAL3<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |   1008576 | PA      | $993825.50    | 0.01%             | 2026-05-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| SURF HOLDINGS LLC                                | Surf Holdings LLC                                                                | CUSIP: 86875TAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    935422 | PA      | $909366.05    | 0.01%             | 2027-03-05      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                           | Castle US Holding Corp                                                           | CUSIP: 14852DAC5<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |   1698700 | PA      | $1058502.47   | 0.01%             | 2027-01-29      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5638497.12   | 0.08%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                                      | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $3889834.58   | 0.05%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    604601 | PA      | $592759.52    | 0.01%             | 2027-01-31      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                         | Kronos Acquisition Holdings Inc                                                  | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493718 | PA      | $470994.26    | 0.01%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                         | TricorBraun Holdings Inc                                                         | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |   1962267 | PA      | $1876927.83   | 0.03%             | 2028-03-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TERRIER MEDIA BUYER INC                          | CMG Media Corp                                                                   | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    785217 | PA      | $737405.51    | 0.01%             | 2026-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                      | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    295000 | PA      | $231819.85    | 0.00%             | 2028-02-03      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| PATHWAY VET ALLIANCE LLC                         | Pathway Vet Alliance LLC                                                         | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |   1161958 | PA      | $974104.62    | 0.01%             | 2027-03-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                         | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAQ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   2300000 | PA      | $1791125.00   | 0.03%             | 2050-06-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |   3600000 | PA      | $3148169.18   | 0.04%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                     | PetSmart LLC                                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2431943 | PA      | $2387098.15   | 0.03%             | 2028-02-12      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                             | Constant Contact Inc                                                             | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    689268 | PA      | $610863.94    | 0.01%             | 2028-02-10      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                         | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1030468.91   | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                         | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $820560.10    | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                            | Acuris Finance US Inc                                                            | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    677083 | PA      | $666927.08    | 0.01%             | 2028-02-16      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                   | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    427403 | PA      | $401492.06    | 0.01%             | 2026-03-12      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                   | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    221094 | PA      | $207689.72    | 0.00%             | 2026-03-12      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS                         | Helios Software Holdings Inc                                                     | CUSIP: 42328DAF5<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |   1623369 | PA      | $1596656.47   | 0.02%             | 2028-03-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                         | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   4500000 | PA      | $3695925.51   | 0.05%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                         | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   3100000 | PA      | $2246371.54   | 0.03%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                               | Tecta America Corp                                                               | CUSIP: N/A<br>LEI: 54930083ULRH07WCC129       | Long             | LON              | CORP              | US        |    819625 | PA      | $788889.06    | 0.01%             | 2028-04-09      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                    | CoreLogic Inc                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    801160 | PA      | $671223.51    | 0.01%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                         | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1800000 | PA      | $1217769.62   | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                        | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1051044.00   | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                             | Michaels Cos Inc/The                                                             | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    542161 | PA      | $470023.72    | 0.01%             | 2028-04-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| GOGO INTERMEDIATE HOLDIN                         | Gogo Intermediate Holdings LLC                                                   | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    984244 | PA      | $977069.36    | 0.01%             | 2028-04-30      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    430000 | PA      | $390010.00    | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    303000 | PA      | $262041.98    | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                              | Allspring Buyer LLC                                                              | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1037127 | PA      | $1024940.78   | 0.01%             | 2028-11-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   2051093 | PA      | $2031012.68   | 0.03%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR8 Trust                                             | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $4212499.53   | 0.06%             | 2038-10-17      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                    | ModivCare Inc                                                                    | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    810000 | PA      | $761899.33    | 0.01%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                   | Wheel Pros Inc                                                                   | CUSIP: 96289EAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    426241 | PA      | $291391.27    | 0.00%             | 2028-05-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| RENTPATH STUB T/L (CURRENT FACE)                 | RENTPATH STUB T/L (CURRENT FACE)                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110237 | PA      | $1653.56      | 0.00%             | 2022-12-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                            | Quikrete Holdings Inc                                                            | CUSIP: 74839XAG4<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    542275 | PA      | $538758.35    | 0.01%             | 2029-03-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                               | Central Parent Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    885000 | PA      | $878512.95    | 0.01%             | 2029-07-06      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379180 | PA      | $306655.99    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7870 | PA      | $6493.41      | 0.00%             | 2021-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Pass Through Ce                   | RBSGC Mortgage Loan Trust 2005-A                                                 | CUSIP: 74927UAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6324463 | PA      | $2777110.90   | 0.04%             | 2035-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Race Point CLO Ltd                               | Race Point VIII CLO Ltd                                                          | CUSIP: 74982LBE9<br>LEI: 5493008ABAJEYBWITR69 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4503096.50   | 0.06%             | 2030-02-20      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    274312 | PA      | $271706.53    | 0.00%             | 2029-06-24      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                         | Envision Healthcare Corp                                                         | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    464686 | PA      | $162640.00    | 0.00%             | 2027-03-31      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                         | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $699466.00    | 0.01%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                           | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    745000 | PA      | $419385.76    | 0.01%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                         | Envision Healthcare Corp                                                         | CUSIP: 29373UAG6<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |   1137820 | PA      | $303416.89    | 0.00%             | 2027-03-31      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNA                         | Phoenix Services International LLC                                               | CUSIP: 71913LAB6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |    103909 | PA      | $100272.64    | 0.00%             | 2023-03-29      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2006-QS10 Trust                                                      | CUSIP: 751155AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173506 | PA      | $143088.97    | 0.00%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2006-QS10 Trust                                                      | CUSIP: 751155AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1893294 | PA      | $1608273.77   | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                | Rent-A-Center Inc/TX                                                             | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    765000 | PA      | $619839.96    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2005-QS14 Trust                                                      | CUSIP: 761118JL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137819 | PA      | $119149.67    | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $890931.50    | 0.01%             | 2034-10-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                          | Temasek Financial I Ltd                                                          | CUSIP: 87973RAU4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1600000 | PA      | $1236510.06   | 0.02%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                         | Mavis Tire Express Services Topco Corp                                           | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   1962217 | PA      | $1877066.23   | 0.03%             | 2028-05-04      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| ATLAS PURCHASER INC                              | Atlas Purchaser Inc                                                              | CUSIP: 04939JAC0<br>LEI: 254900Q8WE2HAUZ0LI71 | Long             | LON              | CORP              | US        |    583896 | PA      | $413471.25    | 0.01%             | 2028-05-08      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    950000 | PA      | $914413.00    | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79500000 | PA      | $69736406.25  | 0.98%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5600000 | PA      | $5484500.00   | 0.08%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56200000 | PA      | $48858875.00  | 0.69%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40800000 | PA      | $39445141.34  | 0.56%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 134400000 | PA      | $123900000.00 | 1.74%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASP LS ACQUISITION CORP                          | ASP LS Acquisition Corp                                                          | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    772200 | PA      | $559520.68    | 0.01%             | 2028-05-07      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| ASP LS ACQUISITION CORP                          | ASP LS Acquisition Corp                                                          | CUSIP: 51809EAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240000 | PA      | $146400.00    | 0.00%             | 2029-05-07      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $4977375.00   | 0.07%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 155250000 | PA      | $142990708.59 | 2.01%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $7088414.03   | 0.10%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 158100000 | PA      | $154820659.76 | 2.18%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GREYSTONE SELECT FINANCI                         | Greystone Select Financial LLC                                                   | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    382800 | PA      | $369402.00    | 0.01%             | 2028-06-17      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                             | SRS Distribution Inc                                                             | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |   2073360 | PA      | $1987284.33   | 0.03%             | 2028-06-04      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3613781.23   | 0.05%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 130400000 | PA      | $130889000.00 | 1.84%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 205300000 | PA      | $206567086.96 | 2.91%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                   | WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust                   | CUSIP: 93363RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4668278 | PA      | $3903086.81   | 0.05%             | 2046-10-25      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                   | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                    | CUSIP: 93364FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4829652 | PA      | $4040992.89   | 0.06%             | 2037-07-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                            | WASH Multifamily Acquisition Inc                                                 | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1566467.30   | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust   | CUSIP: 9393362K8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77364 | PA      | $63190.94     | 0.00%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust   | CUSIP: 93934FKN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    398218 | PA      | $347980.99    | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust   | CUSIP: 93934FMF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1211953 | PA      | $1127968.40   | 0.02%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7361505 | PA      | $2715245.42   | 0.04%             | 2036-10-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3271519 | PA      | $1207625.55   | 0.02%             | 2036-10-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust   | CUSIP: 93936HAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7368847 | PA      | $5926317.72   | 0.08%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust   | CUSIP: 93936HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5168061 | PA      | $4156358.69   | 0.06%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-3 Trust   | CUSIP: 93936JAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730371 | PA      | $619409.79    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust   | CUSIP: 93936PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6527863 | PA      | $3834556.56   | 0.05%             | 2037-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                   | Wells Fargo Mortgage Backed Securities 2005-AR14 Trust                           | CUSIP: 94982DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9488 | PA      | $8938.57      | 0.00%             | 2035-08-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                   | Wells Fargo Mortgage Backed Securities 2006-7 Trust                              | CUSIP: 94982XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417706 | PA      | $346929.66    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2705000 | PA      | $2111476.20   | 0.03%             | 2053-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC                         | C&W Senior Financing DAC                                                         | CUSIP: AO7226811<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | PA        |   2800000 | PA      | $2610104.00   | 0.04%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INTL                          | Gran Tierra Energy International Holdings Ltd                                    | CUSIP: AR0612192<br>LEI: 549300RQNK5SS6I0T293 | Long             | DBT              | CORP              | CO        |   2900000 | PA      | $2537946.83   | 0.04%             | 2025-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                         | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |   1892418 | PA      | $1841386.23   | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE                            | Rutas 2 and 7 Finance Ltd                                                        | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |    280000 | PA      | $176968.30    | 0.00%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                     | Intelsat Jackson Holdings SA                                                     | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | US        |      1552 | NS      | $11640.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Intelsat Jackson Holdings SA                     | Intelsat Jackson Holdings SA                                                     | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | US        |      1552 | NS      | $10476.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTELSAT EMERGENCE SA                            | INTELSAT EMERGENCE SA                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     14821 | NS      | $355704.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MC BRAZIL DWNSTRM                                | MC Brazil Downstream Trading SARL                                                | CUSIP: BQ5328001<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | BR        |   3750000 | PA      | $3099592.13   | 0.04%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                           | Millicom International Cellular SA                                               | CUSIP: AP0969109<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |    180000 | PA      | $167696.04    | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                 | Movida Europe SA                                                                 | CUSIP: BN7992835<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |    850000 | PA      | $638429.33    | 0.01%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                 | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $151766.00    | 0.00%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CYXTERA DC HOLDINGS INC                          | Cyxtera DC Holdings Inc                                                          | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1298190 | PA      | $1112795.59   | 0.02%             | 2024-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                 | Finastra USA Inc                                                                 | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   1097419 | PA      | $973498.16    | 0.01%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                 | Finastra USA Inc                                                                 | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    205231 | PA      | $182056.30    | 0.00%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                          | Stars Group Holdings BV                                                          | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | LON              | CORP              | NL        |    441904 | PA      | $436501.99    | 0.01%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                          | Stars Group Holdings BV                                                          | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | LON              | CORP              | NL        |    460834 | PA      | $455199.92    | 0.01%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                           | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    875778 | PA      | $739213.86    | 0.01%             | 2025-07-09      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                           | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   1021436 | PA      | $862158.06    | 0.01%             | 2025-07-09      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $401130.70    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 40 Senior Loan Fund                                                       | CUSIP: 26244GAL9<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2795014.50   | 0.04%             | 2031-08-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| MINOTAUR ACQUISITION INC                         | Minotaur Acquisition Inc                                                         | CUSIP: 60441EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2230860 | PA      | $2138837.31   | 0.03%             | 2026-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                          | Prairie ECI Acquiror LP                                                          | CUSIP: 73955HAB0<br>LEI: 549300EXIECHUG4F3335 | Long             | LON              | CORP              | US        |    661586 | PA      | $644860.81    | 0.01%             | 2026-03-11      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| ECO SERVICES OPERATIONS                          | Eco Services Operations Corp                                                     | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    313011 | PA      | $308902.84    | 0.00%             | 2028-06-09      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| ECO SERVICES OPERATIONS                          | Eco Services Operations Corp                                                     | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120389 | PA      | $118808.79    | 0.00%             | 2028-06-09      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS                       | AMC Entertainment Holdings Inc                                                   | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    266617 | PA      | $145777.93    | 0.00%             | 2026-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                     | Six Flags Theme Parks Inc                                                        | CUSIP: 83002CAJ6<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | LON              | CORP              | US        |    937044 | PA      | $913542.69    | 0.01%             | 2026-04-17      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 42 Senior Loan Fund                                                       | CUSIP: 26244YAS5<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | US        |   2006000 | PA      | $1740548.43   | 0.02%             | 2030-07-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BNPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22936532 | PA      | $14938563.49  | 0.21%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                      | Staples Inc                                                                      | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |   1026959 | PA      | $952360.61    | 0.01%             | 2026-04-12      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| UKG INC                                          | UKG Inc                                                                          | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     93113 | PA      | $89953.32     | 0.00%             | 2026-05-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                        | CUSIP: 3136FKSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106464 | PA      | $6635.61      | 0.00%             | 2039-11-25      | Floating      | 1.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137A4ET0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1246307 | PA      | $1198278.26   | 0.02%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                         | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    702329 | PA      | $676978.52    | 0.01%             | 2026-06-21      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                  | Dcert Buyer Inc                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1225211 | PA      | $1186268.13   | 0.02%             | 2026-10-16      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31397ARK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154639 | PA      | $154350.12    | 0.00%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31397FEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42282 | PA      | $2713.62      | 0.00%             | 2037-02-15      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31397LY29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15037 | PA      | $803.37       | 0.00%             | 2038-07-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31397NCG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28245 | PA      | $27983.18     | 0.00%             | 2029-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 13134MBS1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    213400 | PA      | $211039.80    | 0.00%             | 2026-08-12      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                         | NCR Corp                                                                         | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |    518806 | PA      | $505187.42    | 0.01%             | 2026-08-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 31397RKF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71201 | PA      | $4724.39      | 0.00%             | 2038-02-15      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| GILBERT PARK CLO LTD                             | Gilbert Park CLO Ltd                                                             | CUSIP: 375415AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1872949.80   | 0.03%             | 2030-10-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                          | CUSIP: 44891ABF3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  12910000 | PA      | $12151483.67  | 0.17%             | 2025-02-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1193140.00   | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                            | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1069535.55   | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $4360381.13   | 0.06%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $4159042.49   | 0.06%             | 2026-02-24      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1264470.60   | 0.02%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1359008 | PA      | $1240944.10   | 0.02%             | 2026-08-21      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                      | Charter Communications Operating LLC                                             | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1046905 | PA      | $1023873.45   | 0.01%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $829413.60    | 0.01%             | 2052-03-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                            | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $112201.56    | 0.00%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ERESEARCHTECHNOLOGY INC                          | eResearchTechnology Inc                                                          | CUSIP: 29481PAH4<br>LEI: 2549003SUFVGC903CK03 | Long             | LON              | CORP              | US        |    118186 | PA      | $104631.58    | 0.00%             | 2027-02-04      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| UNIVAR USA INC                                   | Univar Solutions USA Inc/Washington                                              | CUSIP: 91335PAH2<br>LEI: 5493008FTB9VZW6CVA82 | Long             | LON              | CORP              | US        |    325788 | PA      | $325041.45    | 0.00%             | 2026-07-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                 | Leeward Renewable Energy Operations LLC                                          | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1112368.23   | 0.02%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                         | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc           | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $904618.75    | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    304385 | PA      | $298423.75    | 0.00%             | 2027-01-31      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    201319 | PA      | $197375.85    | 0.00%             | 2027-01-31      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2019-RPL3                                            | CUSIP: 52474FBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24157746 | PA      | $20336463.78  | 0.29%             | 2058-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS3                                             | CUSIP: 52474XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $5778474.10   | 0.08%             | 2061-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    101354 | PA      | $99368.54     | 0.00%             | 2027-01-31      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                            | Lehman Mortgage Trust 2006-3                                                     | CUSIP: 52520CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371764 | PA      | $193040.03    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                            | Lehman Mortgage Trust 2007-2                                                     | CUSIP: 52521DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92541 | PA      | $64021.53     | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                            | Lehman Mortgage Trust 2006-9                                                     | CUSIP: 52521HAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26118 | PA      | $25416.20     | 0.00%             | 2037-01-25      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                  | Lehman XS Trust Series 2005-9N                                                   | CUSIP: 525221GM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3599235 | PA      | $3132580.30   | 0.04%             | 2036-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                  | Lehman XS Trust 2007-1                                                           | CUSIP: 525241AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3789278 | PA      | $3614677.23   | 0.05%             | 2037-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  11890000 | PA      | $10711991.71  | 0.15%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                   | Long Beach Mortgage Loan Trust 2006-2                                            | CUSIP: 542514TT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35330623 | PA      | $13026711.60  | 0.18%             | 2046-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                   | Long Beach Mortgage Loan Trust 2006-3                                            | CUSIP: 542514UK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13581800 | PA      | $4593575.29   | 0.06%             | 2046-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                   | Proofpoint Inc                                                                   | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1449050 | PA      | $1396920.43   | 0.02%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                             | Heartland Dental LLC                                                             | CUSIP: 42236WAQ0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   1674594 | PA      | $1560303.33   | 0.02%             | 2025-04-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                   | Long Beach Mortgage Loan Trust 2006-6                                            | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15793976 | PA      | $6481640.69   | 0.09%             | 2036-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3707716.34   | 0.05%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3635218.43   | 0.05%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $836556.80    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1242687.50   | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   8560000 | PA      | $5971124.13   | 0.08%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                         | SEG Holding LLC / SEG Finance Corp                                               | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1178775.00   | 0.02%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                    | SCC Power PLC                                                                    | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | AR        |   5123905 | PA      | $1824110.08   | 0.03%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                    | SCC Power PLC                                                                    | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | AR        |   2775448 | PA      | $110548.66    | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                   | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |  44606535 | PA      | $1993314.41   | 0.03%             | 2048-10-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                   | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   4539000 | PA      | $3903568.14   | 0.05%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                             | SRS Distribution Inc                                                             | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $915096.60    | 0.01%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                   | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472Q107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $1821039.15   | 0.03%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SoFi Alternative Trust Consume                   | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8656033 | PA      | $8179388.43   | 0.12%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                  | Madison IAQ LLC                                                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1545438 | PA      | $1441707.74   | 0.02%             | 2028-06-21      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                           | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1858350 | PA      | $1754979.25   | 0.02%             | 2028-07-30      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                         | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1298610.00   | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                   | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2564043 | PA      | $1720474.09   | 0.02%             | 2037-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                           | Sequoia Mortgage Trust 2007-3                                                    | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3637108 | PA      | $2923604.36   | 0.04%             | 2037-07-20      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LT                   | Shenton Aircraft Investment I Ltd                                                | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | CN        |   1183719 | PA      | $898030.82    | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                          | Shinhan Financial Group Co Ltd                                                   | CUSIP: 824596AA8<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |   3850000 | PA      | $3310037.50   | 0.05%             | 2026-05-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                              | Sirius XM Radio Inc                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1006538.50   | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                              | Sirius XM Radio Inc                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    690000 | PA      | $570950.85    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                             | Smithfield Foods Inc                                                             | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |  14298000 | PA      | $13187092.87  | 0.19%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                   | Sofi Professional Loan Program 2017-B LLC                                        | CUSIP: 83403YAC8<br>LEI: 549300THMTEP636GV478 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4765440.50   | 0.07%             | 2040-05-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                   | Sofi Professional Loan Program 2017-C LLC                                        | CUSIP: 83405DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1722351.40   | 0.02%             | 2040-07-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                   | Sofi Alternative Trust 2021-1                                                    | CUSIP: 83406GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7069043 | PA      | $6951081.91   | 0.10%             | 2030-05-25      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                             | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1315292.89   | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2018-3 CLO Ltd                                             | CUSIP: 88432UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2606010.30   | 0.04%             | 2031-01-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57400000 | PA      | $43182289.21  | 0.61%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2492651.33   | 0.04%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $838135.00    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                   | VOLT XCII LLC                                                                    | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405768 | PA      | $1220490.03   | 0.02%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | IN        |   5600000 | PA      | $3636221.40   | 0.05%             | 2026-04-23      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines Inc                                                            | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   1111400 | PA      | $1057813.85   | 0.01%             | 2027-01-29      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                          | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |    429713 | PA      | $411450.01    | 0.01%             | 2025-03-24      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS                         | First Advantage Holdings LLC                                                     | CUSIP: 78477MAF8<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   1127777 | PA      | $1109450.36   | 0.02%             | 2027-01-31      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS                       | Lummus Technology Holdings V LLC                                                 | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   1402378 | PA      | $1346282.57   | 0.02%             | 2027-06-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| VERSCEND HOLDING CORP                            | Verscend Holding Corp                                                            | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2401649 | PA      | $2391141.57   | 0.03%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2021-II                                                          | CUSIP: 06762JAG8<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $929416.40    | 0.01%             | 2034-07-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2020-I                                                           | CUSIP: 06762LAQ1<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4651005.50   | 0.07%             | 2036-10-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| MIC GLEN LLC                                     | MIC Glen LLC                                                                     | CUSIP: 55304PAB7<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |   1070081 | PA      | $1020589.99   | 0.01%             | 2028-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                             | TGP Holdings III LLC                                                             | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    369043 | PA      | $296976.17    | 0.00%             | 2028-06-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                             | TGP Holdings III LLC                                                             | CUSIP: 87251RAL7<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     48661 | PA      | $39158.25     | 0.00%             | 2028-06-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                             | Cengage Learning Inc                                                             | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   2120069 | PA      | $1911709.06   | 0.03%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                          | PRA Health Sciences Inc                                                          | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |    165542 | PA      | $165252.80    | 0.00%             | 2028-07-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CHARTER NEX US INC                               | Charter Next Generation Inc                                                      | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   1237950 | PA      | $1204779.13   | 0.02%             | 2027-12-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $822906.26    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    585000 | PA      | $404164.80    | 0.01%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JO-ANN STORES INC                                | Jo-Ann Stores LLC                                                                | CUSIP: 47759DAE5<br>LEI: 549300GM65RR2EMGLI48 | Long             | LON              | CORP              | US        |   1584938 | PA      | $1087005.61   | 0.02%             | 2028-06-30      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                          | Mirion Technologies US Inc                                                       | CUSIP: 60470HAB3<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |   1349800 | PA      | $1328108.71   | 0.02%             | 2028-10-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                               | Everi Holdings Inc                                                               | CUSIP: 30034UAC4<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |    480150 | PA      | $476949.80    | 0.01%             | 2028-08-03      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                           | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    574179 | PA      | $444701.85    | 0.01%             | 2028-07-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                           | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAK4<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |     40362 | PA      | $31260.74     | 0.00%             | 2028-07-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                    | APX Group Inc                                                                    | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |       100 | PA      | $99.36        | 0.00%             | 2028-07-09      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                    | APX Group Inc                                                                    | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |   1069100 | PA      | $1059579.41   | 0.01%             | 2028-07-09      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                              | KKR Apple Bidco LLC                                                              | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    942875 | PA      | $931456.78    | 0.01%             | 2028-09-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                            | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1441065 | PA      | $1406090.53   | 0.02%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                      | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2130000 | PA      | $1668247.95   | 0.02%             | 2029-01-15      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                  | Whatabrands LLC                                                                  | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   1265438 | PA      | $1225892.58   | 0.02%             | 2028-08-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE EXPRESS INC                            | Worldwide Express Inc                                                            | CUSIP: 00435UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1694209 | PA      | $1555969.98   | 0.02%             | 2028-07-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                      | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    725000 | PA      | $616438.50    | 0.01%             | 2029-04-21      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| VIAD CORP                                        | Viad Corp                                                                        | CUSIP: 92553BAL7<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | LON              | CORP              | US        |    727650 | PA      | $690132.37    | 0.01%             | 2028-07-30      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                       | Air Canada                                                                       | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |    847875 | PA      | $840587.51    | 0.01%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                         | Alterra Mountain Co                                                              | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    985928 | PA      | $976379.30    | 0.01%             | 2028-08-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                     | VT Topco Inc                                                                     | CUSIP: 39355YAJ3<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    346041 | PA      | $336380.94    | 0.00%             | 2025-08-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                     | VT Topco Inc                                                                     | CUSIP: 39355YAK0<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |     23111 | PA      | $22465.49     | 0.00%             | 2025-08-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                         | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    268776 | PA      | $258745.05    | 0.00%             | 2028-09-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC                          | Sweetwater Borrower LLC                                                          | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    517437 | PA      | $481216.78    | 0.01%             | 2028-08-05      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                         | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAF6<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     23964 | PA      | $23070.06     | 0.00%             | 2028-09-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                         | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAF6<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     14325 | PA      | $13790.86     | 0.00%             | 2028-09-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |   1715009 | PA      | $1610393.58   | 0.02%             | 2028-10-18      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                              | Walker & Dunlop Inc                                                              | CUSIP: 93148QAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    625275 | PA      | $614332.69    | 0.01%             | 2028-12-16      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                  | Informatica LLC                                                                  | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   1855675 | PA      | $1825056.36   | 0.03%             | 2028-10-29      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| ECHO GLOBAL LOGISTICS                            | Echo Global Logistics Inc                                                        | CUSIP: N/A<br>LEI: 549300WRZ9Y84GWVYR04       | Long             | LON              | CORP              | US        |   1139275 | PA      | $1073766.69   | 0.02%             | 2028-11-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                            | Astra Acquisition Corp                                                           | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    870992 | PA      | $773004.99    | 0.01%             | 2028-10-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                            | Astra Acquisition Corp                                                           | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    894785 | PA      | $805306.37    | 0.01%             | 2029-10-25      | Floating      | 13.26%                | No            |                  2 | On Loan: No      |
| SOPHIA LP                                        | Sophia LP                                                                        | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   2426960 | PA      | $2348096.17   | 0.03%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                              | Ivanti Software Inc                                                              | CUSIP: 46583DAG4<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    377535 | PA      | $300652.20    | 0.00%             | 2027-12-01      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                       | Alliant Holdings Intermediate LLC                                                | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    866250 | PA      | $847842.19    | 0.01%             | 2027-11-06      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                         | Freeport LNG Investments LLLP                                                    | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   1181038 | PA      | $1125759.36   | 0.02%             | 2028-12-21      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    467000 | PA      | $366522.44    | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     93000 | PA      | $55674.13     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                         | Great Outdoors Group LLC                                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   1616283 | PA      | $1556682.20   | 0.02%             | 2028-03-05      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                          | OneDigital Borrower LLC                                                          | CUSIP: 68277FAE9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   1868987 | PA      | $1770864.72   | 0.02%             | 2027-11-16      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                           | Aveanna Healthcare LLC                                                           | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    635000 | PA      | $381000.00    | 0.01%             | 2029-12-10      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                      | McAfee Corp                                                                      | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1591012 | PA      | $1485321.54   | 0.02%             | 2029-03-01      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                               | Hunter Douglas Inc                                                               | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |   1348515 | PA      | $1193314.17   | 0.02%             | 2029-02-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                               | Hunter Douglas Inc                                                               | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    496860 | PA      | $439676.62    | 0.01%             | 2029-02-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                        | CUSIP: C4000KAE4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    902738 | PA      | $871141.69    | 0.01%             | 2029-02-01      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                          | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | VN        |    800000 | PA      | $667062.54    | 0.01%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                   | BBCMS Mortgage Trust 2022-C14                                                    | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5364000 | PA      | $4536359.47   | 0.06%             | 2055-02-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                   | Bear Stearns Asset Backed Securities Trust 2007-SD1                              | CUSIP: 07389QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249377 | PA      | $135295.55    | 0.00%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                         | Corp Financiera de Desarrollo SA                                                 | CUSIP: EK3774362<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $383718.00    | 0.01%             | 2029-07-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                          | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    861120 | PA      | $774792.72    | 0.01%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE                         | Interoceanica IV Finance Ltd                                                     | CUSIP: EG3966884<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | PE        |   1278180 | PA      | $1179120.83   | 0.02%             | 2025-11-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                              | Hunt Oil Co of Peru LLC Sucursal Del Peru                                        | CUSIP: AS7998121<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |   3452300 | PA      | $3291135.86   | 0.05%             | 2028-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LA CONSTRUCCION SA                               | Inversiones La Construccion SA                                                   | CUSIP: BU0137564<br>LEI: 254900IMQ8BOPW9UKX13 | Long             | DBT              | CORP              | CL        |   2400000 | PA      | $1958329.87   | 0.03%             | 2032-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                         | Mexico Generadora de Energia S de rl                                             | CUSIP: EJ4659987<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |   1367000 | PA      | $1319155.00   | 0.02%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OAS SA                                           | OAS SA                                                                           | CUSIP: N/A<br>LEI: 549300O0M58XBX4UN158       | N/A              | DE               | CORP              | BR        |    995158 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BELL CANADA                                      | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 0778FPAJ8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |   1775000 | PA      | $1300608.49   | 0.02%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4549000 | PA      | $3537440.23   | 0.05%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AES ANDRES BV                                    | AES Andres BV                                                                    | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | DO        |   4500000 | PA      | $3908340.00   | 0.06%             | 2028-05-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aimco                                            | Aimco CLO 11 Ltd                                                                 | CUSIP: 00140NAN0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3386013.05   | 0.05%             | 2034-10-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                          | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    385000 | PA      | $207401.43    | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                       | AMSR 2019-SFR1 Trust                                                             | CUSIP: 00178XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $2686197.43   | 0.04%             | 2039-01-19      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                       | AMSR 2021-SFR1 Trust                                                             | CUSIP: 00179DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $7801380.00   | 0.11%             | 2038-06-17      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                       | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2522652.90   | 0.04%             | 2038-08-17      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  17295000 | PA      | $11750830.23  | 0.17%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7805000 | PA      | $5242933.28   | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                                 | Air Methods Corp                                                                 | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |    286000 | PA      | $15597.01     | 0.00%             | 2025-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1091000 | PA      | $777121.92    | 0.01%             | 2053-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2020-B18 Mortgage Trust                                                | CUSIP: 08163ABR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4598000 | PA      | $3723874.68   | 0.05%             | 2053-07-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1822364.07   | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                               | Aaset 2021-2 Trust                                                               | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3310811 | PA      | $2375672.61   | 0.03%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  12386000 | PA      | $11061932.39  | 0.16%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                      | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1788172.87   | 0.03%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $937216.85    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                         | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1646016.75   | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  90082314 | PA      | $6367054.01   | 0.09%             | 2054-08-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10350000 | PA      | $8446452.84   | 0.12%             | 2055-01-15      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                  | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2481036.90   | 0.03%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                   | Adjustable Rate Mortgage Trust 2007-3                                            | CUSIP: 00703RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20451 | PA      | $19461.42     | 0.00%             | 2037-11-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                         | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1153582.63   | 0.02%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                          | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $923584.00    | 0.01%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                           | American Airlines 2021-1 Class B Pass Through Trust                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $1855956.84   | 0.03%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  11385000 | PA      | $11164432.25  | 0.16%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   7380000 | PA      | $6449018.68   | 0.09%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $3726116.58   | 0.05%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4433000 | PA      | $4150706.03   | 0.06%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $883424.61    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital CLO 19 Ltd                                                     | CUSIP: 03328JAA5<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4819354.00   | 0.07%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust I LLC 2018-3                                            | CUSIP: 03464NAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71519 | PA      | $71196.67     | 0.00%             | 2048-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $2559551.43   | 0.04%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2015-3 Ltd                                                      | CUSIP: 09628JAS0<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3380066.40   | 0.05%             | 2031-04-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust I LLC 2018-3                                            | CUSIP: 03464NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68052 | PA      | $67736.97     | 0.00%             | 2048-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   9128000 | PA      | $7978456.92   | 0.11%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAU8<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1694220.20   | 0.02%             | 2030-11-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                 | BOC Aviation Ltd                                                                 | CUSIP: 09681LAH3<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |  10305000 | PA      | $10292439.65  | 0.14%             | 2023-09-26      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                              | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4417654.52   | 0.06%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XII                                                                   | CUSIP: 03764DAL5<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $902684.30    | 0.01%             | 2031-04-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                           | Argent Securities Trust 2006-M1                                                  | CUSIP: 04012MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14341760 | PA      | $3938524.09   | 0.06%             | 2036-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                           | Argent Securities Trust 2006-M1                                                  | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11262875 | PA      | $3093172.81   | 0.04%             | 2036-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6984000 | PA      | $5930228.24   | 0.08%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $2870084.45   | 0.04%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                            | Arrow Electronics Inc                                                            | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $4842181.65   | 0.07%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $679303.94    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                              | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1162318.61   | 0.02%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                            | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  13705000 | PA      | $13373136.71  | 0.19%             | 2024-08-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                       | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  10105000 | PA      | $8572980.75   | 0.12%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   9225000 | PA      | $7906901.83   | 0.11%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   6070000 | PA      | $4029259.20   | 0.06%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                          | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5700000 | PA      | $4534767.64   | 0.06%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                    | BAMLL Commercial Mortgage Securities Trust 2016-ISQ                              | CUSIP: 05523GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2638666 | PA      | $2055031.08   | 0.03%             | 2034-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |  14500000 | PA      | $12493411.41  | 0.18%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  10845000 | PA      | $8724654.36   | 0.12%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2179044.00   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                         | BCPE Empire Holdings Inc                                                         | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1023754.20   | 0.01%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                   | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4225000 | PA      | $3505602.91   | 0.05%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                   | BBCMS Mortgage Trust 2022-C16                                                    | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5785000 | PA      | $5578378.31   | 0.08%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                          | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6480000 | PA      | $5687568.38   | 0.08%             | 2026-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2022-OANA                                                              | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $4499960.58   | 0.06%             | 2037-04-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                               | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11798000 | PA      | $9183570.28   | 0.13%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1056222.75   | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $880600.00    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2017-SLCT                                                               | CUSIP: 05607DAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3282296.42   | 0.05%             | 2034-07-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Mortgage-Backed Trust Series 2006-4                                         | CUSIP: 12637HAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19564 | PA      | $10439.03     | 0.00%             | 2021-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $975294.00    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Mortgage-Backed Trust 2007-2                                                | CUSIP: 126384AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10879 | PA      | $8433.35      | 0.00%             | 2037-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2005-J10                                                  | CUSIP: 12668ABK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73851 | PA      | $50698.76     | 0.00%             | 2035-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1169487.02   | 0.02%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $901788.03    | 0.01%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1277390.50   | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fillmore Park CLO, Ltd.                          | Fillmore Park CLO Ltd 2018-1A                                                    | CUSIP: 31722PAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2080579.95   | 0.03%             | 2030-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                   | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  16170985 | NS      | $16170984.86  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-RPL4 Trust                                                             | CUSIP: 126405AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9035400 | PA      | $6904296.10   | 0.10%             | 2060-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                         | CSX Corp                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |  14115000 | PA      | $11147250.25  | 0.16%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                    | First Franklin Mortgage Loan Trust 2006-FF15                                     | CUSIP: 32028GAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15984000 | PA      | $13053141.79  | 0.18%             | 2036-11-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                    | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11111803 | PA      | $6428248.02   | 0.09%             | 2037-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-NET                                                                    | CUSIP: 126438AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6269000 | PA      | $5634149.03   | 0.08%             | 2037-08-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Series 2010-4R                                                              | CUSIP: 12643NEG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745127 | PA      | $651923.82    | 0.01%             | 2037-06-26      | Variable      | 6.00%                 | No            |                  3 | On Loan: No      |
| First Horizon Alternative Mort                   | First Horizon Alternative Mortgage Securities Trust 2006-FA2                     | CUSIP: 32051G2Z7<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |    204719 | PA      | $93461.36     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                   | First Horizon Alternative Mortgage Securities Trust 2006-RE1                     | CUSIP: 32051RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38338 | PA      | $26711.24     | 0.00%             | 2035-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                   | First Horizon Alternative Mortgage Securities Trust 2006-FA8                     | CUSIP: 32052DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2683820 | PA      | $1197806.52   | 0.02%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                            | Flowserve Corp                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   7620000 | PA      | $5725864.52   | 0.08%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   4065000 | PA      | $3055748.71   | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1314053.03   | 0.02%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100392 | PA      | $77801.37     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                           | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1046140.80   | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $175513.04    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                    | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1212112.50   | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407188 | PA      | $0.98         | 0.00%             | 2044-08-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                           | GSAA Home Equity Trust 2007-10                                                   | CUSIP: 3622NDAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    952379 | PA      | $589285.37    | 0.01%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137AEL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2092680 | PA      | $2112543.60   | 0.03%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137AYTA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7943609 | PA      | $6408759.01   | 0.09%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                           | GSAA Home Equity Trust 2007-10                                                   | CUSIP: 3622NDAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947398 | PA      | $432340.68    | 0.01%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC26                                           | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |   6484000 | PA      | $4385349.66   | 0.06%             | 2047-11-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44488338 | PA      | $1959586.73   | 0.03%             | 2049-05-10      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7115000 | PA      | $5912710.29   | 0.08%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 31398SQX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29336 | PA      | $25591.23     | 0.00%             | 2040-12-25      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1629474.68   | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $995951.60    | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                            | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $819554.38    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $280826.15    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateraliz                   | NRZ Excess Spread-Collateralized Notes Series 2020-PLS1                          | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4410285 | PA      | $4024729.99   | 0.06%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196072.13    | 0.00%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    960000 | PA      | $814716.79    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-1 Trust                                            | CUSIP: 437300AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2577106 | PA      | $2010384.66   | 0.03%             | 2041-09-17      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-1 Trust                                            | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1184595 | PA      | $908872.12    | 0.01%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                     | Illumina Inc                                                                     | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $4295901.74   | 0.06%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12131110 | PA      | $9887167.63   | 0.14%             | 2048-02-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37534931 | PA      | $657259.16    | 0.01%             | 2048-08-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $5797205.24   | 0.08%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-1 Trust                                            | CUSIP: 437300AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1333106 | PA      | $1030919.23   | 0.01%             | 2041-09-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I                    | Homeward Opportunities Fund I Trust 2020-2                                       | CUSIP: 43789XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $4519232.55   | 0.06%             | 2065-05-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP                   | CUSIP: 46651WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7958000 | PA      | $5486842.05   | 0.08%             | 2038-12-05      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                             | JSW Hydro Energy Ltd                                                             | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |   1150500 | PA      | $960606.28    | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I                    | Homeward Opportunities Fund Trust 2020-BPL1                                      | CUSIP: 43789YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4264105 | PA      | $4255790.68   | 0.06%             | 2025-08-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III L                   | Horizon Aircraft Finance III Ltd                                                 | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12590624 | PA      | $9714573.06   | 0.14%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                            | LD Holdings Group LLC                                                            | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $256669.72    | 0.00%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                            | Lehman Mortgage Trust 2007-10                                                    | CUSIP: 52522QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522323 | PA      | $175098.50    | 0.00%             | 2038-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                  | Lehman XS Trust 2007-3                                                           | CUSIP: 525245AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9495211 | PA      | $8554293.10   | 0.12%             | 2037-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                  | Lehman XS Trust Series 2007-15N                                                  | CUSIP: 52524VAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9706290 | PA      | $7857177.57   | 0.11%             | 2047-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   7239000 | PA      | $5555004.03   | 0.08%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                   | HSI Asset Securitization Corp Trust 2006-HE1                                     | CUSIP: 44328AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22749416 | PA      | $7539388.59   | 0.11%             | 2036-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat                   | Lendingpoint 2021-A Asset Securitization Trust                                   | CUSIP: 52607FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $13339264.40  | 0.19%             | 2028-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    530000 | PA      | $381971.08    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                   | Highbridge Loan Management 4-2014 Ltd                                            | CUSIP: 44330GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1481500 | PA      | $1433176.58   | 0.02%             | 2030-01-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                       | Impac Secured Assets Trust 2006-5                                                | CUSIP: 45257EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25653378 | PA      | $22964326.57  | 0.32%             | 2037-02-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                          | Legacy LifePoint Health LLC                                                      | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1118568.00   | 0.02%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    895000 | PA      | $506963.80    | 0.01%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                          | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    920000 | PA      | $534609.19    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Tru                   | MASTR Asset Securitization Trust 2006-2                                          | CUSIP: 55274QAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    774692 | PA      | $516275.41    | 0.01%             | 2036-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XI                   | Octagon Investment Partners XIV Ltd                                              | CUSIP: 67590ABX9<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | US        |   5600000 | PA      | $5100640.72   | 0.07%             | 2029-07-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                   | Octagon Investment Partners XVII Ltd                                             | CUSIP: 67590GBQ1<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1711045.60   | 0.02%             | 2031-01-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                | Imperial Fund Mortgage Trust 2021-NQM4                                           | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2728000 | PA      | $1764399.74   | 0.02%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                          | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  10200000 | PA      | $7911437.02   | 0.11%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                         | Roller Bearing Co of America Inc                                                 | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    650000 | PA      | $562867.50    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                  | SEB Funding LLC                                                                  | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4987500 | PA      | $4235635.87   | 0.06%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                 | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10336000 | PA      | $7248110.70   | 0.10%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                 | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9660000 | PA      | $6323725.80   | 0.09%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                   | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LA74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227223 | PA      | $119539.58    | 0.00%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                   | Residential Asset Securitization Trust 2005-A10                                  | CUSIP: 45660LXM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160134 | PA      | $82094.77     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                             | SRS Distribution Inc                                                             | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    975000 | PA      | $865546.65    | 0.01%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   5293000 | PA      | $5198007.75   | 0.07%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                          | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |   3050000 | PA      | $2487351.22   | 0.04%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                     | Saxon Asset Securities Trust 2005-2                                              | CUSIP: 805564SF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7695758 | PA      | $5008503.64   | 0.07%             | 2035-10-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru                   | IndyMac IMSC Mortgage Loan Trust 2007-HOA1                                       | CUSIP: 45670LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495772 | PA      | $1031366.82   | 0.01%             | 2047-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru                   | IndyMac IMSC Mortgage Loan Trust 2007-HOA1                                       | CUSIP: 45670LAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487448 | PA      | $1106399.66   | 0.02%             | 2047-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                               | Mativ Holdings Inc                                                               | CUSIP: 808541AA4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    880000 | PA      | $778685.60    | 0.01%             | 2026-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                     | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |   1010000 | PA      | $766721.30    | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                         | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1292541.31   | 0.02%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                            | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    885000 | PA      | $793393.65    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                   | Securitized Asset Backed Receivables LLC Trust 2007-HE1                          | CUSIP: 81377JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20215245 | PA      | $4632147.50   | 0.07%             | 2036-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                   | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20094448 | PA      | $13483734.36  | 0.19%             | 2037-04-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                   | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14253929 | PA      | $9564463.44   | 0.13%             | 2037-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                         | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1251348.54   | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                   | JP Morgan Alternative Loan Trust                                                 | CUSIP: 46628VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2998412 | PA      | $2790495.19   | 0.04%             | 2036-08-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                   | JP Morgan Alternative Loan Trust                                                 | CUSIP: 46628VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39576 | PA      | $37426.98     | 0.00%             | 2036-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884161.84    | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                         | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $889600.00    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                   | JP Morgan Mortgage Acquisition Trust 2006-WMC3                                   | CUSIP: 46629KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16548143 | PA      | $11655123.77  | 0.16%             | 2036-08-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                   | JP Morgan Alternative Loan Trust 2006-S4                                         | CUSIP: 466302AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38000 | PA      | $36465.22     | 0.00%             | 2036-12-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-5                                                | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6265175 | PA      | $5031885.05   | 0.07%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2022-4                                                | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16691683 | PA      | $16092738.79  | 0.23%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                                      | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $3943641.01   | 0.06%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                           | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $994796.00    | 0.01%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                   | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13609962 | PA      | $7459890.85   | 0.11%             | 2036-12-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2007-S3                                                 | CUSIP: 46631NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164812 | PA      | $91479.15     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2572745.02   | 0.04%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                       | Vivint Solar Financing VII LLC                                                   | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11072165 | PA      | $8504491.21   | 0.12%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C18                              | CUSIP: 46641JAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32917392 | PA      | $150748.49    | 0.00%             | 2047-02-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8204658 | PA      | $7001151.18   | 0.10%             | 2047-09-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                       | VMware Inc                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   7643000 | PA      | $5818286.10   | 0.08%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |   5720000 | PA      | $5666006.69   | 0.08%             | 2023-11-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                   | VOLT XCVI LLC                                                                    | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4655370 | PA      | $4243201.29   | 0.06%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                   | VOLT CIII LLC                                                                    | CUSIP: 92873JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3417891 | PA      | $3072596.15   | 0.04%             | 2051-08-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644ABL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1684000 | PA      | $1557327.67   | 0.02%             | 2048-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C29                              | CUSIP: 46644RBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4987000 | PA      | $4415737.16   | 0.06%             | 2048-05-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                   | VOLT CVI LLC                                                                     | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7613296 | PA      | $7069833.40   | 0.10%             | 2051-12-26      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                   | WFRBS Commercial Mortgage Trust 2014-C22                                         | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41276694 | PA      | $390258.76    | 0.01%             | 2057-09-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                | Vornado Realty LP                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2119803.19   | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2014-1 Ltd                                                              | CUSIP: 92915PAR6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2536385.40   | 0.04%             | 2031-04-18      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48169401 | PA      | $444415.71    | 0.01%             | 2048-07-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $7220361.54   | 0.10%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2017-3 Ltd                                                              | CUSIP: 92915QBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2710214.40   | 0.04%             | 2034-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3321260.80   | 0.05%             | 2031-07-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $825965.40    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortg                   | Wachovia Bank Commercial Mortgage Trust Series 2006-C29                          | CUSIP: 92978PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204065 | PA      | $80.30        | 0.00%             | 2048-11-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                   | WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust                   | CUSIP: 933638AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1441390 | PA      | $1286262.03   | 0.02%             | 2047-01-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust   | CUSIP: 93936PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54823 | PA      | $66208.20     | 0.00%             | 2037-06-25      | Floating      | 13.15%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7365000 | PA      | $5917448.36   | 0.08%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                     | JELD-WEN Inc                                                                     | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    750000 | PA      | $629160.00    | 0.01%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                   | Wells Fargo Mortgage Backed Securities 2007-7 Trust                              | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21199 | PA      | $17795.29     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                  | CUSIP: 94989HAZ3<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |  38143164 | PA      | $677067.86    | 0.01%             | 2048-05-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                   | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364233 | PA      | $307788.76    | 0.00%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-P2                                    | CUSIP: 95000AAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50701004 | PA      | $1127691.72   | 0.02%             | 2048-12-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money M                   | JPMorgan US Government Money Market Fund                                         | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  16170985 | NS      | $16170984.86  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN ENER PART                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  10144000 | PA      | $10774852.52  | 0.15%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |  58876398 | PA      | $2497778.21   | 0.04%             | 2049-11-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBG9<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   7224000 | PA      | $6365858.87   | 0.09%             | 2049-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | Korea Development Bank/The                                                       | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |   2900000 | PA      | $2277004.46   | 0.03%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | Korea Development Bank/The                                                       | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |   5000000 | PA      | $3976342.95   | 0.06%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $4992371.76   | 0.07%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6085000 | PA      | $5181629.97   | 0.07%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM                         | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    865000 | PA      | $749306.25    | 0.01%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM                         | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    705000 | PA      | $580743.75    | 0.01%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5720000 | PA      | $5596125.39   | 0.08%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NBD9<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   2638000 | PA      | $2230657.45   | 0.03%             | 2051-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XIV LP                                                                       | CUSIP: 50184VAU8<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3387688.40   | 0.05%             | 2031-07-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 28 Ltd                                                                       | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $2702880.38   | 0.04%             | 2030-10-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2018-C46                                   | CUSIP: 95001QAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7228000 | PA      | $6013593.36   | 0.08%             | 2051-08-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RBC2<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   6546000 | PA      | $5590741.57   | 0.08%             | 2052-01-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 30 Ltd                                                                       | CUSIP: 50200YAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3426933.20   | 0.05%             | 2031-04-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                             | LLPL Capital Pte Ltd                                                             | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | ID        |   6143040 | PA      | $5425287.21   | 0.08%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20830217 | PA      | $1152121.41   | 0.02%             | 2052-03-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10776000 | PA      | $8683926.89   | 0.12%             | 2052-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                    | LFS Topco LLC                                                                    | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1018346.83   | 0.01%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                   | LSTAR Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5425000 | PA      | $4862186.63   | 0.07%             | 2049-03-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 119167881 | PA      | $9900229.25   | 0.14%             | 2054-04-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2436000 | PA      | $1760287.46   | 0.02%             | 2054-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                         | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                 | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1546610.95   | 0.02%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2021-NPL1 LLC                                                                | CUSIP: 55282YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3548084 | PA      | $3346739.49   | 0.05%             | 2060-03-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1225245.00   | 0.02%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                             | Western Union Co/The                                                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |  13920000 | PA      | $10571324.90  | 0.15%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                             | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   8200000 | PA      | $6115272.18   | 0.09%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                        | WRKCo Inc                                                                        | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |  10922000 | PA      | $10572518.72  | 0.15%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LII Ltd                                                     | CUSIP: 55822BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $903448.10    | 0.01%             | 2035-01-22      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $1972105.91   | 0.03%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                      | Workday Inc                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2606900.41   | 0.04%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                         | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1092042.00   | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4372564.77   | 0.06%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                       | Morgan Stanley ABS Capital I Inc Trust 2006-HE5                                  | CUSIP: 61749NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7838687 | PA      | $4150358.37   | 0.06%             | 2036-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| XHR LP                                           | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1041941.40   | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    775000 | PA      | $574058.00    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    360000 | PA      | $204922.31    | 0.00%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FRONTERA HOLDINGS, LLC EQUITY                    | FRONTERA HOLDINGS, LLC EQUITY                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       620 | NS      | $9.30         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WAND NEWCO 3 INC                                 | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    596482 | PA      | $567188.93    | 0.01%             | 2026-02-05      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                 | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    111883 | PA      | $106388.75    | 0.00%             | 2026-02-05      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                   | Morgan Stanley Mortgage Loan Trust 2007-2AX                                      | CUSIP: 61751TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26969441 | PA      | $10915962.15  | 0.15%             | 2036-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                   | Morgan Stanley Mortgage Loan Trust 2007-7AX                                      | CUSIP: 61754HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7960129 | PA      | $2377025.79   | 0.03%             | 2037-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1001503 | PA      | $952945.57    | 0.01%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| LOGMEIN INC                                      | GoTo Group Inc                                                                   | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    596524 | PA      | $386547.38    | 0.01%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                     | Morgan Stanley Re-REMIC Trust 2010-R6                                            | CUSIP: 61759NAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211545 | PA      | $188125.71    | 0.00%             | 2037-05-26      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                      | CUSIP: 61763XAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2776428.90   | 0.04%             | 2047-10-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| LOGMEIN INC                                      | GoTo Group Inc                                                                   | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    170435 | PA      | $110442.11    | 0.00%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                         | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    999768 | PA      | $919476.25    | 0.01%             | 2026-05-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                     | VS Buyer LLC                                                                     | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2433102 | PA      | $2370753.29   | 0.03%             | 2027-03-02      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                              | AssuredPartners Inc                                                              | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   1869000 | PA      | $1819555.82   | 0.03%             | 2027-02-13      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX                   | Octagon Investment Partners XXI Ltd                                              | CUSIP: 67590QBP1<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2088355.28   | 0.03%             | 2031-02-14      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 27                   | Octagon Investment Partners 27 Ltd                                               | CUSIP: 67590XAS1<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $8641396.00   | 0.12%             | 2030-07-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| STANDARD AERO LTD                                | Standard Aero Ltd                                                                | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |    464089 | PA      | $443567.34    | 0.01%             | 2026-04-08      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY LLC                             | Foresight Energy LLC                                                             | CUSIP: 34552KAB2<br>LEI: 549300HM3UR1W0JJ7F28 | Long             | LON              | CORP              | US        |    492643 | PA      | $492643.12    | 0.01%             | 2027-06-30      | Floating      | 12.73%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 37                   | Octagon Investment Partners 37 Ltd                                               | CUSIP: 67591VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2225310.00   | 0.03%             | 2030-07-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30                   | Octagon Investment Partners 30 Ltd                                               | CUSIP: 675920AQ5<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | US        |   5460000 | PA      | $4832037.21   | 0.07%             | 2030-03-17      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                         | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2453897 | PA      | $2309730.61   | 0.03%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                            | Cablevision Lightpath LLC                                                        | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |    813400 | PA      | $780359.69    | 0.01%             | 2027-12-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30                   | Octagon Investment Partners 30 Ltd                                               | CUSIP: 675921AA8<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | US        |   1760000 | PA      | $1372095.65   | 0.02%             | 2030-03-17      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40                   | Octagon Investment Partners 40 Ltd                                               | CUSIP: 67592BAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3215657.90   | 0.05%             | 2035-01-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                  | SkyMiles IP Ltd                                                                  | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | US        |    905000 | PA      | $924176.95    | 0.01%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| PACKAGING COORDINATORS                           | Packaging Coordinators Midco Inc                                                 | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |   2439988 | PA      | $2320172.79   | 0.03%             | 2027-11-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                         | Travelport Finance Luxembourg Sarl                                               | CUSIP: L9308UAT7<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    181803 | PA      | $182443.98    | 0.00%             | 2025-02-28      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PART                         | Southern Veterinary Partners LLC                                                 | CUSIP: 84410HAC4<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   1845004 | PA      | $1771969.19   | 0.02%             | 2027-10-05      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                         | Oak Hill Credit Partners X-R Ltd                                                 | CUSIP: 67707CAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5653150.20   | 0.08%             | 2034-04-20      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1532794.57   | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   2686500 | PA      | $2557830.08   | 0.04%             | 2028-10-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNA                         | Phoenix Services International LLC                                               | CUSIP: 71913LAB6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |    103909 | PA      | $100272.63    | 0.00%             | 2023-03-29      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                    | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   7272000 | PA      | $5665749.37   | 0.08%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                         | PECF USS Intermediate Holding III Corp                                           | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |    905000 | PA      | $589145.95    | 0.01%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNA                         | Phoenix Services International LLC                                               | CUSIP: 71913LAB6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |      6257 | PA      | $6038.46      | 0.00%             | 2023-03-29      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                               | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $299397.88    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT ISSUER TRUST - FMSR                          | PMT Issuer Trust - FMSR                                                          | CUSIP: 69346MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14581632.00  | 0.21%             | 2026-03-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                         | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1370670.50   | 0.02%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2019-3R                                           | CUSIP: 69349MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1915469 | PA      | $1839083.52   | 0.03%             | 2031-11-27      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                   | PRPM 2021-3 LLC                                                                  | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4046397 | PA      | $3627851.65   | 0.05%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| PR Mortgage Loan Trust                           | PR Mortgage Loan Trust 2014-1                                                    | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5814666 | PA      | $5258132.81   | 0.07%             | 2049-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                   | PRPM 2021-7 LLC                                                                  | CUSIP: 69360LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3611772 | PA      | $3292047.23   | 0.05%             | 2026-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                   | PRPM 2021-9 LLC                                                                  | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2011318 | PA      | $1820607.59   | 0.03%             | 2026-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1800000 | PA      | $1660021.69   | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7693000 | PA      | $5986435.88   | 0.08%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                         | Packaging Corp of America                                                        | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   6622000 | PA      | $6090871.37   | 0.09%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Selection Trust 2021-2                                            | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11813214 | PA      | $11008288.85  | 0.16%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                             | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   4700000 | PA      | $3412463.20   | 0.05%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   5800000 | PA      | $3760632.59   | 0.05%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                             | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1900000 | PA      | $1392310.82   | 0.02%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   6500000 | PA      | $4837660.23   | 0.07%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PAR PETRO LLC / FIN CORP                         | Par Petroleum LLC / Par Petroleum Finance Corp                                   | CUSIP: 69889MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    953000 | PA      | $919344.81    | 0.01%             | 2025-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $741825.00    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                             | Parker-Hannifin Corp                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3231559.12   | 0.05%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                    | Parkland Corp/Alberta                                                            | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1085124.76   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                    | Parkland Corp/Alberta                                                            | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $787497.75    | 0.01%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                           | Penn Entertainment Inc                                                           | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1893847.20   | 0.03%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                   | RAMP Series 2006-NC1 Trust                                                       | CUSIP: 76112BX47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11500000 | PA      | $9052764.35   | 0.13%             | 2036-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                   | Residential Asset Securitization Trust 2006-A6                                   | CUSIP: 76113FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1617352 | PA      | $503657.73    | 0.01%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                   | Residential Asset Securitization Trust 2006-R1                                   | CUSIP: 76113MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111828 | PA      | $131887.22    | 0.00%             | 2046-01-25      | Floating      | 10.85%                | No            |                  3 | On Loan: No      |
| Residential Mortgage Loan Trus                   | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5154000 | PA      | $4292251.20   | 0.06%             | 2060-01-26      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                           | SWF Escrow Issuer Corp                                                           | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $296182.50    | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                             | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1190431.22   | 0.02%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2629487.31   | 0.04%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Li                   | SAPPHIRE AVIATION FINANCE II LTD                                                 | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3359838 | PA      | $2549139.30   | 0.04%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                            | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1177110.00   | 0.02%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                               | Scripps Escrow Inc                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $312928.00    | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $466302.60    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                   | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15564303 | PA      | $10927753.16  | 0.15%             | 2037-04-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| SECURITIZED MORTGAGE ASSET LOA                   | Securitized Mortgage Asset Loan Trust 2015-1                                     | CUSIP: 81379DAA2<br>LEI: 5493008VRMUX8NL6RQ80 | Long             | ABS-MBS          | CORP              | US        |  25014849 | PA      | $21409781.90  | 0.30%             | 2054-02-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                              | Select Medical Corp                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1467450.60   | 0.02%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                       | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $863267.21    | 0.01%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point Clo XIV Ltd                                                          | CUSIP: 83609NAW0<br>LEI: 549300TT7IR66ASPWY89 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $8649686.70   | 0.12%             | 2029-01-23      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point Clo XII Ltd                                                          | CUSIP: 83610CAU5<br>LEI: 549300EBWPUX52MGF160 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3363878.70   | 0.05%             | 2028-10-20      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                   | Soundview Home Loan Trust 2007-OPT4                                              | CUSIP: 83613AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6788382 | PA      | $4750249.84   | 0.07%             | 2037-09-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXIV                                                             | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6144091.80   | 0.09%             | 2034-10-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1838551.60   | 0.03%             | 2034-07-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3627239.20   | 0.05%             | 2032-01-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point Clo XXXI Ltd                                                         | CUSIP: 83615PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1126857.00   | 0.02%             | 2034-10-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                           | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   3200000 | PA      | $2864000.00   | 0.04%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                           | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $173210.00    | 0.00%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $4345389.37   | 0.06%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    850000 | PA      | $818469.28    | 0.01%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266870.80    | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    825000 | PA      | $676137.46    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                               | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1332515.63   | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                               | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4270630 | PA      | $3782867.47   | 0.05%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                           | Sunnova Sol Issuer LLC                                                           | CUSIP: 86745NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5049427 | PA      | $4207775.66   | 0.06%             | 2055-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $626375.82    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $416168.88    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                       | Sunrun Atlas Issuer 2019-2 LLC                                                   | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4577263 | PA      | $4037385.96   | 0.06%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  10715000 | PA      | $9573496.44   | 0.13%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                | Sysco Corp                                                                       | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $5934433.87   | 0.08%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6395000 | PA      | $5829112.85   | 0.08%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6410000 | PA      | $4335942.52   | 0.06%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                  | TSMC Global Ltd                                                                  | CUSIP: 872882AH8<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | TW        |   8766000 | PA      | $7861445.23   | 0.11%             | 2026-04-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TTAN                                             | TTAN 2021-MHC                                                                    | CUSIP: 87303TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7211753 | PA      | $6713187.83   | 0.09%             | 2038-03-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                         | Telefonica Moviles Chile SA                                                      | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $246207.00    | 0.00%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                         | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    614000 | PA      | $178570.39    | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                         | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    620000 | PA      | $279430.88    | 0.00%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                    | Bank Hapoalim BM                                                                 | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   4100000 | PA      | $3545434.00   | 0.05%             | 2032-01-21      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                         | QatarEnergy Trading LLC                                                          | CUSIP: BQ3267144<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    300000 | PA      | $249054.30    | 0.00%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO B.V.                                | BRIGHT BIDCO B.V.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      4329 | NS      | $80627.57     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JAZZ FINANCING LUX SARL                          | Jazz Financing Lux Sarl                                                          | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |   2244629 | PA      | $2228321.80   | 0.03%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                           | Victoria's Secret & Co                                                           | CUSIP: 92639MAB3<br>LEI: 5493006T3O70U3UWVF17 | Long             | LON              | CORP              | US        |    886050 | PA      | $863898.75    | 0.01%             | 2028-08-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| MONOGRAM FOOD SOLUTIONS LLC                      | Monogram Food Solutions LLC                                                      | CUSIP: 60976EAH6<br>LEI: 549300RKG7DLLYNXX093 | Long             | LON              | CORP              | US        |   1444088 | PA      | $1397154.66   | 0.02%             | 2028-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    302371 | PA      | $242545.78    | 0.00%             | 2028-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    603301 | PA      | $483934.80    | 0.01%             | 2028-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    310140 | PA      | $248777.34    | 0.00%             | 2028-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137500 | PA      | $85766.32     | 0.00%             | 2029-10-01      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137500 | PA      | $85766.32     | 0.00%             | 2029-10-01      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   1081825 | PA      | $1041408.02   | 0.01%             | 2028-11-09      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                         | Cornerstone OnDemand Inc                                                         | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   1895475 | PA      | $1701188.81   | 0.02%             | 2028-10-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                | Rent-A-Center Inc/TX                                                             | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |    709200 | PA      | $685264.50    | 0.01%             | 2028-02-17      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                    | Diamond BC BV                                                                    | CUSIP: N/A<br>LEI: 549300SWLHWJF3D4N658       | Long             | LON              | CORP              | NL        |   2511025 | PA      | $2430986.08   | 0.03%             | 2028-09-29      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| SUNSET DEBT MERGER SUB INC                       | Sunset Debt Merger Sub Inc                                                       | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    706409 | PA      | $580492.00    | 0.01%             | 2028-10-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                               | Grinding Media Inc                                                               | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    286688 | PA      | $268053.74    | 0.00%             | 2028-10-12      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                               | Grinding Media Inc                                                               | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    456325 | PA      | $426663.94    | 0.01%             | 2028-10-12      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                               | Grinding Media Inc                                                               | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    573686 | PA      | $536396.82    | 0.01%             | 2028-10-12      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                 | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    871378 | PA      | $784118.25    | 0.01%             | 2028-10-04      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                      | CHG Healthcare Services Inc                                                      | CUSIP: N/A<br>LEI: 54930016Y1HPAVB9PZ54       | Long             | LON              | CORP              | US        |   1455300 | PA      | $1426907.10   | 0.02%             | 2028-09-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| GIP II BLUE HOLDING LP                           | GIP II Blue Holding LP                                                           | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    639184 | PA      | $634722.02    | 0.01%             | 2028-09-29      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES                          | Oryx Midstream Services Permian Basin LLC                                        | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   1061686 | PA      | $1050819.94   | 0.01%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                           | Mitchell International Inc                                                       | CUSIP: 60662WAS1<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   1361846 | PA      | $1259006.30   | 0.02%             | 2028-10-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                           | Mitchell International Inc                                                       | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | LON              | CORP              | US        |    220000 | PA      | $183837.50    | 0.00%             | 2029-10-15      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| AMERICAN TIRE DISTRIBUTORS                       | American Tire Distributors Inc                                                   | CUSIP: 03021BAL8<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |    925350 | PA      | $851322.00    | 0.01%             | 2028-10-22      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION ONE                          | Castlelake Aviation One DAC                                                      | CUSIP: 14855NAB2<br>LEI: 2138003EQK2PETKID103 | Long             | LON              | CORP              | IE        |   2113250 | PA      | $2098341.02   | 0.03%             | 2026-10-22      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| RH                                               | RH                                                                               | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |   1336500 | PA      | $1233255.38   | 0.02%             | 2028-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| GULF FINANCE LLC                                 | Gulf Finance LLC                                                                 | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |    469344 | PA      | $444311.47    | 0.01%             | 2026-08-25      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                  | Trans Union LLC                                                                  | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    914703 | PA      | $907271.36    | 0.01%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                              | Minejesa Capital BV                                                              | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | ID        |   7750000 | PA      | $6047368.09   | 0.09%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                          | Banco Internacional del Peru SAA Interbank                                       | CUSIP: BK3122268<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   1900000 | PA      | $1717172.50   | 0.02%             | 2030-07-08      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                         | Empresas Publicas de Medellin ESP                                                | CUSIP: AZ6283354<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   5900000 | PA      | $4693745.00   | 0.07%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                         | Empresas Publicas de Medellin ESP                                                | CUSIP: BK4385310<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   3400000 | PA      | $2647818.00   | 0.04%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UEP PENNONOME II SA                              | UEP Penonome II SA                                                               | CUSIP: BN0155281<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    923278 | PA      | $684380.13    | 0.01%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INVEPAR A-1 EQUITY LINKED NOTE                   | INVEPAR A-1 EQUITY LINKED NOTE                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |   1192690 | PA      | $0.01         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                              | US 10yr Ultra Fut Mar23                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1550 | NC      | $-1158907.28  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                         | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: BS0508918<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $165063.09    | 0.00%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Henry Chase

**Name of Signer:** DoubleLine Funds Trust

**Title:** Treasurer