# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013475
**Filing Date:** 2023-2
**Character Count:** 1027272
**Document Hash:** f678ac10782942b00230d40ac2956f6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013475.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013475

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683201

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

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

## Series and Classes Contracts Data

### JNL/FIDELITY INSTITUTIONAL ASSET MANAGEMENT TOTAL BOND FUND (Series ID: S000001741)

| Class ID   | Class Name                                                      | Ticker Symbol   |
|:---|:---|:---|
| C000004648 | JNL/FIDELITY INSTITUTIONAL ASSET MANAGEMENT TOTAL BOND FUND (A) |  |
| C000067979 | JNL/FIDELITY INSTITUTIONAL ASSET MANAGEMENT TOTAL BOND FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/Fidelity Institutional Asset Management Total Bond Fund

- **b. EDGAR series identifier (if any):** S000001741

- **c. LEI of Series:** 5MOEXA412PBCXUP0ZJ40

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

- **a. Date of fiscal year-end:** 2022-12-31

- **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:** $1513605212.06

**Total Liabilities:** $224677950.51

**Net Assets:** $1288927261.55

**Delayed Delivery Securities:** $177408821.38

**Cash Not Reported:** $2088533.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -221.865878187987 | **1-Year:** -12857.227566482257 | **5-Year:** -73538.149163381837 | **10-Year:** -140961.312712419647 | **30-Year:** -206103.271597331574

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

- **3-Month:** -273.363610536617 | **1-Year:** -9595.353073802791 | **5-Year:** -45459.193479270121 | **10-Year:** -16488.404927922893 | **30-Year:** -4529.250094767678

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004648 | -1.00%               | 3.87%                | -0.62%               |
| Class ID C000067979 | -0.89%               | 3.86%                | -0.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3655747.50             | $-11854931.91                              |
| Month 2  | $131005.17               | $44659734.09                               |
| Month 3  | $2392666.84              | $-14798171.82                              |

**Designated Index Information**

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

- **Index Identifier:** LHMN0001

### Schedule of Portfolio Investments

| Name                                                                                    | Title                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                  | JNL Securities Lending Collateral Fund                                                  | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7484018 | NS      | $7484017.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -3 | NC      | $-51.78       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH CLEARNET                                                                            | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |    186000 | PA      | $-5759.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                            | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   1747000 | PA      | $-27687.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                            | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   2520000 | PA      | $-13681.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                            | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |     32000 | PA      | $-2237.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       107 | NC      | $28555.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        16 | NC      | $-23029.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -55 | NC      | $37189.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -8 | NC      | $37867.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice Financing S.A.                                                                   | Altice Financing S.A.                                                                   | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161635.84    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altice USA, Inc.                                                                        | Altice USA, Inc.                                                                        | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      3900 | NS      | $17940.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138WKXE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2553314 | PA      | $2455190.33   | 0.19%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140GPNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58455 | PA      | $54608.99     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140H5CG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    532801 | PA      | $497249.12    | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                                 | Bath & Body Works, Inc.                                                                 | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $300136.65    | 0.02%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing Designated Activity Company                               | LCPR Senior Secured Financing Designated Activity Company                               | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332680.19    | 0.03%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C26                                          | Wells Fargo Commercial Mortgage Trust 2015-C26                                          | CUSIP: 94989CAX9<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $547080.47    | 0.04%             | 2025-01-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $3852017.36   | 0.30%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| United PF Holdings, LLC                                                                 | United PF Holdings, LLC                                                                 | CUSIP: 91132UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    447959 | PA      | $360606.71    | 0.03%             | 2026-12-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries, Inc.                                                               | Zekelman Industries, Inc.                                                               | CUSIP: 98931YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96147 | PA      | $93708.82     | 0.01%             | 2027-01-17      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                            | Petroleos de Venezuela, S.A.                                                            | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | US        |   1390000 | PA      | $59422.50     | 0.00%             | 2027-04-12      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TV Azteca S.A.B. de C.V.                                                                | TV Azteca S.A.B. de C.V.                                                                | CUSIP: N/A<br>LEI: 549300H2ZXE4KL0NUV88       | Long             | DBT              | CORP              | MX        |    300000 | PA      | $134625.00    | 0.01%             | 2024-08-09      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                      | AerCap Ireland Capital Designated Activity Company                                      | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    629000 | PA      | $491445.94    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc.                                                        | Advantage Sales & Marketing Inc.                                                        | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    455000 | PA      | $344315.59    | 0.03%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F012429<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5250000 | PA      | $4564054.95   | 0.35%             | 2038-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3632031.26   | 0.28%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE18 Mortgage Trust                                                         | COMM 2014-CCRE18 Mortgage Trust                                                         | CUSIP: 12632QAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $173261.88    | 0.01%             | 2024-06-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                        | CVR Energy, Inc.                                                                        | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183896.55    | 0.01%             | 2025-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                        | CVR Energy, Inc.                                                                        | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    285000 | PA      | $247459.38    | 0.02%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cargo Aircraft Management, Inc.                                                         | Cargo Aircraft Management, Inc.                                                         | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131494.73    | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    238000 | PA      | $183021.85    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    185000 | PA      | $151208.53    | 0.01%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2021-1                                             | Castlelake Aircraft Structured Trust 2021-1                                             | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    246997 | PA      | $206391.14    | 0.02%             | 2028-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                     | Centene Corporation                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    540000 | PA      | $506972.09    | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                     | Centene Corporation                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    840000 | PA      | $768382.27    | 0.06%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                                      | Cerdia Finanz GmbH                                                                      | CUSIP: 15679GAA0<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75631.08     | 0.01%             | 2027-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Corporacion GEO S.A.B. de C.V.                                                          | Corporacion GEO S.A.B. de C.V.                                                          | CUSIP: 21986VAF2<br>LEI: 54930004KSSRAZ2P6765 | Long             | DBT              | CORP              | MX        |     99158 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $3396131.20   | 0.26%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                     | Anheuser-Busch InBev Worldwide Inc.                                                     | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441874.72    | 0.03%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                     | Anheuser-Busch InBev Worldwide Inc.                                                     | CUSIP: 035240AU4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4415408.74   | 0.34%             | 2060-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| AutoZone, Inc.                                                                          | AutoZone, Inc.                                                                          | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    164000 | PA      | $158933.58    | 0.01%             | 2025-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DGL3 Limited                                                                            | DGL3 Limited                                                                            | CUSIP: 25380QAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $19430.72     | 0.00%             | 2023-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                           | Discover Bank                                                                           | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1921853.60   | 0.15%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | CUSIP: 05533UAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39015.80     | 0.00%             | 2029-11-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | CUSIP: 05533UAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44987.41     | 0.00%             | 2033-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition, LLC                                                                    | LBM Acquisition, LLC                                                                    | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    245000 | PA      | $158896.65    | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                         | Bombardier Inc.                                                                         | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127418.73    | 0.01%             | 2026-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| C&S Group Enterprises LLC                                                               | C&S Group Enterprises LLC                                                               | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $184618.87    | 0.01%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIT Group Inc.                                                                          | CIT Group Inc.                                                                          | CUSIP: 125581HA9<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183268.33    | 0.01%             | 2024-06-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Dish Network Corporation                                                                | Dish Network Corporation                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    575000 | PA      | $591293.73    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                              | EQM Midstream Partners, LP                                                              | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109945.41    | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                           | Ginnie Mae II                                                                           | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10100000 | PA      | $8482670.84   | 0.66%             | 2053-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust 2021-ELP                                                  | ELP Commercial Mortgage Trust 2021-ELP                                                  | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1641000 | PA      | $1571345.95   | 0.12%             | 2023-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ESKOM Holdings                                                                          | ESKOM Holdings                                                                          | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138362.67    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1862425 | PA      | $1592852.73   | 0.12%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                                     | FMG Resources (August 2006) Pty Ltd                                                     | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4631.77      | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3128P8GB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    678373 | PA      | $657965.55    | 0.05%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QNEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    763008 | PA      | $625771.42    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    455725 | PA      | $415168.90    | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3131XXML2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    509689 | PA      | $474086.71    | 0.04%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    355000 | PA      | $320937.75    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    249851 | PA      | $249705.34    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Arab Emirates, Government of                                                     | United Arab Emirates, Government of                                                     | CUSIP: 31424EAD4<br>LEI: 98450060C643D82DF808 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $196919.00    | 0.02%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1447034 | PA      | $1221116.90   | 0.09%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179VXZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291061 | PA      | $261399.64    | 0.02%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                              | Fertitta Entertainment LLC                                                              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $173527.59    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                              | Fertitta Entertainment LLC                                                              | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $96868.60     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 3622A2X49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86679 | PA      | $83461.10     | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                    | Global Infrastructure Solutions Inc.                                                    | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116962.48    | 0.01%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                              | First Quantum Minerals Ltd                                                              | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70010.40     | 0.01%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 19 Ltd                                                                     | Flatiron CLO 19 Ltd                                                                     | CUSIP: 33883JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $975716.00    | 0.08%             | 2034-11-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Hat Holdings I LLC                                                                      | Hat Holdings I LLC                                                                      | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $104195.74    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ministry of Defence State of Israel                                                     | Ministry of Defence State of Israel                                                     | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $103602.51    | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    840555 | PA      | $814338.77    | 0.06%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                       | HSBC Holdings PLC                                                                       | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194566.12    | 0.02%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd                                                            | Madison Park Funding XLV Ltd                                                            | CUSIP: 55820BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    653000 | PA      | $636601.21    | 0.05%             | 2034-07-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                                | Madison Park Funding Ltd                                                                | CUSIP: 55821FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1340000 | PA      | $1310754.50   | 0.10%             | 2034-04-19      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                  | Jane Street Group, LLC                                                                  | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43673.93     | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48112.80     | 0.00%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96745.00     | 0.01%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    595000 | PA      | $592620.18    | 0.05%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $4048686.97   | 0.31%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38631.45     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AASET 2020-1 Trust                                                                      | AASET 2020-1 Trust                                                                      | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    138939 | PA      | $64569.02     | 0.01%             | 2027-01-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc.                                                           | Adtalem Global Education Inc.                                                           | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    154000 | PA      | $141152.36    | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                       | Pitney Bowes Inc.                                                                       | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42790.67     | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                       | Pitney Bowes Inc.                                                                       | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78103.64     | 0.01%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen, S.A.                                               | Aeropuerto Internacional de Tocumen, S.A.                                               | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164930.64    | 0.01%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    874000 | PA      | $609748.81    | 0.05%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                      | Plains All American Pipeline, L.P.                                                      | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1394595.50   | 0.11%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                      | Plains All American Pipeline, L.P.                                                      | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    188000 | PA      | $163258.11    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2643000 | PA      | $2080325.92   | 0.16%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                          | Community Health Systems, Inc.                                                          | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    210000 | PA      | $158609.81    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                               | Saudi Arabian Oil Company                                                               | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318978.49    | 0.02%             | 2025-11-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Limited                                                                 | Shriram Finance Limited                                                                 | CUSIP: 825547AE2<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183549.10    | 0.01%             | 2025-07-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Carrols Holdco Inc.                                                                     | Carrols Holdco Inc.                                                                     | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63074.19     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Charles River Laboratories International, Inc.                                          | Charles River Laboratories International, Inc.                                          | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18403.31     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sibur Securities Designated Activity Company                                            | Sibur Securities Designated Activity Company                                            | CUSIP: 825795AC1<br>LEI: 635400EHVYJXNYBPWI41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34114.84     | 0.00%             | 2025-07-08      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sinopec Group Overseas Development (2018) Limited                                       | Sinopec Group Overseas Development (2018) Limited                                       | CUSIP: 82939GAP3<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43752.79     | 0.00%             | 2030-05-13      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CHC Commercial Mortgage Trust 2019-CHC                                                  | CHC Commercial Mortgage Trust 2019-CHC                                                  | CUSIP: 162665AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266984 | PA      | $250537.15    | 0.02%             | 2034-06-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1886272.32   | 0.15%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                    | Sirius XM Radio Inc.                                                                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370136.52    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63330.40     | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    491000 | PA      | $460299.57    | 0.04%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                 | Corporacion Nacional del Cobre de Chile                                                 | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21877.12     | 0.00%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $21750.00     | 0.00%             | 2041-08-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Viatris Inc.                                                                            | Viatris Inc.                                                                            | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $3092660.18   | 0.24%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| The Walt Disney Company                                                                 | The Walt Disney Company                                                                 | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $967784.43    | 0.08%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                             | Discover Financial Services                                                             | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1926620.20   | 0.15%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                             | Discover Financial Services                                                             | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    257000 | PA      | $261532.02    | 0.02%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $58600.00     | 0.00%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                                     | The AES Corporation                                                                     | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1244249.71   | 0.10%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                           | Duquesne Light Holdings, Inc.                                                           | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    659000 | PA      | $516141.26    | 0.04%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Eldorado Resorts, Inc.                                                                  | Eldorado Resorts, Inc.                                                                  | CUSIP: 28470RAH5<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |    335000 | PA      | $325928.64    | 0.03%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 11 Ltd                                                                        | Aimco CLO 11 Ltd                                                                        | CUSIP: 00140NAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    582000 | PA      | $566524.04    | 0.04%             | 2034-10-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AMMC CLO XI Limited                                                                     | AMMC CLO XI Limited                                                                     | CUSIP: 00176AAX3<br>LEI: 5493004OOK6VXHQ8DQ60 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $982218.00    | 0.08%             | 2031-04-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Endeavor Energy Resources, L.P.                                                         | Endeavor Energy Resources, L.P.                                                         | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153202.94    | 0.01%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3131Y03F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    116992 | PA      | $109185.67    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                    | VICI Properties L.P.                                                                    | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1324613.09   | 0.10%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                           | MH Sub I, LLC                                                                           | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230867 | PA      | $223972.89    | 0.02%             | 2024-08-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                                                         | APX Group, Inc.                                                                         | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202303.08    | 0.02%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Angola, Government of                                                                   | Angola, Government of                                                                   | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     20000 | PA      | $15799.44     | 0.00%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    517479 | PA      | $444841.26    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2881239.53   | 0.22%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LII Ltd                                                            | Madison Park Funding LII Ltd                                                            | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    994000 | PA      | $962172.12    | 0.07%             | 2035-01-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5149000 | PA      | $3780829.40   | 0.29%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                  | TTM Technologies, Inc.                                                                  | CUSIP: 87305VAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95912 | PA      | $95751.78     | 0.01%             | 2024-09-28      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                                                                | Pathway Vet Alliance LLC                                                                | CUSIP: 70323KAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240668 | PA      | $199051.98    | 0.02%             | 2027-03-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                                   | AssuredPartners, Inc.                                                                   | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62307.78     | 0.00%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| At Home Group, Inc.                                                                     | At Home Group, Inc.                                                                     | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35328.49     | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Frontier Communications Parent, Inc.                                                    | Frontier Communications Parent, Inc.                                                    | CUSIP: 35909D109<br>LEI: 549300ZCZ76HYCS0H445 | Long             | EC               | CORP              | US        |      2017 | NS      | $51393.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166768 | PA      | $140783.51    | 0.01%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magic Mergeco, Inc.                                                                     | Magic Mergeco, Inc.                                                                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80762.88     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Magic Mergeco, Inc.                                                                     | Magic Mergeco, Inc.                                                                     | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    180000 | PA      | $121479.35    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2022-OANA                                                                     | BPR Trust 2022-OANA                                                                     | CUSIP: 05592DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591000 | PA      | $555486.10    | 0.04%             | 2024-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                         | Bombardier Inc.                                                                         | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53624.32     | 0.00%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                    | Resideo Funding Inc.                                                                    | CUSIP: 76090LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10263 | PA      | $10154.17     | 0.00%             | 2028-02-09      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                    | Resideo Funding Inc.                                                                    | CUSIP: 76090LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10263 | PA      | $10154.17     | 0.00%             | 2028-02-09      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 3622AAGN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445815 | PA      | $452486.71    | 0.04%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                                  | Glatfelter Corporation                                                                  | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $45543.19     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                         | Bombardier Inc.                                                                         | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282334.00    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                                   | Boston Properties Limited Partnership                                                   | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    740000 | PA      | $764163.22    | 0.06%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38381BSP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196006 | PA      | $193525.30    | 0.02%             | 2049-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan, The Government of                                      | The Hashemite Kingdom of Jordan, The Government of                                      | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $191000.60    | 0.01%             | 2025-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                                                                  | Verscend Holding Corp.                                                                  | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347843 | PA      | $344925.05    | 0.03%             | 2025-08-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                                       | Spa Holdings 3 Oy                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     93350 | PA      | $88915.80     | 0.01%             | 2028-03-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.                                            | Brand Energy & Infrastructure Services, Inc.                                            | CUSIP: 10524PAB6<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    625000 | PA      | $499446.73    | 0.04%             | 2025-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Builders FirstSource, Inc.                                                              | Builders FirstSource, Inc.                                                              | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73271.35     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment, LLC                                                                  | ECL Entertainment, LLC                                                                  | CUSIP: 26826TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78800 | PA      | $78537.60     | 0.01%             | 2028-03-31      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| RLG Holdings, LLC                                                                       | RLG Holdings, LLC                                                                       | CUSIP: 74970AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79200 | PA      | $74382.26     | 0.01%             | 2028-07-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                         | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339000 | PA      | $319349.49    | 0.02%             | 2023-07-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                            | LIFE 2021-BMR Mortgage Trust                                                            | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160224 | PA      | $152324.02    | 0.01%             | 2023-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4500000 | PA      | $3775365.00   | 0.29%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | Credit Suisse Group AG                                                                  | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1065381.76   | 0.08%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                                  | Dycom Industries, Inc.                                                                  | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131313.31    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4730839 | PA      | $4236408.53   | 0.33%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                                                                   | Vertical US Newco Inc                                                                   | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38466 | PA      | $36951.86     | 0.00%             | 2027-07-29      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                         | Sabre GLBL Inc.                                                                         | CUSIP: 78571YBF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54200 | PA      | $49186.35     | 0.00%             | 2027-12-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XIX, Ltd.                                                          | Madison Park Funding XIX, Ltd.                                                          | CUSIP: 55819QAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    618620 | PA      | $611767.28    | 0.05%             | 2028-01-24      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146613.44    | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DVLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1832834 | PA      | $1640707.60   | 0.13%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    450000 | PA      | $422581.28    | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    933060 | PA      | $904833.05    | 0.07%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HTA Group Limited                                                                       | HTA Group Limited                                                                       | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120314.88    | 0.01%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                                                      | Clean Harbors Inc.                                                                      | CUSIP: 18449EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39600 | PA      | $39358.04     | 0.00%             | 2028-09-21      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ConnectWise, LLC                                                                        | ConnectWise, LLC                                                                        | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183150 | PA      | $173591.40    | 0.01%             | 2028-09-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                             | Mozart Debt Merger Sub Inc.                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    280000 | PA      | $225668.40    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                    | NCL Corporation Ltd.                                                                    | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    515000 | PA      | $441046.52    | 0.03%             | 2024-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                                    | JBS USA Food Company                                                                    | CUSIP: 46590XAT3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $171071.77    | 0.01%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Jamaica, Government of                                                                  | Jamaica, Government of                                                                  | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | US        |     55000 | PA      | $58231.25     | 0.00%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jamaica, Government of                                                                  | Jamaica, Government of                                                                  | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $39462.50     | 0.00%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     89000 | PA      | $83609.71     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                        | NRG Energy, Inc.                                                                        | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32295.52     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Regions Bank                                                                            | Regions Bank                                                                            | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519122.40    | 0.04%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.                                                            | CHG Healthcare Services Inc.                                                            | CUSIP: 12541HAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59151 | PA      | $57770.76     | 0.00%             | 2028-09-22      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding, L.P                                                                | GIP II Blue Holding, L.P                                                                | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    392030 | PA      | $388026.90    | 0.03%             | 2028-09-22      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $141154.60    | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                               | Saudi Arabian Oil Company                                                               | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    415000 | PA      | $380903.48    | 0.03%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center, Inc.                                                                     | Rent-A-Center, Inc.                                                                     | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24303.35     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                                           | Gobierno De La Republica Oriental Del Uruguay                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $147750.00    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                    | Sirius XM Radio Inc.                                                                    | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45437.71     | 0.00%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                           | Starwood Property Trust, Inc.                                                           | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191301.05    | 0.01%             | 2025-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc.                                                                     | Galaxy US Opco Inc.                                                                     | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29406 | PA      | $26538.86     | 0.00%             | 2029-04-19      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                     | Station Casinos LLC                                                                     | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    430000 | PA      | $373163.44    | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88107.97     | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                       | NatWest Group PLC                                                                       | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1194595.50   | 0.09%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                       | NatWest Group PLC                                                                       | CUSIP: 780099CH8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1486834.50   | 0.12%             | 2024-05-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                          | Trivium Packaging Finance B.V.                                                          | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13792.42     | 0.00%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                         | U.S. Foods Inc.                                                                         | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115440.87    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay S.A.                                                    | Telefonica Celular del Paraguay S.A.                                                    | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77326.52     | 0.01%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $54602.72     | 0.00%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                         | U.S. Foods Inc.                                                                         | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39763.51     | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    580000 | PA      | $524238.80    | 0.04%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                              | Unum Group                                                                              | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1343136.45   | 0.10%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    138000 | PA      | $125946.96    | 0.01%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                    | VICI Properties L.P.                                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    345000 | PA      | $319804.73    | 0.02%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                            | Presidence de la Republique de Cote d'Ivoire                                            | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $177500.00    | 0.01%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                  | Viking Cruises Limited                                                                  | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153702.77    | 0.01%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                                | Virgin Media Finance PLC                                                                | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | US        |    215000 | PA      | $172735.15    | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16021 | PA      | $14131.64     | 0.00%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                                              | Golden Entertainment, Inc.                                                              | CUSIP: 38101JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    476684 | PA      | $474896.37    | 0.04%             | 2024-06-10      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Equinox Holdings, Inc.                                                                  | Equinox Holdings, Inc.                                                                  | CUSIP: 29446CAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29852 | PA      | $19403.70     | 0.00%             | 2024-09-08      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| JP Intermediate B, LLC                                                                  | JP Intermediate B, LLC                                                                  | CUSIP: 46650KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150129 | PA      | $108092.66    | 0.01%             | 2025-11-20      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Equinox Holdings, Inc.                                                                  | Equinox Holdings, Inc.                                                                  | CUSIP: 29446CAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    482233 | PA      | $361072.29    | 0.03%             | 2024-03-08      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                                               | Hub International Limited                                                               | CUSIP: 44332EAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       304 | PA      | $300.69       | 0.00%             | 2025-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Callaway Golf Company                                                                   | Callaway Golf Company                                                                   | CUSIP: 13119DAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227881 | PA      | $227026.67    | 0.02%             | 2025-12-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| SP PF Buyer LLC                                                                         | SP PF Buyer LLC                                                                         | CUSIP: 78471PAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122145 | PA      | $79814.21     | 0.01%             | 2025-12-14      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                             | Asurion LLC                                                                             | CUSIP: 04649VAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162112 | PA      | $141545.29    | 0.01%             | 2028-02-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                             | Asurion LLC                                                                             | CUSIP: 04649VAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    375000 | PA      | $290936.25    | 0.02%             | 2028-02-05      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                                                    | PCI Gaming Authority                                                                    | CUSIP: 70455DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69088 | PA      | $68569.86     | 0.01%             | 2026-05-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78195 | PA      | $76304.88     | 0.01%             | 2027-01-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America, Inc.                                                    | Klockner-Pentaplast of America, Inc.                                                    | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83512 | PA      | $73830.06     | 0.01%             | 2026-02-04      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Springer Nature Deutschland GmbH                                                        | Springer Nature Deutschland GmbH                                                        | CUSIP: D1200YAV9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162412 | PA      | $160635.29    | 0.01%             | 2026-08-14      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                                                       | Parexel International Corporation                                                       | CUSIP: 71911KAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    402975 | PA      | $387416.14    | 0.03%             | 2028-08-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                                                    | Berlin Packaging LLC                                                                    | CUSIP: 08511LAX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    266850 | PA      | $256218.75    | 0.02%             | 2028-03-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Springer Nature Deutschland GmbH                                                        | Springer Nature Deutschland GmbH                                                        | CUSIP: D1200YAV9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11957 | PA      | $11825.79     | 0.00%             | 2026-08-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                                           | Graham Packaging Company Inc.                                                           | CUSIP: 38469EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173253 | PA      | $169931.77    | 0.01%             | 2027-08-04      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith Inc                                                                    | Dotdash Meredith Inc                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    322447 | PA      | $277304.57    | 0.02%             | 2028-11-23      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings, LLC                                                                      | Vaco Holdings, LLC                                                                      | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2068 | PA      | $1987.41      | 0.00%             | 2029-01-07      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                             | Crocs, Inc.                                                                             | CUSIP: 22704NAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    502500 | PA      | $491821.88    | 0.04%             | 2029-01-27      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| 19th Holdings Golf, LLC                                                                 | 19th Holdings Golf, LLC                                                                 | CUSIP: 68250XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139650 | PA      | $127779.75    | 0.01%             | 2029-01-27      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                       | Clarios Global LP                                                                       | CUSIP: C8000CAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127418 | PA      | $124604.87    | 0.01%             | 2026-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                      | Berry Global, Inc.                                                                      | CUSIP: 08579JBG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182390 | PA      | $180731.81    | 0.01%             | 2026-07-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                         | Madison IAQ LLC                                                                         | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202438 | PA      | $187888.32    | 0.01%             | 2028-06-15      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                                                         | APX Group, Inc.                                                                         | CUSIP: 00213NAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128513 | PA      | $126624.71    | 0.01%             | 2028-07-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                    | Olympus Water US Holding Corporation                                                    | CUSIP: 68163YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129025 | PA      | $124767.18    | 0.01%             | 2028-11-09      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| CDK Global, Inc.                                                                        | CDK Global, Inc.                                                                        | CUSIP: 1259819A0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465000 | PA      | $460243.05    | 0.04%             | 2029-06-09      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                                                         | APX Group, Inc.                                                                         | CUSIP: 00213NAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       337 | PA      | $332.48       | 0.00%             | 2028-07-01      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                                                    | SeaWorld Parks & Entertainment, Inc.                                                    | CUSIP: 78488CAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83938 | PA      | $82318.35     | 0.01%             | 2028-08-12      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                               | USI, Inc.                                                                               | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    360157 | PA      | $356300.08    | 0.03%             | 2029-11-16      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc.                                                                     | Galaxy US Opco Inc.                                                                     | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60594 | PA      | $54686.14     | 0.00%             | 2029-04-19      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| BrightView Landscapes, LLC                                                              | BrightView Landscapes, LLC                                                              | CUSIP: 10801XAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149250 | PA      | $143466.56    | 0.01%             | 2029-04-14      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                       | Magnetite CLO Ltd                                                                       | CUSIP: 55953UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1072000 | PA      | $1043784.96   | 0.08%             | 2034-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                        | NRG Energy, Inc.                                                                        | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65035.98     | 0.01%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Safeway Inc.                                                                            | Safeway Inc.                                                                            | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $294382.58    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                             | Qatarenergy                                                                             | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |    240000 | PA      | $198970.90    | 0.02%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                             | Qatarenergy                                                                             | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $257777.62    | 0.02%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Safeway Inc.                                                                            | Safeway Inc.                                                                            | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117395.34    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11575000 | PA      | $9447732.61   | 0.73%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apache Corporation                                                                      | Apache Corporation                                                                      | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70497.51     | 0.01%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                  | Aramark Services, Inc.                                                                  | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    365000 | PA      | $341108.70    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                               | Realty Income Corporation                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    164000 | PA      | $133212.55    | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                                                      | Roblox Corporation                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $181173.21    | 0.01%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                          | AutoZone, Inc.                                                                          | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    762000 | PA      | $705562.00    | 0.05%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                          | AutoZone, Inc.                                                                          | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $776034.10    | 0.06%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                              | BX 2021-PAC Mortgage Trust                                                              | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $226558.44    | 0.02%             | 2038-11-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QNDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    553711 | PA      | $486713.73    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                       | NatWest Group PLC                                                                       | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    712000 | PA      | $636987.95    | 0.05%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                            | Tenet Healthcare Corporation                                                            | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95272.76     | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QNLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    147060 | PA      | $120609.11    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QQLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    489768 | PA      | $492537.21    | 0.04%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    110000 | PA      | $95151.10     | 0.01%             | 2028-02-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30004686.00  | 2.33%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    348691 | PA      | $348486.95    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QQTF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    199000 | PA      | $202744.17    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Company PJSC                                                  | Abu Dhabi National Energy Company PJSC                                                  | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41177.16     | 0.00%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Company PJSC                                                  | Abu Dhabi National Energy Company PJSC                                                  | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81967.03     | 0.01%             | 2049-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    184000 | PA      | $171097.19    | 0.01%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VLS Commercial Mortgage Trust 2020-LAB                                                  | VLS Commercial Mortgage Trust 2020-LAB                                                  | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $53326.82     | 0.00%             | 2030-10-11      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2507534 | PA      | $2474236.48   | 0.19%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                     | Government of the Sultanate of Oman                                                     | CUSIP: 682051AE7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    225000 | PA      | $219939.53    | 0.02%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                           | Acrisure, LLC                                                                           | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    290000 | PA      | $240744.09    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F020422<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6150000 | PA      | $5485319.69   | 0.43%             | 2038-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                               | Zayo Group Holdings, Inc.                                                               | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $70405.79     | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                       | CSC Holdings, LLC                                                                       | CUSIP: 64072UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    473377 | PA      | $446157.46    | 0.03%             | 2025-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                     | Government of the Sultanate of Oman                                                     | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |     25000 | PA      | $22657.20     | 0.00%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                     | Government of the Sultanate of Oman                                                     | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    370000 | PA      | $364443.71    | 0.03%             | 2028-01-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                                                      | 8th Avenue Food & Provisions, Inc.                                                      | CUSIP: 28253PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39283 | PA      | $32556.10     | 0.00%             | 2025-09-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser, LLC                                                            | Project Boost Purchaser, LLC                                                            | CUSIP: 74339NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54023 | PA      | $51971.62     | 0.00%             | 2026-05-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Bethpage Park CLO, Ltd.                                                                 | Bethpage Park CLO, Ltd.                                                                 | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    888000 | PA      | $861767.59    | 0.07%             | 2036-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bharti Airtel International (Netherlands) B.V.                                          | Bharti Airtel International (Netherlands) B.V.                                          | CUSIP: 08861JAB5<br>LEI: 724500ULW6PWKDAI7I46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129512.50    | 0.01%             | 2024-05-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| On Semiconductor Corporation                                                            | On Semiconductor Corporation                                                            | CUSIP: 682189AP0<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     24000 | PA      | $72366.00     | 0.01%             | 2023-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| On Semiconductor Corporation                                                            | On Semiconductor Corporation                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96154.02     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ERM Emerald US Inc.                                                                     | ERM Emerald US Inc.                                                                     | CUSIP: G3030BAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6465 | PA      | $6420.97      | 0.00%             | 2026-06-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                                       | DCert Buyer, Inc.                                                                       | CUSIP: 24022KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465275 | PA      | $448823.30    | 0.03%             | 2026-07-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                     | Restaurant Brands International Limited Partnership                                     | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243613.66    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                         | Ministry of Diwan Amiri Affairs                                                         | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |    275000 | PA      | $266714.25    | 0.02%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                                         | NEXUS Buyer LLC                                                                         | CUSIP: 65343UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203427 | PA      | $194490.55    | 0.02%             | 2026-10-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                            | Camelot U.S. Acquisition LLC                                                            | CUSIP: L2000AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62141 | PA      | $61069.16     | 0.00%             | 2026-10-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                        | Societe Generale                                                                        | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1292270.60   | 0.10%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                        | Societe Generale                                                                        | CUSIP: 83368RBE1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2605707.16   | 0.20%             | 2025-06-18      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39233 | PA      | $38284.73     | 0.00%             | 2027-01-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Archkey Solutions LLC                                                                   | Archkey Solutions LLC                                                                   | CUSIP: 03957NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20038 | PA      | $18868.89     | 0.00%             | 2028-06-30      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1212663.01   | 0.09%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $513231.99    | 0.04%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $59391.03     | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                          | The Democratic Socialist Republic of Sri Lanka                                          | CUSIP: 85227SAT3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $13950.00     | 0.00%             | 2027-05-11      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Motel 6                                                                                 | Motel 6                                                                                 | CUSIP: 05601QAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63786 | PA      | $62616.40     | 0.00%             | 2026-09-09      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corporation                                                             | Covanta Holding Corporation                                                             | CUSIP: 22282GAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110800 | PA      | $109870.74    | 0.01%             | 2028-11-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                  | CVS Health Corporation                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85898.33     | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                  | CVS Health Corporation                                                                  | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    259000 | PA      | $245821.57    | 0.02%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                          | The Democratic Socialist Republic of Sri Lanka                                          | CUSIP: 85227SAZ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | US        |    130000 | PA      | $39650.00     | 0.00%             | 2029-03-14      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                          | The Democratic Socialist Republic of Sri Lanka                                          | CUSIP: 85227SBB1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | US        |     55000 | PA      | $16775.00     | 0.00%             | 2030-03-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Indy US Bidco, LLC                                                                      | Indy US Bidco, LLC                                                                      | CUSIP: 45674PAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56019 | PA      | $48269.78     | 0.00%             | 2028-03-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Indy US Bidco, LLC                                                                      | Indy US Bidco, LLC                                                                      | CUSIP: 45674PAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32412 | PA      | $27928.22     | 0.00%             | 2028-03-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321521.90    | 0.02%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99834.98     | 0.01%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| Ultimate Software Group Inc (The)                                                       | Ultimate Software Group Inc (The)                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    205000 | PA      | $187677.50    | 0.01%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Driven Holdings, LLC                                                                    | Driven Holdings, LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34738 | PA      | $32826.94     | 0.00%             | 2028-11-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Banco De Desarrollo Para America Latina                                                 | Banco De Desarrollo Para America Latina                                                 | CUSIP: 219868CC8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1087938.74   | 0.08%             | 2023-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                 | Corporacion Nacional del Cobre de Chile                                                 | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |    140000 | PA      | $104673.45    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                            | The Williams Companies, Inc.                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    235000 | PA      | $211476.95    | 0.02%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Minstry of Finance, Lebenon Republic of                                                 | Minstry of Finance, Lebenon Republic of                                                 | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | US        |     98000 | PA      | $5880.00      | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MJH Healthcare Holdings, LLC                                                            | MJH Healthcare Holdings, LLC                                                            | CUSIP: 55315QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59700 | PA      | $57274.99     | 0.00%             | 2029-01-24      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                              | BCPE Empire Holdings, Inc.                                                              | CUSIP: 05550HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109175 | PA      | $105899.75    | 0.01%             | 2026-06-11      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Ltd.                                                                 | Maxar Technologies Ltd.                                                                 | CUSIP: C5400EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119400 | PA      | $119272.24    | 0.01%             | 2029-06-09      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                                    | Neptune Bidco US Inc                                                                    | CUSIP: 64069JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    430000 | PA      | $382970.90    | 0.03%             | 2029-04-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                           | Ginnie Mae II                                                                           | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7500000 | PA      | $6683882.25   | 0.52%             | 2053-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                           | Discovery Communications, LLC                                                           | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1008833.59   | 0.08%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                             | Energean Israel Finance Ltd                                                             | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | US        |    130000 | PA      | $120412.50    | 0.01%             | 2026-03-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                                                | J&J Ventures Gaming, LLC                                                                | CUSIP: 46604BAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108625 | PA      | $103736.88    | 0.01%             | 2028-04-07      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                           | Discovery Communications, LLC                                                           | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    539000 | PA      | $445705.89    | 0.03%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $69600.00     | 0.01%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Dryden 78 CLO Ltd                                                                       | Dryden 78 CLO Ltd                                                                       | CUSIP: 26253LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $587221.80    | 0.05%             | 2033-04-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KND91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    384458 | PA      | $338210.24    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                                           | Fresnillo PLC                                                                           | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157724.50    | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gems Menasa (Cayman) Limited                                                            | Gems Menasa (Cayman) Limited                                                            | CUSIP: 36166LAA5<br>LEI: 213800KB2HCLUSOQ2G49 | Long             | DBT              | CORP              | US        |    440000 | PA      | $423320.22    | 0.03%             | 2026-07-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                            | Organon & Co                                                                            | CUSIP: 68621XAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    410446 | PA      | $405828.32    | 0.03%             | 2028-04-07      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| KNS Acquisition Corp.                                                                   | KNS Acquisition Corp.                                                                   | CUSIP: 48262HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122900 | PA      | $110763.34    | 0.01%             | 2027-04-16      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Frontier Communications Corp.                                                           | Frontier Communications Corp.                                                           | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    570534 | PA      | $543028.57    | 0.04%             | 2027-10-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services, Inc.                                                         | Osmose Utilities Services, Inc.                                                         | CUSIP: 68835HAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9975 | PA      | $9452.93      | 0.00%             | 2028-06-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                                   | AssuredPartners, Inc.                                                                   | CUSIP: 04621HAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72952 | PA      | $70544.15     | 0.01%             | 2027-02-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                                   | Avantor Funding, Inc.                                                                   | CUSIP: 05350NAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192319 | PA      | $191143.89    | 0.01%             | 2027-11-08      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR                                     | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                     | CUSIP: 05492PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $79903.75     | 0.01%             | 2024-11-07      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                            | Hasbro, Inc.                                                                            | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    432000 | PA      | $415091.74    | 0.03%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                               | Invitation Homes Operating Partnership LP                                               | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   2513000 | PA      | $2193393.32   | 0.17%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2022-OANA                                                                     | BPR Trust 2022-OANA                                                                     | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2225000 | PA      | $2171939.31   | 0.17%             | 2024-04-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    555000 | PA      | $549378.41    | 0.04%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    555000 | PA      | $541169.73    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners, Inc.                                                              | BroadStreet Partners, Inc.                                                              | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42981.24     | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                      | AerCap Ireland Capital Designated Activity Company                                      | CUSIP: 00774MAM7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    888000 | PA      | $841281.88    | 0.07%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                                                      | CA Magnum Holdings                                                                      | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182079.10    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109983.28    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                         | Live Nation Entertainment, Inc.                                                         | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52254.13     | 0.00%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    549000 | PA      | $525771.04    | 0.04%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XII CLO Ltd                                                               | Cedar Funding XII CLO Ltd                                                               | CUSIP: 15033TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    542000 | PA      | $526114.52    | 0.04%             | 2034-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                              | Corebridge Financial, Inc.                                                              | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $3932794.10   | 0.31%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                      | AerCap Ireland Capital Designated Activity Company                                      | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    540000 | PA      | $548563.88    | 0.04%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                              | BX 2021-PAC Mortgage Trust                                                              | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813000 | PA      | $759714.35    | 0.06%             | 2038-11-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                 | Corporacion Nacional del Cobre de Chile                                                 | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52858.80     | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | Credit Suisse Group AG                                                                  | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974365.00    | 0.08%             | 2024-06-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44                                                                         | BANK 2022-BNK44                                                                         | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3815000 | PA      | $3979816.39   | 0.31%             | 2032-10-18      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B12 Mortgage Trust                                                       | Benchmark 2019-B12 Mortgage Trust                                                       | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7050728 | PA      | $292716.61    | 0.02%             | 2052-08-16      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $836059.63    | 0.06%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    474000 | PA      | $364506.50    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                | Devon Energy Corporation                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61587.86     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                 | Duke Energy Corporation                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    427000 | PA      | $352722.50    | 0.03%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                           | Duquesne Light Holdings, Inc.                                                           | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    209000 | PA      | $166024.69    | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QQFY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    690136 | PA      | $689732.76    | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XAZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1206355 | PA      | $1037210.03   | 0.08%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    436631 | PA      | $397584.59    | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials, Inc.                                                     | Foundation Building Materials, Inc.                                                     | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45056.68     | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                         | Fox Corporation                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    550000 | PA      | $532371.96    | 0.04%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Medco Oak Tree Pte. Ltd.                                                                | Medco Oak Tree Pte. Ltd.                                                                | CUSIP: 58405FAA3<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23815.04     | 0.00%             | 2026-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141586.61    | 0.01%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                    | Genesis Energy, L.P.                                                                    | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136468.52    | 0.01%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Company                                                                     | Halliburton Company                                                                     | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4851.29      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                        | Healthcare Realty Holdings, L.P.                                                        | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    193000 | PA      | $161798.25    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3974000 | PA      | $3541805.80   | 0.27%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                                | NGL Energy Operating LLC                                                                | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $195956.25    | 0.02%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rockland Park Limited                                                                   | Rockland Park Limited                                                                   | CUSIP: 773663AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1241000 | PA      | $1211044.74   | 0.09%             | 2034-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                  | McDonald's Corporation                                                                  | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    243000 | PA      | $230584.98    | 0.02%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                                    | Methanex Corporation                                                                    | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |     95000 | PA      | $73064.88     | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Misc Capital Two Labuan Ltd                                                             | Misc Capital Two Labuan Ltd                                                             | CUSIP: 60475DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $182741.42    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                    | NCL Corporation Ltd.                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43288.55     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                           | Ministerul Finantelor Publice                                                           | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $32986.60     | 0.00%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                           | Ministerul Finantelor Publice                                                           | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |     98000 | PA      | $86783.02     | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                    | NCL Corporation Ltd.                                                                    | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108195.53    | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Finance, Ltd.                                                                       | NCL Finance, Ltd.                                                                       | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $29694.57     | 0.00%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                           | Ministerul Finantelor Publice                                                           | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |     98000 | PA      | $78026.82     | 0.01%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                       | NatWest Group PLC                                                                       | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1956036.05   | 0.15%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    115000 | PA      | $87994.55     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| The Oil And Gas Holding Company B.S.C.                                                  | The Oil And Gas Holding Company B.S.C.                                                  | CUSIP: 67778M2C3<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193417.79    | 0.02%             | 2024-11-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: 903724AP7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    205000 | PA      | $50737.50     | 0.00%             | 2024-09-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: 903724AQ5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    350000 | PA      | $81375.00     | 0.01%             | 2025-09-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| The Oil And Gas Holding Company B.S.C.                                                  | The Oil And Gas Holding Company B.S.C.                                                  | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     40000 | PA      | $41961.73     | 0.00%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Oleoducto Central S.A.                                                                  | Oleoducto Central S.A.                                                                  | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | US        |    195000 | PA      | $171958.22    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $118138.38    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $66671.57     | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                        | Olin Corporation                                                                        | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $246433.23    | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $71209.53     | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                                  | Crown Finance US, Inc.                                                                  | CUSIP: 22834KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280929 | PA      | $50053.20     | 0.00%             | 2025-02-05      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting, Inc.                                                              | Nexstar Broadcasting, Inc.                                                              | CUSIP: 65336RAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156432 | PA      | $154984.51    | 0.01%             | 2026-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                           | Presidencia Da Republica Federativa Do Brasil                                           | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |    115000 | PA      | $119600.00    | 0.01%             | 2037-01-20      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2342000 | PA      | $1757991.15   | 0.14%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ERM Emerald US Inc.                                                                     | ERM Emerald US Inc.                                                                     | CUSIP: G3030BAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43024 | PA      | $42728.28     | 0.00%             | 2026-06-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                                | Virgin Media Bristol LLC                                                                | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $122723.75    | 0.01%             | 2027-10-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                       | Cigna Corporation                                                                       | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $909508.80    | 0.07%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                          | CSMC 2019-ICE4                                                                          | CUSIP: 12653VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    646000 | PA      | $634738.99    | 0.05%             | 2036-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Granite Generation LLC                                                                  | Granite Generation LLC                                                                  | CUSIP: 38750BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73963 | PA      | $71686.09     | 0.01%             | 2026-10-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25948 | PA      | $25321.30     | 0.00%             | 2027-01-24      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                              | Rogers Communications Inc.                                                              | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |    546000 | PA      | $471218.50    | 0.04%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                           | Ministerul Finantelor Publice                                                           | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $106164.14    | 0.01%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| TGP Holdings III, LLC                                                                   | TGP Holdings III, LLC                                                                   | CUSIP: 87251RAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7143 | PA      | $5678.57      | 0.00%             | 2028-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                                   | Superannuation and Investments US LLC                                                   | CUSIP: Q8800EAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49625 | PA      | $48684.11     | 0.00%             | 2028-09-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                                                | CT Trust                                                                                | CUSIP: 12659BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $175968.45    | 0.01%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                  | CVS Health Corporation                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $503830.69    | 0.04%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                    | Olympus Water US Holding Corporation                                                    | CUSIP: 68163YAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    208323 | PA      | $199527.47    | 0.02%             | 2028-09-21      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                               | Great Outdoors Group, LLC                                                               | CUSIP: 07014QAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3026895 | PA      | $2902035.75   | 0.23%             | 2028-02-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                            | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    230000 | PA      | $193508.22    | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Silver Aircraft Lease Investment Limited                                                | Silver Aircraft Lease Investment Limited                                                | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    661114 | PA      | $522456.95    | 0.04%             | 2026-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Cable Onda, S.A.                                                                        | Cable Onda, S.A.                                                                        | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | US        |    260000 | PA      | $233284.88    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                       | Capital One Financial Corporation                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2050664.74   | 0.16%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                          | Entegris, Inc.                                                                          | CUSIP: 29362LAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    316633 | PA      | $315445.91    | 0.02%             | 2029-03-02      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Power Stop, LLC                                                                         | Power Stop, LLC                                                                         | CUSIP: 73931HAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    233238 | PA      | $159767.69    | 0.01%             | 2029-01-26      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                                         | Catalent Pharma Solutions, Inc.                                                         | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199141.83    | 0.02%             | 2029-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Cedar Funding X CLO Ltd                                                                 | Cedar Funding X CLO Ltd                                                                 | CUSIP: 15033XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710000 | PA      | $692818.00    | 0.05%             | 2032-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                        | SkyMiles IP Ltd.                                                                        | CUSIP: 830867AA5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24368.04     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Store Capital Corporation                                                               | Store Capital Corporation                                                               | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    329000 | PA      | $251265.99    | 0.02%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Griffon Corporation                                                                     | Griffon Corporation                                                                     | CUSIP: 39843GAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    206857 | PA      | $202850.13    | 0.02%             | 2029-01-24      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings, Inc.                                                                 | Delek US Holdings, Inc.                                                                 | CUSIP: 24664GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $288075.00    | 0.02%             | 2029-11-10      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    487000 | PA      | $373109.30    | 0.03%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commscope, Inc.                                                                         | Commscope, Inc.                                                                         | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107873.49    | 0.01%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Stratus CLO 2022-1 Ltd                                                                  | Stratus CLO 2022-1 Ltd                                                                  | CUSIP: 86317WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    248046 | PA      | $244670.86    | 0.02%             | 2030-07-20      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Studio City Company Limited                                                             | Studio City Company Limited                                                             | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79489.72     | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                 | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87182.05     | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: 903724AR3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    275000 | PA      | $59125.00     | 0.00%             | 2026-09-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                              | Corebridge Financial, Inc.                                                              | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    420000 | PA      | $391254.65    | 0.03%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                           | Ginnie Mae II                                                                           | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5300000 | PA      | $4594815.39   | 0.36%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Victors Merger Corporation                                                              | Victors Merger Corporation                                                              | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $82942.14     | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                              | BCPE Empire Holdings, Inc.                                                              | CUSIP: 05550HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54528 | PA      | $52781.17     | 0.00%             | 2026-06-11      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                                      | APi Group DE, Inc.                                                                      | CUSIP: 00186XAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97648 | PA      | $96915.52     | 0.01%             | 2026-09-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                            | Camelot U.S. Acquisition LLC                                                            | CUSIP: L2000AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51369 | PA      | $50482.77     | 0.00%             | 2026-10-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners, LP                                                              | EQM Midstream Partners, LP                                                              | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84601.34     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2020-2 Ltd                                                              | Eaton Vance CLO 2020-2 Ltd                                                              | CUSIP: 27829PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $995321.10    | 0.08%             | 2035-01-16      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Company                                                          | Pacific Gas & Electric Company                                                          | CUSIP: 69338CAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    511863 | PA      | $507225.19    | 0.04%             | 2025-06-18      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                           | Peraton Corp.                                                                           | CUSIP: 71360HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    914506 | PA      | $891450.88    | 0.07%             | 2028-02-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc.                                                                | Michaels Companies, Inc.                                                                | CUSIP: 59408UAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187150 | PA      | $161053.80    | 0.01%             | 2028-04-08      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                                | AI Aqua Merger Sub, Inc.                                                                | CUSIP: 00132UAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159788 | PA      | $150267.36    | 0.01%             | 2028-06-17      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3131Y0F23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    312618 | PA      | $291855.78    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3131Y1BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    542006 | PA      | $503638.03    | 0.04%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pluto Acquisition I, Inc.                                                               | Pluto Acquisition I, Inc.                                                               | CUSIP: 72941DAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123125 | PA      | $82493.75     | 0.01%             | 2026-06-20      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| City Football Group Limited                                                             | City Football Group Limited                                                             | CUSIP: 17781XAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    586085 | PA      | $546524.21    | 0.04%             | 2028-07-08      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152781.84    | 0.01%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    704127 | PA      | $674023.80    | 0.05%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III, LLC                                                                   | TGP Holdings III, LLC                                                                   | CUSIP: 87251RAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54171 | PA      | $43066.29     | 0.00%             | 2028-06-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II, LLC                                                                | AP Core Holdings II, LLC                                                                | CUSIP: 00187GAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51562 | PA      | $46496.48     | 0.00%             | 2027-07-21      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II, LLC                                                                | AP Core Holdings II, LLC                                                                | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175000 | PA      | $157008.25    | 0.01%             | 2027-07-21      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.                                                | Travelport Finance (Luxembourg) S.a.r.l.                                                | CUSIP: L9308UAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90703 | PA      | $61299.53     | 0.00%             | 2026-05-29      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22416 | PA      | $21513.56     | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-IP                                        | GS Mortgage Securities Corporation Trust 2021-IP                                        | CUSIP: 36262MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92616.59     | 0.01%             | 2036-10-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                                                       | Ultimate Software Group Inc (The)                                                       | CUSIP: 90385KAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    903879 | PA      | $858684.89    | 0.07%             | 2026-05-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                          | Entegris, Inc.                                                                          | CUSIP: 29362LAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78367 | PA      | $78072.84     | 0.01%             | 2029-03-02      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Novae LLC                                                                               | Novae LLC                                                                               | CUSIP: 66988QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79400 | PA      | $64314.00     | 0.00%             | 2029-01-19      | Floating      | 9.70%                 | No            |                  3 | On Loan: No      |
| Vaco Holdings, LLC                                                                      | Vaco Holdings, LLC                                                                      | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57332 | PA      | $55085.89     | 0.00%             | 2029-01-07      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                    | Galaxy Pipeline Assets Bidco Limited                                                    | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | US        |    240000 | PA      | $193133.51    | 0.01%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Holding (BVI) Limited                                                | Gold Fields Orogen Holding (BVI) Limited                                                | CUSIP: 38060AAB0<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99028.08     | 0.01%             | 2024-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bakelite US Holdco, Inc.                                                                | Bakelite US Holdco, Inc.                                                                | CUSIP: 05710LAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69825 | PA      | $64762.69     | 0.01%             | 2029-01-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                               | Diamond Sports Group, LLC                                                               | CUSIP: 25277BAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    580617 | PA      | $69674.07     | 0.01%             | 2026-08-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1207673.10   | 0.09%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    698000 | PA      | $699014.81    | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                             | DG Investment Intermediate Holdings 2, Inc.                                             | CUSIP: 23344MAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112955 | PA      | $108295.32    | 0.01%             | 2028-03-31      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                         | Hess Infrastructure Partners LP                                                         | CUSIP: 428102AE7<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51452.12     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                        | ITT Holdings LLC                                                                        | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92815.94     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                            | LIFE 2021-BMR Mortgage Trust                                                            | CUSIP: 53218CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254589 | PA      | $243307.53    | 0.02%             | 2023-03-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Lucali Limited                                                                          | Lucali Limited                                                                          | CUSIP: 54929JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640000 | PA      | $631282.56    | 0.05%             | 2033-01-18      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Magnetite XXIII Ltd                                                                     | Magnetite XXIII Ltd                                                                     | CUSIP: 55954NAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    731000 | PA      | $710271.76    | 0.06%             | 2035-01-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Magnetite XXIX, Limited                                                                 | Magnetite XXIX, Limited                                                                 | CUSIP: 55955KAA2<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1127926.90   | 0.09%             | 2034-01-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                         | SBA Towers, LLC                                                                         | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279000 | PA      | $230363.21    | 0.02%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                | Tencent Holdings Limited                                                                | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36901.45     | 0.00%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                | Tencent Holdings Limited                                                                | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45233.85     | 0.00%             | 2026-01-26      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                              | United Natural Foods, Inc.                                                              | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91376.13     | 0.01%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2818593.75   | 0.22%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco, Inc.                                                            | TK Elevator U.S. Newco, Inc.                                                            | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    475000 | PA      | $422532.33    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                            | Viatris Inc.                                                                            | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $217802.78    | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                    | VICI Properties Inc.                                                                    | CUSIP: 92564RAC9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4729.45      | 0.00%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                    | VICI Properties Inc.                                                                    | CUSIP: 92564RAF2<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198641.81    | 0.02%             | 2024-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                    | VICI Properties Inc.                                                                    | CUSIP: 92564RAG0<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52735.16     | 0.00%             | 2025-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                           | Volcan Compania Minera S.A.A.                                                           | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34523.12     | 0.00%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                                                          | Caesars Resort Collection, LLC                                                          | CUSIP: 12769LAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    591015 | PA      | $589141.72    | 0.05%             | 2024-12-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc.                                                               | Ceridian HCM Holding Inc.                                                               | CUSIP: 15677GAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180009 | PA      | $176633.42    | 0.01%             | 2025-04-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings, L.P.                                                          | Franklin Square Holdings, L.P.                                                          | CUSIP: 30259HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72906 | PA      | $72176.76     | 0.01%             | 2025-07-26      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Global Education Management Systems Establishment                                       | Global Education Management Systems Establishment                                       | CUSIP: G3788UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213347 | PA      | $211106.94    | 0.02%             | 2026-07-30      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                          | US Foods, Inc.                                                                          | CUSIP: 90351HAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104271 | PA      | $103085.27    | 0.01%             | 2026-08-14      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 16117LBX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    619853 | PA      | $604468.18    | 0.05%             | 2027-02-01      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                            | Camelot U.S. Acquisition LLC                                                            | CUSIP: L2000AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3699 | PA      | $3635.15      | 0.00%             | 2026-10-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                                | 1011778 B.C. Unlimited Liability Company                                                | CUSIP: C6901LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186916 | PA      | $183411.22    | 0.01%             | 2026-11-14      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Ali Group North America Corporation                                                     | Ali Group North America Corporation                                                     | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106133 | PA      | $105091.11    | 0.01%             | 2028-10-13      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                    | Ascend Learning, LLC                                                                    | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175604 | PA      | $165726.01    | 0.01%             | 2028-11-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                    | Ascend Learning, LLC                                                                    | CUSIP: 04349HAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $8537.50      | 0.00%             | 2029-11-18      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                             | Allied Universal Holdco LLC                                                             | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71902.27     | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| The Government of the Republic of Armenia                                               | The Government of the Republic of Armenia                                               | CUSIP: 042207AD2<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $55824.86     | 0.00%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                           | Asbury Automotive Group, Inc.                                                           | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50623.13     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Maravai Intermediate Holdings, LLC                                                      | Maravai Intermediate Holdings, LLC                                                      | CUSIP: 56589PAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158704 | PA      | $155529.68    | 0.01%             | 2027-10-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Safeway Inc.                                                                            | Safeway Inc.                                                                            | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37222.76     | 0.00%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                              | BX 2021-PAC Mortgage Trust                                                              | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203000 | PA      | $1154940.27   | 0.09%             | 2038-11-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                           | CSMC 2020-NET                                                                           | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296128 | PA      | $265784.43    | 0.02%             | 2025-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                       | Capital One Financial Corporation                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1526281.70   | 0.12%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                     | Cenovus Energy Inc.                                                                     | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |    140000 | PA      | $98684.67     | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Company                                                            | Central Garden & Pet Company                                                            | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207146.90    | 0.02%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                              | BX 2021-PAC Mortgage Trust                                                              | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $170337.04    | 0.01%             | 2038-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46778.38     | 0.00%             | 2500-12-31      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $787470.30    | 0.06%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    487000 | PA      | $417467.60    | 0.03%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                            | Barclays PLC                                                                            | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2296450.00   | 0.18%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                            | Bausch Health Companies Inc.                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $23761.50     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                                  | Brandywine Operating Partnership, L.P.                                                  | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    189000 | PA      | $157561.85    | 0.01%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                                  | Brandywine Operating Partnership, L.P.                                                  | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1042761.07   | 0.08%             | 2028-03-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                | Comstock Resources, Inc.                                                                | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51887.06     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CrownRock, L.P.                                                                         | CrownRock, L.P.                                                                         | CUSIP: 228701AG3<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31374.08     | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   5987000 | PA      | $4656805.95   | 0.36%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                   | Cleveland-Cliffs Inc.                                                                   | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89461.14     | 0.01%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| DCP Midstream Operating, LP                                                             | DCP Midstream Operating, LP                                                             | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396232.89    | 0.03%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Enfragen Energia Sur SA.                                                                | Enfragen Energia Sur SA.                                                                | CUSIP: 29280LAA1<br>LEI: 5493003ME0392SW30U44 | Long             | DBT              | CORP              | US        |    230000 | PA      | $161212.75    | 0.01%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                         | EQT Corporation                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61079.75     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                              | Presidencia de la Republica de El Salvador                                              | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |     40000 | PA      | $15650.00     | 0.00%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133AUDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    168816 | PA      | $138874.06    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140LYRP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    184890 | PA      | $151808.35    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                | Abu Dhabi, Government of                                                                | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    480000 | PA      | $353485.44    | 0.03%             | 2049-09-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                | Abu Dhabi, Government of                                                                | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    710000 | PA      | $601592.23    | 0.05%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140Q9MZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    168795 | PA      | $157479.28    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    217323 | PA      | $179457.36    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132LQV61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    216740 | PA      | $210220.36    | 0.02%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132LQZE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47995 | PA      | $46521.27     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133ASJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    303728 | PA      | $250142.77    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133B6UA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    999901 | PA      | $849079.37    | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    594757 | PA      | $506811.58    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XHGD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    700000 | PA      | $593976.56    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133B7RQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45738 | PA      | $40203.74     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133B9LB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $848766.35    | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Illinois, State of                                                                      | Illinois, State of                                                                      | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    310000 | PA      | $314249.48    | 0.02%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                     | Intesa Sanpaolo SPA                                                                     | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147413.07    | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    296000 | PA      | $281543.27    | 0.02%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    201000 | PA      | $174208.19    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133BADJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $849078.70    | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QBVF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    283752 | PA      | $274443.17    | 0.02%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                          | Nigeria, Federal Government of                                                          | CUSIP: 65412JAJ2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $133401.02    | 0.01%             | 2025-11-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                   | Open Text Corporation                                                                   | CUSIP: 683720AB2<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90114.39     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    991000 | PA      | $903447.43    | 0.07%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    990000 | PA      | $733003.92    | 0.06%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1306958.42   | 0.10%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PDC Energy, Inc.                                                                        | PDC Energy, Inc.                                                                        | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47560.58     | 0.00%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QCB39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    275411 | PA      | $255334.16    | 0.02%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-IP                                        | GS Mortgage Securities Corporation Trust 2021-IP                                        | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $102688.32    | 0.01%             | 2036-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $72791.26     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58721.27     | 0.00%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4657702.50   | 0.36%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1050388.86   | 0.08%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                             | Qatarenergy                                                                             | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46057.69     | 0.00%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                               | Saudi Arabian Oil Company                                                               | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34336.60     | 0.00%             | 2049-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc.                                                                   | GrafTech Finance Inc.                                                                   | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94944.83     | 0.01%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                 | Molina Healthcare, Inc.                                                                 | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103893.69    | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    870000 | PA      | $820513.53    | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    335000 | PA      | $304561.53    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                                                   | NBM US Holdings, Inc.                                                                   | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169507.88    | 0.01%             | 2029-08-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Natura Cosmeticos S.A.                                                                  | Natura Cosmeticos S.A.                                                                  | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $163332.33    | 0.01%             | 2028-05-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    195000 | PA      | $178597.73    | 0.01%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                  | TTM Technologies, Inc.                                                                  | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98731.86     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $25244.77     | 0.00%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $97495.95     | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                          | TransDigm Inc.                                                                          | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174373.48    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transdigm UK Holdings PLC                                                               | Transdigm UK Holdings PLC                                                               | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63700.37     | 0.00%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $199964.25    | 0.02%             | 2026-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123CV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    110000 | PA      | $108487.06    | 0.01%             | 2024-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Incorporated                                                      | Triton Water Holdings Incorporated                                                      | CUSIP: 89680EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $198478.80    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30103125.00  | 2.34%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123CX6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $139874.55    | 0.01%             | 2025-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                            | UBS Group AG                                                                            | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    836000 | PA      | $719288.55    | 0.06%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Ventas Realty, Limited Partnership                                                      | Ventas Realty, Limited Partnership                                                      | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1351965.39   | 0.10%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                      | Venture Global Calcasieu Pass, LLC                                                      | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100685.34    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas, LLC                                                                     | Wynn Las Vegas, LLC                                                                     | CUSIP: 983130AV7<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228682.84    | 0.02%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                                                               | Ryan Specialty Group, LLC                                                               | CUSIP: 78350UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175950 | PA      | $174484.34    | 0.01%             | 2027-07-23      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance, LLC                                                               | Wynn Resorts Finance, LLC                                                               | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $154324.24    | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GTT Communications, Inc.                                                                | GTT Communications, Inc.                                                                | CUSIP: 36250LAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    313592 | PA      | $141116.27    | 0.01%             | 2025-04-27      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Imprivata, Inc                                                                          | Imprivata, Inc                                                                          | CUSIP: 45323KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122812 | PA      | $117900.00    | 0.01%             | 2027-11-24      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                                   | Citadel Securities LP                                                                   | CUSIP: 17288YAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216700 | PA      | $212203.48    | 0.02%             | 2028-02-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc. (New)                                                            | Genesee & Wyoming Inc. (New)                                                            | CUSIP: 55316HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82662 | PA      | $82125.19     | 0.01%             | 2026-10-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                           | Dynasty Acquisition Co., Inc.                                                           | CUSIP: 26812CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77046 | PA      | $73298.18     | 0.01%             | 2026-04-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                      | AmWINS Group, Inc.                                                                      | CUSIP: 03234TAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226445 | PA      | $222129.32    | 0.02%             | 2028-02-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp.                                                            | American Trailer World Corp.                                                            | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115639 | PA      | $99353.34     | 0.01%             | 2028-02-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                               | Cablevision Lightpath LLC                                                               | CUSIP: 12687HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48790 | PA      | $46564.60     | 0.00%             | 2027-09-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco, Inc.                                                      | Packaging Coordinators Midco, Inc.                                                      | CUSIP: 69515EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83512 | PA      | $79023.70     | 0.01%             | 2027-11-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| USIC Holdings, Inc.                                                                     | USIC Holdings, Inc.                                                                     | CUSIP: 90290HAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103688 | PA      | $98781.01     | 0.01%             | 2028-05-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                           | Surgery Center Holdings, Inc.                                                           | CUSIP: 86880NAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131398 | PA      | $129576.91    | 0.01%             | 2026-08-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                                                                 | Les Schwab Tire Centers                                                                 | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152288 | PA      | $149812.83    | 0.01%             | 2027-10-26      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Aruba Investments, Inc.                                                                 | Aruba Investments, Inc.                                                                 | CUSIP: 04317JAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $126700.00    | 0.01%             | 2028-10-28      | Floating      | 12.14%                | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                                                        | EAB Global, Inc.                                                                        | CUSIP: 26835CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39600 | PA      | $38016.00     | 0.00%             | 2024-12-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                           | CQP Holdco LP                                                                           | CUSIP: 12657QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750684 | PA      | $746202.55    | 0.06%             | 2028-05-26      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                             | Asurion LLC                                                                             | CUSIP: 04649VAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1314908 | PA      | $1169452.45   | 0.09%             | 2023-12-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Truck Hero, Inc.                                                                        | Truck Hero, Inc.                                                                        | CUSIP: 89778PAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122812 | PA      | $104851.17    | 0.01%             | 2028-01-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                           | Univision Communications Inc.                                                           | CUSIP: 914908BC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148773 | PA      | $146196.22    | 0.01%             | 2026-03-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                                 | First Student Bidco Inc                                                                 | CUSIP: 33718FAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119611 | PA      | $107774.15    | 0.01%             | 2028-07-13      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                                 | First Student Bidco Inc                                                                 | CUSIP: 33718FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44485 | PA      | $40083.03     | 0.00%             | 2028-07-12      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                                                     | Bally's Corporation                                                                     | CUSIP: 05875CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    252450 | PA      | $232948.24    | 0.02%             | 2028-08-05      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                                         | Whatabrands LLC                                                                         | CUSIP: 96244UAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    351624 | PA      | $339390.69    | 0.03%             | 2028-07-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| RC Buyer, Inc.                                                                          | RC Buyer, Inc.                                                                          | CUSIP: 74934KAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54312 | PA      | $50612.73     | 0.00%             | 2028-07-28      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                                                    | Berlin Packaging LLC                                                                    | CUSIP: 08511LAX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15709 | PA      | $15083.49     | 0.00%             | 2028-03-11      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Mattress Firm Inc                                                                       | Mattress Firm Inc                                                                       | CUSIP: 57723CAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95196 | PA      | $80797.69     | 0.01%             | 2028-09-21      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                                   | Citadel Securities LP                                                                   | CUSIP: 17288YAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $98781.00     | 0.01%             | 2028-02-02      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                                   | Applied Systems, Inc.                                                                   | CUSIP: 03827FBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $59655.00     | 0.00%             | 2026-09-19      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                         | ABG Intermediate Holdings 2 LLC                                                         | CUSIP: 00076VAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $54600.00     | 0.00%             | 2029-12-10      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                         | ABG Intermediate Holdings 2 LLC                                                         | CUSIP: 00076VAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242150 | PA      | $233977.43    | 0.02%             | 2028-12-08      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                                                             | Amynta Agency Borrower Inc.                                                             | CUSIP: 57810JAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $62075.00     | 0.00%             | 2025-02-28      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F012619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7800000 | PA      | $6020156.22   | 0.47%             | 2053-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ares XXXIV CLO, Ltd.                                                                    | Ares XXXIV CLO, Ltd.                                                                    | CUSIP: 04015GAP4<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | US        |    303000 | PA      | $296832.13    | 0.02%             | 2033-04-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Ares XLI CLO Ltd.                                                                       | Ares XLI CLO Ltd.                                                                       | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | US        |   2135000 | PA      | $2072006.83   | 0.16%             | 2034-04-17      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ares LIV CLO Ltd                                                                        | Ares LIV CLO Ltd                                                                        | CUSIP: 04017WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    778000 | PA      | $763090.41    | 0.06%             | 2032-10-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                                      | CSN Resources S.A.                                                                      | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70897.47     | 0.01%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CTR Partnership, L.P.                                                                   | CTR Partnership, L.P.                                                                   | CUSIP: 126458AE8<br>LEI: 254900L7G64R08G6RJ22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92889.26     | 0.01%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cano Health, LLC                                                                        | Cano Health, LLC                                                                        | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15127.81     | 0.00%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                     | Cenovus Energy Inc.                                                                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |    149000 | PA      | $134627.19    | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                     | Cenovus Energy Inc.                                                                     | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1116226.72   | 0.09%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Central American Bottling Corporation                                                   | Central American Bottling Corporation                                                   | CUSIP: 15239XAA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65508.06     | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dryden 98 CLO Ltd                                                                       | Dryden 98 CLO Ltd                                                                       | CUSIP: 26248AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    591000 | PA      | $570683.78    | 0.04%             | 2035-04-20      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                         | EQT Corporation                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2600 | NS      | $87958.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQM Midstream Partners, LP                                                              | EQM Midstream Partners, LP                                                              | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191038.43    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                              | Presidencia de la Republica de El Salvador                                              | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |     20000 | PA      | $7775.00      | 0.00%             | 2041-02-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133AUDT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    141460 | PA      | $116149.56    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140JJE96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9376 | PA      | $9086.13      | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140LNHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    247898 | PA      | $204162.97    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                        | AutoNation, Inc.                                                                        | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $104156.84    | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73121.48     | 0.01%             | 2500-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRF S.A.                                                                                | BRF S.A.                                                                                | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59198.04     | 0.00%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                                     | CF Industries, Inc.                                                                     | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4267.43      | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                          | Community Health Systems, Inc.                                                          | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    145000 | PA      | $121366.09    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                               | Cablevision Lightpath LLC                                                               | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26192.53     | 0.00%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                             | Caesars Entertainment, Inc.                                                             | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      1900 | NS      | $79040.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                                             | Caesars Entertainment, Inc.                                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89451.89     | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XV CLO Ltd                                                                | Cedar Funding XV CLO Ltd                                                                | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1052000 | PA      | $1013179.10   | 0.08%             | 2035-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                     | Centene Corporation                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    495000 | PA      | $420071.85    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHC Commercial Mortgage Trust 2019-CHC                                                  | CHC Commercial Mortgage Trust 2019-CHC                                                  | CUSIP: 162665AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236216 | PA      | $226918.06    | 0.02%             | 2034-06-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                            | Cleco Corporate Holdings LLC                                                            | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1261809.44   | 0.10%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                   | Cleveland-Cliffs Inc.                                                                   | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88567.11     | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    350000 | PA      | $268206.40    | 0.02%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $29887.45     | 0.00%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                          | Commonwealth Bank of Australia                                                          | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | US        |    384000 | PA      | $317124.86    | 0.02%             | 2034-09-12      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                             | Continental Resources, Inc.                                                             | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    876000 | PA      | $872165.13    | 0.07%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2013-1 Ltd                                                              | Eaton Vance CLO 2013-1 Ltd                                                              | CUSIP: 27830BBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $263337.21    | 0.02%             | 2034-01-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2075466 | PA      | $1858554.05   | 0.14%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QCKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1265411 | PA      | $1132764.39   | 0.09%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3805302.38   | 0.30%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enlink Midstream, LLC                                                                   | Enlink Midstream, LLC                                                                   | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186014.36    | 0.01%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1155626 | PA      | $948494.50    | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140FKFZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14942 | PA      | $13972.69     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                                              | Golden Entertainment, Inc.                                                              | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295829.44    | 0.02%             | 2026-04-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                         | Hess Infrastructure Partners LP                                                         | CUSIP: 428102AF4<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41385.17     | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                | Service Properties Trust                                                                | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    170000 | PA      | $113956.51    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Illinois, State of                                                                      | Illinois, State of                                                                      | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2535000 | PA      | $2432938.11   | 0.19%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    160000 | PA      | $192204.80    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                              | Itau Unibanco Holding S.A.                                                              | CUSIP: 46556UAB0<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151245.49    | 0.01%             | 2500-12-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                            | Match Group Holdings II, LLC                                                            | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36775.63     | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                            | Match Group Holdings II, LLC                                                            | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    140000 | PA      | $107245.80    | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    207771 | PA      | $171569.45    | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XFM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2999999 | PA      | $2547958.42   | 0.20%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEGlobal Canada ULC                                                                     | MEGlobal Canada ULC                                                                     | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93185.98     | 0.01%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Milos CLO, Ltd.                                                                         | Milos CLO, Ltd.                                                                         | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | US        |    915000 | PA      | $901917.33    | 0.07%             | 2030-10-21      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38381RQS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104495 | PA      | $102968.00    | 0.01%             | 2049-02-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International, LLC                                                    | Graphic Packaging International, LLC                                                    | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38442.18     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Limited                                                               | Mineral Resources Limited                                                               | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142975.38    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Network I2I Limited                                                                     | Network I2I Limited                                                                     | CUSIP: 64132NAA4<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114000.00    | 0.01%             | 2500-12-31      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                                   | Gray Television, Inc.                                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65119.92     | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Guara Norte S.a r.l.                                                                    | Guara Norte S.a r.l.                                                                    | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | US        |    182114 | PA      | $153920.67    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Network I2I Limited                                                                     | Network I2I Limited                                                                     | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43580.88     | 0.00%             | 2500-12-31      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                      | Newell Brands Inc.                                                                      | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21602.34     | 0.00%             | 2036-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ModivCare Inc.                                                                          | ModivCare Inc.                                                                          | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33702.73     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                 | Molina Healthcare, Inc.                                                                 | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76441.56     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                | SREIT Commercial Mortgage Trust 2021-MFP                                                | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105000 | PA      | $1062924.14   | 0.08%             | 2023-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                | Spectrum Management Holding Company, LLC                                                | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    425000 | PA      | $372900.23    | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                          | TransDigm Inc.                                                                          | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59447.07     | 0.00%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $5504297.26   | 0.43%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102348.88    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                           | Petrobras Global Finance B.V.                                                           | CUSIP: 71645WAQ4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66325.00     | 0.01%             | 2040-01-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36390000 | PA      | $25387709.12  | 1.97%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                            | Viatris Inc.                                                                            | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    560000 | PA      | $346891.72    | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                           | Petrobras Global Finance B.V.                                                           | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78646.23     | 0.01%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25934.00     | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   8670000 | PA      | $5554262.10   | 0.43%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    260000 | PA      | $235622.92    | 0.02%             | 2026-01-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VLS Commercial Mortgage Trust 2020-LAB                                                  | VLS Commercial Mortgage Trust 2020-LAB                                                  | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1051000 | PA      | $812957.01    | 0.06%             | 2030-10-11      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                               | Renaissance Holding Corp.                                                               | CUSIP: 75972JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57592 | PA      | $54799.06     | 0.00%             | 2025-05-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $150075.15    | 0.01%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Twilio Inc.                                                                             | Twilio Inc.                                                                             | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56878.07     | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                                                    | AppLovin Corporation                                                                    | CUSIP: 03835EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213195 | PA      | $204711.77    | 0.02%             | 2026-07-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll, LLC                                                              | Cast and Crew Payroll, LLC                                                              | CUSIP: 14835JAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170324 | PA      | $167648.63    | 0.01%             | 2026-02-07      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Twilio Inc.                                                                             | Twilio Inc.                                                                             | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59549.54     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                                          | Coherent Corp.                                                                          | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    420000 | PA      | $363396.50    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                                         | MED ParentCo LP                                                                         | CUSIP: 58401DAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87583 | PA      | $74404.55     | 0.01%             | 2026-08-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Da Vinci Purchaser Corp.                                                                | Da Vinci Purchaser Corp.                                                                | CUSIP: 23343FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170784 | PA      | $154559.38    | 0.01%             | 2026-12-10      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Harbourvest Partners, LLC                                                               | Harbourvest Partners, LLC                                                               | CUSIP: 41165QAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137758 | PA      | $136690.49    | 0.01%             | 2025-02-21      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                  | Aramark Services, Inc.                                                                  | CUSIP: 03852JAR2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116562 | PA      | $114318.67    | 0.01%             | 2026-12-04      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Learning Care Group (US) No. 2 Inc.                                                     | Learning Care Group (US) No. 2 Inc.                                                     | CUSIP: 52201CAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35339 | PA      | $34278.66     | 0.00%             | 2025-03-13      | Floating      | 13.23%                | No            |                  3 | On Loan: No      |
| Learning Care Group (US) No. 2 Inc.                                                     | Learning Care Group (US) No. 2 Inc.                                                     | CUSIP: 52201CAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35526 | PA      | $34460.52     | 0.00%             | 2025-03-13      | Floating      | 12.73%                | No            |                  3 | On Loan: No      |
| Bombardier Recreational Products, Inc.                                                  | Bombardier Recreational Products, Inc.                                                  | CUSIP: 09776MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     54028 | PA      | $52204.33     | 0.00%             | 2027-05-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ingersoll-Rand Services Company                                                         | Ingersoll-Rand Services Company                                                         | CUSIP: 365556AU3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111838 | PA      | $110789.58    | 0.01%             | 2027-02-05      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| W.R. Grace & Co.-Conn.                                                                  | W.R. Grace & Co.-Conn.                                                                  | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148872 | PA      | $145802.44    | 0.01%             | 2028-08-11      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                        | Trans Union, LLC                                                                        | CUSIP: 89334GAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201517 | PA      | $199278.41    | 0.02%             | 2028-11-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                               | Zayo Group Holdings, Inc.                                                               | CUSIP: 98919XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    499200 | PA      | $402959.40    | 0.03%             | 2027-02-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.                                                | Travelport Finance (Luxembourg) S.a.r.l.                                                | CUSIP: L9308UAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112693 | PA      | $112680.21    | 0.01%             | 2025-02-28      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| Chobani, LLC                                                                            | Chobani, LLC                                                                            | CUSIP: 17026YAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136293 | PA      | $133339.71    | 0.01%             | 2027-10-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AVSC Holding Corp.                                                                      | AVSC Holding Corp.                                                                      | CUSIP: 00241YAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173081 | PA      | $158304.99    | 0.01%             | 2025-12-05      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                                                          | Arcis Golf LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    153838 | PA      | $149606.97    | 0.01%             | 2028-11-24      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell, Inc.                                                                   | Cincinnati Bell, Inc.                                                                   | CUSIP: 17187MAS9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79400 | PA      | $77812.00     | 0.01%             | 2028-11-17      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| LIDS Holdings, Inc.                                                                     | LIDS Holdings, Inc.                                                                     | CUSIP: 53173EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32000 | PA      | $29600.00     | 0.00%             | 2026-12-03      | Floating      | 9.93%                 | No            |                  3 | On Loan: No      |
| Anticimex International AB                                                              | Anticimex International AB                                                              | CUSIP: W8189EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44550 | PA      | $43102.13     | 0.00%             | 2028-11-16      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                                                          | US Radiology Specialists, Inc.                                                          | CUSIP: 90372AAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73879 | PA      | $66548.92     | 0.01%             | 2027-12-10      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Gemini HDPE LLC                                                                         | Gemini HDPE LLC                                                                         | CUSIP: 36866KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92636 | PA      | $91073.70     | 0.01%             | 2027-12-11      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168932 | PA      | $164234.29    | 0.01%             | 2029-02-07      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                   | Del Monte Foods, Inc.                                                                   | CUSIP: 24521TAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $193812.00    | 0.02%             | 2029-02-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Upstream Rehabilition, Inc.                                                             | Upstream Rehabilition, Inc.                                                             | CUSIP: 91678HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142502 | PA      | $122433.84    | 0.01%             | 2026-11-20      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                                | Alterra Mountain Company                                                                | CUSIP: 46124CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    166389 | PA      | $163998.08    | 0.01%             | 2028-07-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                                          | Intelsat Jackson Holdings S.A.                                                          | CUSIP: L5137LAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1086063 | PA      | $1046497.26   | 0.08%             | 2029-01-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                     | Clydesdale Acquisition Holdings Inc                                                     | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746250 | PA      | $709250.93    | 0.06%             | 2029-03-30      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| LHS Borrower, LLC                                                                       | LHS Borrower, LLC                                                                       | CUSIP: 50204EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163762 | PA      | $133261.73    | 0.01%             | 2029-02-02      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                         | Antofagasta PLC                                                                         | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160637.56    | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                                       | Arches Buyer Inc.                                                                       | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47059.00     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                                       | Arches Buyer Inc.                                                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16049.05     | 0.00%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14849994 | PA      | $14318678.83  | 1.11%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132LQWA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    110665 | PA      | $107336.34    | 0.01%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133AKVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    136838 | PA      | $112653.58    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133B65B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    999901 | PA      | $848766.85    | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    804167 | PA      | $685759.43    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140JMNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21641 | PA      | $20958.25     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty, L.P.                                                                     | Kilroy Realty, L.P.                                                                     | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    925000 | PA      | $840784.12    | 0.07%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                        | LCM Investments Holdings II, LLC                                                        | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32308.67     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSB Industries, Inc.                                                                    | LSB Industries, Inc.                                                                    | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173126.67    | 0.01%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-MEAD                                                | Morgan Stanley Capital I Trust 2019-MEAD                                                | CUSIP: 61771LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1163000 | PA      | $1084647.41   | 0.08%             | 2024-11-13      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                                     | CNT Holdings I Corp                                                                     | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147375 | PA      | $142401.09    | 0.01%             | 2027-10-16      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Help At Home, Inc.                                                                      | Help At Home, Inc.                                                                      | CUSIP: 40467AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46337 | PA      | $44078.33     | 0.00%             | 2027-10-20      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                                         | Go Daddy Operating Company, LLC                                                         | CUSIP: 38017BAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121875 | PA      | $120580.69    | 0.01%             | 2027-08-10      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| WIN Waste Innovations Holdings, Inc.                                                    | WIN Waste Innovations Holdings, Inc.                                                    | CUSIP: 38723BAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133643 | PA      | $127295.15    | 0.01%             | 2028-03-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BW Gas & Convenience Holdings, LLC                                                      | BW Gas & Convenience Holdings, LLC                                                      | CUSIP: 05604YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73875 | PA      | $70920.00     | 0.01%             | 2028-03-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                         | CoreLogic, Inc.                                                                         | CUSIP: 21870FBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    510692 | PA      | $424512.62    | 0.03%             | 2028-04-14      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                             | Asurion LLC                                                                             | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $112064.70    | 0.01%             | 2029-01-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Worldwide Express Operations, LLC                                                       | Worldwide Express Operations, LLC                                                       | CUSIP: 00435UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124062 | PA      | $113086.69    | 0.01%             | 2028-07-22      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                                                                    | Patagonia Holdco LLC                                                                    | CUSIP: 70289FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174562 | PA      | $138122.58    | 0.01%             | 2029-08-01      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                                         | Go Daddy Operating Company, LLC                                                         | CUSIP: 38017BAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183644 | PA      | $183158.93    | 0.01%             | 2029-10-21      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V.                                             | Axalta Coating Systems Dutch Holding B B.V.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55000 | PA      | $55000.00     | 0.00%             | 2029-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                      | Leviathan Bond Ltd                                                                      | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | US        |     25000 | PA      | $24187.50     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                     | Ally Financial Inc.                                                                     | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1457921.29   | 0.11%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| Ashton Woods USA L.L.C.                                                                 | Ashton Woods USA L.L.C.                                                                 | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $44521.18     | 0.00%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140J8DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1510374 | PA      | $1443575.66   | 0.11%             | 2036-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QEDW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1953653 | PA      | $1744588.01   | 0.14%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QNLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    144524 | PA      | $118529.62    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    846111 | PA      | $847731.96    | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X4M37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1758864 | PA      | $1667911.43   | 0.13%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X4PY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1834246 | PA      | $1806450.58   | 0.14%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                                 | Bath & Body Works, Inc.                                                                 | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113424.58    | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Levi Strauss & Co.                                                                      | Levi Strauss & Co.                                                                      | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79646.72     | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nexa Resources S.A.                                                                     | Nexa Resources S.A.                                                                     | CUSIP: 65290DAA1<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116869.82    | 0.01%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                     | Government of the Sultanate of Oman                                                     | CUSIP: 682051AC1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $48500.35     | 0.00%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                     | Government of the Sultanate of Oman                                                     | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $50061.65     | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                     | Government of the Sultanate of Oman                                                     | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $200754.00    | 0.02%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                     | Restaurant Brands International Limited Partnership                                     | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152879.83    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                     | Restaurant Brands International Limited Partnership                                     | CUSIP: 68245XAK5<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59698.69     | 0.00%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $56924.16     | 0.00%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     40000 | PA      | $29349.52     | 0.00%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $44561.80     | 0.00%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                           | Surgery Center Holdings, Inc.                                                           | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97127.79     | 0.01%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                             | Onemain Finance Corporation                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285245.72    | 0.02%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                              | Sprint Capital Corporation                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    665000 | PA      | $691563.16    | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                          | The Democratic Socialist Republic of Sri Lanka                                          | CUSIP: 85227SAR7<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | US        |     15000 | PA      | $4650.00      | 0.00%             | 2026-07-18      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                    | Urzad Rady Ministrow                                                                    | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $95354.73     | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $2700578.68   | 0.21%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13064 | PA      | $12747.97     | 0.00%             | 2027-01-24      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                              | Froneri International Ltd.                                                              | CUSIP: G3679YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54931 | PA      | $53366.77     | 0.00%             | 2027-01-29      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                                                | Vertiv Group Corporation                                                                | CUSIP: 92537EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    331053 | PA      | $318777.17    | 0.02%             | 2027-03-02      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Tory Burch LLC                                                                          | Tory Burch LLC                                                                          | CUSIP: 89148GAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207557 | PA      | $191039.73    | 0.01%             | 2028-04-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                                                  | HighTower Holdings LLC                                                                  | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168523 | PA      | $153917.40    | 0.01%             | 2026-04-08      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                             | Allied Universal Holdco LLC                                                             | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    336868 | PA      | $319394.62    | 0.02%             | 2028-05-04      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                   | United Airlines, Inc.                                                                   | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    383175 | PA      | $377641.95    | 0.03%             | 2028-04-14      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                                                             | Jazz Financing Lux S.a.r.l.                                                             | CUSIP: G5080AAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    561395 | PA      | $555690.74    | 0.04%             | 2028-04-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Apro, LLC                                                                               | Apro, LLC                                                                               | CUSIP: 03834XAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156068 | PA      | $151125.80    | 0.01%             | 2026-11-14      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                                                         | LaserShip, Inc.                                                                         | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98750 | PA      | $70317.90     | 0.01%             | 2028-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                                | Standard Industries Inc.                                                                | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75630 | PA      | $74630.93     | 0.01%             | 2028-08-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                              | Presidencia de la Republica de El Salvador                                              | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | DE        |     20000 | PA      | $7950.00      | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912833X96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $6378202.58   | 0.49%             | 2035-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                                   | Howmet Aerospace Inc.                                                                   | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9715.00      | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                              | The Arab Republic of Egypt                                                              | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |    530000 | PA      | $474343.11    | 0.04%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                              | The Arab Republic of Egypt                                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |    120000 | PA      | $73860.48     | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    350828 | PA      | $290797.35    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $891571.37    | 0.07%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMH23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1843880 | PA      | $1572958.47   | 0.12%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    419755 | PA      | $344650.64    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    473960 | PA      | $389157.06    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $849860.10    | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    228358 | PA      | $202528.92    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-MEAD                                                | Morgan Stanley Capital I Trust 2019-MEAD                                                | CUSIP: 61771LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161000 | PA      | $141957.16    | 0.01%             | 2024-11-13      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                     | Morocco, Kingdom of                                                                     | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | US        |     15000 | PA      | $12881.90     | 0.00%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                          | Nigeria, Federal Government of                                                          | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |    250000 | PA      | $192812.75    | 0.01%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber, LLC                                                                    | Northwest Fiber, LLC                                                                    | CUSIP: 667449AA0<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |    280000 | PA      | $260977.91    | 0.02%             | 2028-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Northwest Fiber, LLC                                                                    | Northwest Fiber, LLC                                                                    | CUSIP: 667449AC6<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27030.08     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber, LLC                                                                    | Northwest Fiber, LLC                                                                    | CUSIP: 667449AD4<br>LEI: 254900LE3FBC16P2QY79 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56821.54     | 0.00%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tiaa Asset Management, LLC                                                              | Tiaa Asset Management, LLC                                                              | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $397420.94    | 0.03%             | 2028-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                                | OCP S.A.                                                                                | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18800.00     | 0.00%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                        | Omega Healthcare Investors, Inc.                                                        | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    852000 | PA      | $700755.35    | 0.05%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                             | Onemain Finance Corporation                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $149121.18    | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                           | Organon & Co.                                                                           | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303178.60    | 0.02%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                                     | Owens & Minor, Inc.                                                                     | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47684.80     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                 | PBF Holding Company LLC                                                                 | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150452.71    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                  | PT Pertamina (Persero)                                                                  | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38324.58     | 0.00%             | 2050-01-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| 1MDB Global Investments Limited                                                         | 1MDB Global Investments Limited                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $975000.00    | 0.08%             | 2023-03-09      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Signal Parent, Inc                                                                      | Signal Parent, Inc                                                                      | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157600 | PA      | $93902.81     | 0.01%             | 2028-03-24      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Virgin Pulse, Inc.                                                                      | Virgin Pulse, Inc.                                                                      | CUSIP: 92770HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178409 | PA      | $150398.39    | 0.01%             | 2028-03-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| GT Polaris, Inc.                                                                        | GT Polaris, Inc.                                                                        | CUSIP: 68627BAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127730 | PA      | $116074.51    | 0.01%             | 2027-09-24      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                                                        | ACProducts, Inc.                                                                        | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $26055.05     | 0.00%             | 2028-06-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                           | Univision Communications Inc.                                                           | CUSIP: 914908BB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    476400 | PA      | $461117.09    | 0.04%             | 2028-05-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CWGS Group, LLC                                                                         | CWGS Group, LLC                                                                         | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28221 | PA      | $26033.44     | 0.00%             | 2028-05-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                       | Polaris Newco LLC                                                                       | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    708350 | PA      | $644853.90    | 0.05%             | 2028-06-03      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                                  | Crown Finance US, Inc.                                                                  | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155961 | PA      | $152793.69    | 0.01%             | 2023-09-09      | Floating      | 14.21%                | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                                    | Neptune Bidco US Inc                                                                    | CUSIP: 64069JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335000 | PA      | $298361.05    | 0.02%             | 2029-04-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| ATI Inc.                                                                                | ATI Inc.                                                                                | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    391000 | PA      | $373696.63    | 0.03%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                     | Ally Financial Inc.                                                                     | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    349000 | PA      | $338063.35    | 0.03%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                     | Ally Financial Inc.                                                                     | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $469885.72    | 0.04%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                      | AmWINS Group, Inc.                                                                      | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47221.43     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avantor, Inc.                                                                           | Avantor, Inc.                                                                           | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    285000 | PA      | $258789.45    | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR                                     | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                     | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87624.86     | 0.01%             | 2024-11-07      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                   | BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                   | CUSIP: 05530SAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94644.00     | 0.01%             | 2024-01-16      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| BWXT Government Group, Inc.                                                             | BWXT Government Group, Inc.                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157084.76    | 0.01%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-GPA                                                                       | BX Trust 2022-GPA                                                                       | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    652000 | PA      | $647929.11    | 0.05%             | 2024-08-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Bellring Intermediate Holdings, Inc.                                                    | Bellring Intermediate Holdings, Inc.                                                    | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87033.51     | 0.01%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                          | Community Health Systems, Inc.                                                          | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    625000 | PA      | $569791.20    | 0.04%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIM Retail Portfolio Trust 2021-RETL                                                    | CIM Retail Portfolio Trust 2021-RETL                                                    | CUSIP: 12566BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11964 | PA      | $11799.50     | 0.00%             | 2023-08-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                | Comstock Resources, Inc.                                                                | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103827.22    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                                                         | Crestwood Midstream Partners LP                                                         | CUSIP: 226373AR9<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92237.98     | 0.01%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                             | Crocs, Inc.                                                                             | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77405.58     | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                                    | Endeavour Mining PLC                                                                    | CUSIP: 29261HAA3<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169455.77    | 0.01%             | 2026-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3131Y0KP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    372094 | PA      | $346218.98    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    280769 | PA      | $247850.16    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                              | First Quantum Minerals Ltd                                                              | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48896.86     | 0.00%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                              | First Quantum Minerals Ltd                                                              | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213948.09    | 0.02%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780BW5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    220000 | PA      | $228236.14    | 0.02%             | 2046-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | SG        |     90000 | PA      | $77289.39     | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intown 2022-Stay Mortgage Trust                                                         | Intown 2022-Stay Mortgage Trust                                                         | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098000 | PA      | $1090803.60   | 0.08%             | 2024-08-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58732.57     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                   | PT Freeport Indonesia                                                                   | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174586.56    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Pakistan, Government of                                                                 | Pakistan, Government of                                                                 | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $58362.50     | 0.00%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                            | Performance Food Group, Inc.                                                            | CUSIP: 71376LAD2<br>LEI: 549300EUK8GR9IT1YK57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210302.95    | 0.02%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                            | Performance Food Group, Inc.                                                            | CUSIP: 71376LAE0<br>LEI: 549300EUK8GR9IT1YK57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43314.46     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |    325000 | PA      | $269572.88    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $25129.30     | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master                                                                   | Planet Fitness Master                                                                   | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |    682840 | PA      | $590661.65    | 0.05%             | 2026-12-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                         | Ministry of Diwan Amiri Affairs                                                         | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |    340000 | PA      | $329252.26    | 0.03%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stericycle, Inc.                                                                        | Stericycle, Inc.                                                                        | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148403.19    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33099.02     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                           | Tallgrass Energy Partners, LP                                                           | CUSIP: 87470LAH4<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504395.21    | 0.04%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                           | Tallgrass Energy Partners, LP                                                           | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $169605.97    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tanger Properties Limited Partnership                                                   | Tanger Properties Limited Partnership                                                   | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2724792.90   | 0.21%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                             | Targa Resources Partners LP                                                             | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403883.94    | 0.03%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                      | Alliant Holdings Intermediate, LLC                                                      | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22518.97     | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1736109.40   | 0.13%             | 2038-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                          | TopBuild Corp.                                                                          | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $158430.62    | 0.01%             | 2032-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                          | Transocean Inc                                                                          | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185809.33    | 0.01%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                           | Asbury Automotive Group, Inc.                                                           | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53622.39     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                             | BNP Paribas                                                                             | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1031898.87   | 0.08%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                            | Viatris Inc.                                                                            | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    147000 | PA      | $133173.32    | 0.01%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5123000 | PA      | $4749419.57   | 0.37%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                          | CSMC 2019-ICE4                                                                          | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $122192.55    | 0.01%             | 2036-05-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                     | Cenovus Energy Inc.                                                                     | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |    124000 | PA      | $128327.22    | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-FCMT                                         | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                         | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688000 | PA      | $640236.15    | 0.05%             | 2024-05-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ziggo B.V.                                                                              | Ziggo B.V.                                                                              | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83615.21     | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    240000 | PA      | $234900.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                              | Dryden 37 Senior Loan Fund                                                              | CUSIP: 26246BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    798000 | PA      | $775109.37    | 0.06%             | 2035-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Recorded Books Inc.                                                                     | Recorded Books Inc.                                                                     | CUSIP: 37610GAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $58564.20     | 0.00%             | 2025-08-29      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber, LLC                                                                    | Northwest Fiber, LLC                                                                    | CUSIP: 66743UAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170098 | PA      | $164824.98    | 0.01%             | 2027-04-30      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                         | EQT Corporation                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152301.13    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                   | EG Global Finance PLC                                                                   | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | US        |    441000 | PA      | $381465.00    | 0.03%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Empire Today, LLC                                                                       | Empire Today, LLC                                                                       | CUSIP: 29210RAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78998 | PA      | $58631.15     | 0.00%             | 2028-04-01      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                             | DG Investment Intermediate Holdings 2, Inc.                                             | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14775 | PA      | $14110.59     | 0.00%             | 2024-12-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                   | EG Global Finance PLC                                                                   | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | US        |    234000 | PA      | $219170.66    | 0.02%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Eldorado Resorts, Inc.                                                                  | Eldorado Resorts, Inc.                                                                  | CUSIP: 28470RAK8<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299954.08    | 0.02%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                             | DG Investment Intermediate Holdings 2, Inc.                                             | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $65874.75     | 0.01%             | 2029-03-18      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance, S.A.                                                       | Consolidated Energy Finance, S.A.                                                       | CUSIP: L1957LAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138250 | PA      | $131683.13    | 0.01%             | 2025-05-07      | Floating      | 7.72%                 | No            |                  3 | On Loan: No      |
| Sabre GLBL Inc.                                                                         | Sabre GLBL Inc.                                                                         | CUSIP: 78571YBG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34001 | PA      | $30856.01     | 0.00%             | 2027-12-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Employbridge LLC                                                                        | Employbridge LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    143550 | PA      | $116335.79    | 0.01%             | 2028-07-16      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                                                  | DirecTV Financing, LLC                                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161040 | PA      | $156443.99    | 0.01%             | 2027-07-22      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc.                                                          | CCC Intelligent Solutions Inc.                                                          | CUSIP: 12511BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74250 | PA      | $73507.50     | 0.01%             | 2028-09-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                                                            | Reynolds Group Holdings Inc.                                                            | CUSIP: 76173FAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11758 | PA      | $11583.26     | 0.00%             | 2028-09-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                                                              | Broadstreet Partners, Inc.                                                              | CUSIP: 11132VAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49375 | PA      | $47893.75     | 0.00%             | 2027-01-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                              | Restoration Hardware, Inc.                                                              | CUSIP: 76133MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128375 | PA      | $117816.16    | 0.01%             | 2028-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                                       | Advantage Sales & Marketing, Inc.                                                       | CUSIP: 00769EAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    379223 | PA      | $312195.16    | 0.02%             | 2027-10-28      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Sophia, L.P.                                                                            | Sophia, L.P.                                                                            | CUSIP: 83578BAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    290117 | PA      | $279420.53    | 0.02%             | 2027-10-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                | Abu Dhabi, Government of                                                                | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    105000 | PA      | $75009.17     | 0.01%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12198781 | PA      | $12031544.64  | 0.93%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133AE2E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1052215 | PA      | $927942.32    | 0.07%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    321173 | PA      | $294096.27    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140HMV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     74865 | PA      | $72549.01     | 0.01%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140HPX77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8987 | PA      | $8351.63      | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140JGYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20359 | PA      | $19729.37     | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140KLDQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     88434 | PA      | $72694.18     | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140LWA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1049896 | PA      | $936806.36    | 0.07%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XJBR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    624937 | PA      | $544703.33    | 0.04%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XJM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1188024 | PA      | $1120835.50   | 0.09%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                    | Frontier Communications Parent, Inc.                                                    | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82675.29     | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                   | Frontier Communications Holdings, LLC                                                   | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12022 | PA      | $9322.62      | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553801 | PA      | $537047.77    | 0.04%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gabon, Government of                                                                    | Gabon, Government of                                                                    | CUSIP: 362420AE1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $65498.72     | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38380HES7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    278921 | PA      | $250341.85    | 0.02%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corporation                                                   | Great Lakes Dredge & Dock Corporation                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46376.19     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Grifols Escrow Issuer S.A.                                                              | Grifols Escrow Issuer S.A.                                                              | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173040.70    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Moog Inc.                                                                               | Moog Inc.                                                                               | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87763.07     | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-NUGS                                                | Morgan Stanley Capital I Trust 2019-NUGS                                                | CUSIP: 61692AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $862283.70    | 0.07%             | 2036-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70988.59     | 0.01%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    435000 | PA      | $361050.00    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    741000 | PA      | $513421.35    | 0.04%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $1855310.91   | 0.14%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Sise ve Cam Fabrikalari Anonim Sirketi                                          | Turkiye Sise ve Cam Fabrikalari Anonim Sirketi                                          | CUSIP: 90016AAB6<br>LEI: 789000KWOK751Q6R8875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97432.53     | 0.01%             | 2026-03-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: 903724BM3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     65000 | PA      | $12350.00     | 0.00%             | 2034-09-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wynn Las Vegas, LLC                                                                     | Wynn Las Vegas, LLC                                                                     | CUSIP: 983130AX3<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144808.54    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                                | YPF S.A.                                                                                | CUSIP: 984245AK6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | US        |    192500 | PA      | $182794.50    | 0.01%             | 2024-04-04      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                         | CommScope, Inc.                                                                         | CUSIP: 20337EAQ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    394760 | PA      | $371172.66    | 0.03%             | 2026-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Rockwood Service Corporation                                                            | Rockwood Service Corporation                                                            | CUSIP: 77447JAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156586 | PA      | $154140.07    | 0.01%             | 2026-12-21      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                         | TransDigm, Inc.                                                                         | CUSIP: 89364MBR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    962652 | PA      | $949732.75    | 0.07%             | 2023-06-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                                                            | Reynolds Group Holdings Inc.                                                            | CUSIP: 76173FAW7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36297 | PA      | $35809.51     | 0.00%             | 2026-02-03      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                                            | Alliance Laundry Systems LLC                                                            | CUSIP: 01862LAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193857 | PA      | $189834.60    | 0.01%             | 2027-09-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                                                         | Greeneden U.S. Holdings II, LLC                                                         | CUSIP: 39479UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54842 | PA      | $52545.86     | 0.00%             | 2027-10-08      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| WOOF Holdings, Inc                                                                      | WOOF Holdings, Inc                                                                      | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222055 | PA      | $208360.78    | 0.02%             | 2027-12-16      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| AEA International Holdings (Lux) S.a.r.l.                                               | AEA International Holdings (Lux) S.a.r.l.                                               | CUSIP: 46033XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55284 | PA      | $54593.36     | 0.00%             | 2028-08-05      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                               | AHP Health Partners, Inc.                                                               | CUSIP: 00130MAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99048 | PA      | $97129.91     | 0.01%             | 2028-08-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Electron BidCo Inc.                                                                     | Electron BidCo Inc.                                                                     | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94288 | PA      | $91671.02     | 0.01%             | 2028-10-29      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Playa Hotels & Resorts B.V.                                                             | Playa Hotels & Resorts B.V.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110000 | PA      | $107044.30    | 0.01%             | 2028-11-22      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                           | Focus Financial Partners, LLC                                                           | CUSIP: 34416DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    244388 | PA      | $241129.81    | 0.02%             | 2028-06-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |   1488941 | PA      | $409458.78    | 0.03%             | 2030-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    681508 | PA      | $178895.85    | 0.01%             | 2035-07-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    245000 | PA      | $70437.50     | 0.01%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4981100.41   | 0.39%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank 2020-BNK25                                                                         | Bank 2020-BNK25                                                                         | CUSIP: 06539WBD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $80466.24     | 0.01%             | 2063-01-18      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corporation                                                                 | Boyd Gaming Corporation                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172264.27    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                                  | Brandywine Operating Partnership, L.P.                                                  | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1175983.86   | 0.09%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $265938.19    | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $586139.70    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $146314.81    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                                     | CF Industries, Inc.                                                                     | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    525000 | PA      | $471044.58    | 0.04%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                          | Community Health Systems, Inc.                                                          | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124413.40    | 0.01%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| California Resources Corporation                                                        | California Resources Corporation                                                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1613 | NS      | $70181.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canacol Energy Ltd.                                                                     | Canacol Energy Ltd.                                                                     | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176165.49    | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                       | Capital One Financial Corporation                                                       | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    644000 | PA      | $602776.72    | 0.05%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1399008.81   | 0.11%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                           | Clearway Energy Operating LLC                                                           | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32452.30     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                     | Clydesdale Acquisition Holdings Inc                                                     | CUSIP: 18972EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43132.70     | 0.00%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    190000 | PA      | $129896.54    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $102353.70    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                                       | Consolidated Communications, Inc.                                                       | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40559.32     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                                                         | Crestwood Midstream Partners LP                                                         | CUSIP: 226373AQ1<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |    848000 | PA      | $790624.08    | 0.06%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating, LP                                                             | DCP Midstream Operating, LP                                                             | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228509.47    | 0.02%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DP World Limited                                                                        | DP World Limited                                                                        | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32763.06     | 0.00%             | 2048-09-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                         | DAE Funding LLC                                                                         | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186363.58    | 0.01%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                               | Diamond Sports Group, LLC                                                               | CUSIP: 25277LAF3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $54767.10     | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Dryden 76 CLO Ltd                                                                       | Dryden 76 CLO Ltd                                                                       | CUSIP: 26252WAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1176000 | PA      | $1143433.03   | 0.09%             | 2034-10-20      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $444353.27    | 0.03%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                                          | Entegris, Inc.                                                                          | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201078.53    | 0.02%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| ESKOM Holdings                                                                          | ESKOM Holdings                                                                          | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21957.22     | 0.00%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                      | Exelon Corporation                                                                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    174000 | PA      | $139037.10    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KJJV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    713215 | PA      | $609603.03    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QEDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    908147 | PA      | $808126.35    | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QNLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    147570 | PA      | $121074.19    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QQV93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1588060 | PA      | $1597039.23   | 0.12%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X4QF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    178827 | PA      | $175599.80    | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X7AM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    625779 | PA      | $538232.73    | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XA5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    714818 | PA      | $662708.96    | 0.05%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XAWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    631680 | PA      | $520630.49    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XBE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1123148 | PA      | $961984.47    | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                    | Frontier Communications Parent, Inc.                                                    | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    585000 | PA      | $544463.75    | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Garden SpinCo Corporation                                                               | Garden SpinCo Corporation                                                               | CUSIP: 365417AA2<br>LEI: 549300HJT9FC36N4UW43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41750.59     | 0.00%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                           | Gartner, Inc.                                                                           | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82371.11     | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holdings LLC                                                                  | Hightower Holdings LLC                                                                  | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $242755.61    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                  | Hilcorp Energy I, L.P.                                                                  | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178981.81    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                     | Hilton Grand Vacations Borrower LLC                                                     | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86813.37     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780BJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $44045.19     | 0.00%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780BR6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $78660.82     | 0.01%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Infrabuild Australia Pty Ltd                                                            | Infrabuild Australia Pty Ltd                                                            | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140292.45    | 0.01%             | 2024-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                     | Intesa Sanpaolo SPA                                                                     | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |   3028000 | PA      | $2917744.28   | 0.23%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                                    | JBS USA Food Company                                                                    | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1042737.50   | 0.08%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    579000 | PA      | $522572.53    | 0.04%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                        | Marriott Ownership Resorts, Inc.                                                        | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74892.69     | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Medco Platinum Road Pte. Ltd.                                                           | Medco Platinum Road Pte. Ltd.                                                           | CUSIP: 58406HAA8<br>LEI: 254900CW3HTAEZITE455 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223201.92    | 0.02%             | 2025-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MicroStrategy Incorporated                                                              | MicroStrategy Incorporated                                                              | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    205000 | PA      | $148624.86    | 0.01%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Millicom International Cellular SA                                                      | Millicom International Cellular SA                                                      | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125612.86    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                     | Ally Financial Inc.                                                                     | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    670000 | PA      | $650035.85    | 0.05%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                          | Nigeria, Federal Government of                                                          | CUSIP: 65412ACD2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     35000 | PA      | $34518.72     | 0.00%             | 2023-07-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                                | OCP S.A.                                                                                | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |    335000 | PA      | $280993.79    | 0.02%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                      | Altria Group, Inc.                                                                      | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12743.13     | 0.00%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    337982 | PA      | $310122.44    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $142533.00    | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $181771.20    | 0.01%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140J8CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2045938 | PA      | $1955452.66   | 0.15%             | 2036-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    838818 | PA      | $691092.03    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                        | Omega Healthcare Investors, Inc.                                                        | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   3626000 | PA      | $2805841.95   | 0.22%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                     | Government of the Sultanate of Oman                                                     | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    115000 | PA      | $107508.33    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QLWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    643662 | PA      | $550295.59    | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1106659 | PA      | $909342.44    | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                                       | 180 Medical, Inc.                                                                       | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171859.63    | 0.01%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prima Capital CRE Securitization 2021-1X                                                | Prima Capital CRE Securitization 2021-1X                                                | CUSIP: 74167CAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313000 | PA      | $305536.86    | 0.02%             | 2040-03-26      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3679244 | PA      | $3357568.41   | 0.26%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    653440 | PA      | $557633.95    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                                         | Promigas SA ESP                                                                         | CUSIP: 74348DAA5<br>LEI: 254900IXHTV7LDSFQD65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61293.68     | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                             | Prosus N.V.                                                                             | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166258.71    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    281314 | PA      | $231507.29    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    523385 | PA      | $446320.26    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ministerio De Gobierno                                                                  | Ministerio De Gobierno                                                                  | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | US        |    102040 | PA      | $66836.20     | 0.01%             | 2027-06-01      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                                      | Puget Energy, Inc.                                                                      | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    516000 | PA      | $461652.47    | 0.04%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                         | Ministry of Diwan Amiri Affairs                                                         | CUSIP: 74727PAV3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |    165000 | PA      | $155581.80    | 0.01%             | 2046-06-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Limited                                                   | Ooredoo International Finance Limited                                                   | CUSIP: 74733LAE2<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $50089.40     | 0.00%             | 2025-10-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X7HG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    718774 | PA      | $642530.20    | 0.05%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XG5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $848766.33    | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                     | Kinetik Holdings LP                                                                     | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89028.80     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                                    | Kontoor Brands, Inc.                                                                    | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24144.18     | 0.00%             | 2029-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Limited                                                   | Ooredoo International Finance Limited                                                   | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172028.04    | 0.01%             | 2031-04-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                              | Sprint Capital Corporation                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    655000 | PA      | $779166.43    | 0.06%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                          | Nigeria, Federal Government of                                                          | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $40875.72     | 0.00%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                           | NiSource Inc.                                                                           | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1099423.39   | 0.09%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Company                                                               | Stillwater Mining Company                                                               | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176673.00    | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                       | Sysco Corporation                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    332000 | PA      | $344269.60    | 0.03%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1591007.62   | 0.12%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation, S.A.B. de C.V.                                               | Orbia Advance Corporation, S.A.B. de C.V.                                               | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109253.20    | 0.01%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TMS International Corp.                                                                 | TMS International Corp.                                                                 | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50383.82     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34293.48     | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation, S.A.B. de C.V.                                               | Orbia Advance Corporation, S.A.B. de C.V.                                               | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54781.16     | 0.00%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                           | Organon & Co.                                                                           | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53125.13     | 0.00%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Tanger Properties Limited Partnership                                                   | Tanger Properties Limited Partnership                                                   | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1179753.41   | 0.09%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                | Tencent Holdings Limited                                                                | CUSIP: 88032WBA3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166279.07    | 0.01%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| PG&E Corporation                                                                        | PG&E Corporation                                                                        | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      1000 | NS      | $144240.00    | 0.01%             | 2023-08-16      | Fixed         | 5.50%                 | No            |                  1 | On Loan: No      |
| PG&E Corporation                                                                        | PG&E Corporation                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    860000 | PA      | $786963.56    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                            | Tenet Healthcare Corporation                                                            | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259336.85    | 0.02%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                | Spectrum Management Holding Company, LLC                                                | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1661476.40   | 0.13%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                        | PG&E Corporation                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    705000 | PA      | $641529.51    | 0.05%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Company                                                          | Performance Food Group Company                                                          | CUSIP: 69346VAA7<br>LEI: 549300EUK8GR9IT1YK57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170993.50    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                          | TransDigm Inc.                                                                          | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    365000 | PA      | $355704.65    | 0.03%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                          | TransDigm Inc.                                                                          | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    830000 | PA      | $779415.53    | 0.06%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PT Adaro Indonesia                                                                      | PT Adaro Indonesia                                                                      | CUSIP: 69368KAB2<br>LEI: 2549009Z0YED3S2BID40 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158925.48    | 0.01%             | 2024-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                   | PT Freeport Indonesia                                                                   | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192092.42    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Tullow Oil PLC                                                                          | Tullow Oil PLC                                                                          | CUSIP: 899415AE3<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24447.08     | 0.00%             | 2025-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19398000 | PA      | $12320759.97  | 0.96%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $62126.16     | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2020-1 Ltd                                                                     | Voya CLO 2020-1 Ltd                                                                     | CUSIP: 92918EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1175000 | PA      | $1145247.83   | 0.09%             | 2034-07-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2020-2 Ltd                                                                     | Voya CLO 2020-2 Ltd                                                                     | CUSIP: 92918HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    598000 | PA      | $585178.28    | 0.05%             | 2034-07-19      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 02351UAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36119 | PA      | $33004.10     | 0.00%             | 2028-01-31      | Floating      | 12.92%                | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11512000 | PA      | $9245575.00   | 0.72%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                        | Uniti Group Inc.                                                                        | CUSIP: 91327AAA0<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1285981.45   | 0.10%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                                          | Reynolds Consumer Products LLC                                                          | CUSIP: 76171JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148975 | PA      | $147601.82    | 0.01%             | 2027-01-30      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| kdc/one Development Corporation, Inc.                                                   | kdc/one Development Corporation, Inc.                                                   | CUSIP: C4953EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83012 | PA      | $79916.19     | 0.01%             | 2025-12-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                    | VICI Properties L.P.                                                                    | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109076.01    | 0.01%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                    | VICI Properties L.P.                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    969000 | PA      | $920507.69    | 0.07%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                           | MH Sub I, LLC                                                                           | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    371258 | PA      | $360254.01    | 0.03%             | 2024-09-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                                                        | ACProducts, Inc.                                                                        | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111000 | PA      | $82631.73     | 0.01%             | 2028-05-17      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV Designated Activity Company                      | Virgin Media Vendor Financing Notes IV Designated Activity Company                      | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $196652.26    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                           | Vistra Operations Company LLC                                                           | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222563 | PA      | $220388.38    | 0.02%             | 2025-12-11      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                              | MajorDrive Holdings IV LLC                                                              | CUSIP: 56085UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93575 | PA      | $87726.56     | 0.01%             | 2028-05-12      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                                   | SRS Distribution Inc.                                                                   | CUSIP: 78466YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340688 | PA      | $325053.35    | 0.03%             | 2028-05-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Academy, Ltd.                                                                           | Academy, Ltd.                                                                           | CUSIP: 00400YAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145944 | PA      | $144788.52    | 0.01%             | 2027-11-05      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Oravel Stays Singapore Pte. Ltd.                                                        | Oravel Stays Singapore Pte. Ltd.                                                        | CUSIP: Y7000DAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68950 | PA      | $59526.60     | 0.00%             | 2026-06-02      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8320000 | PA      | $3891550.21   | 0.30%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8320000 | PA      | $3738150.21   | 0.29%             | 2041-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                                                                  | SS&C Technologies Inc.                                                                  | CUSIP: 78466DBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111649 | PA      | $109555.21    | 0.01%             | 2025-04-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Starfruit Finco B.V                                                                     | Starfruit Finco B.V                                                                     | CUSIP: N8232NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214199 | PA      | $210879.15    | 0.02%             | 2025-09-20      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                                                      | AASET 2019-2 Trust                                                                      | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    220258 | PA      | $68280.04     | 0.01%             | 2026-10-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                                       | AIA Group Limited                                                                       | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | US        |    538000 | PA      | $385987.69    | 0.03%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                               | AHP Health Partners, Inc.                                                               | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81953.49     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASGN Incorporated                                                                       | ASGN Incorporated                                                                       | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    465000 | PA      | $421494.24    | 0.03%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                                                      | Aaset 2021-2 Trust                                                                      | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1514945 | PA      | $1217431.36   | 0.09%             | 2028-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                         | Advanced Drainage Systems, Inc.                                                         | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    425000 | PA      | $399466.26    | 0.03%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kestrel Bidco Inc.                                                                      | Kestrel Bidco Inc.                                                                      | CUSIP: C4927UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     42414 | PA      | $38477.53     | 0.00%             | 2026-07-31      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                                  | Level 3 Financing Inc.                                                                  | CUSIP: 52729KAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191668 | PA      | $183282.66    | 0.01%             | 2027-03-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15250000 | PA      | $12461633.58  | 0.97%             | 2053-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3350000 | PA      | $3359946.82   | 0.26%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MA FinanceCo., LLC                                                                      | MA FinanceCo., LLC                                                                      | CUSIP: 55280FAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32362 | PA      | $32220.24     | 0.00%             | 2025-05-28      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                                                          | Caesars Resort Collection, LLC                                                          | CUSIP: 12769LAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    527362 | PA      | $525564.19    | 0.04%             | 2025-06-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Angola, Government of                                                                   | Angola, Government of                                                                   | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $86498.00     | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Aydem Yenilenebilir Enerji Anonim Sirketi                                               | Aydem Yenilenebilir Enerji Anonim Sirketi                                               | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164000.00    | 0.01%             | 2027-02-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Axian Telecom                                                                           | Axian Telecom                                                                           | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174444.68    | 0.01%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                              | BX 2021-PAC Mortgage Trust                                                              | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $217803.88    | 0.02%             | 2038-11-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                                                | Crown Subsea Communications Holding,Inc.                                                | CUSIP: 22860EAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131096 | PA      | $127599.56    | 0.01%             | 2027-04-20      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Atkore International, Inc.                                                              | Atkore International, Inc.                                                              | CUSIP: 04765BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79262 | PA      | $78800.40     | 0.01%             | 2028-05-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                       | BX Trust 2022-IND                                                                       | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107362 | PA      | $101330.89    | 0.01%             | 2024-04-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Government of Commonwealth of the Bahamas                                               | Government of Commonwealth of the Bahamas                                               | CUSIP: 056732AJ9<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $53017.58     | 0.00%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III, LLC                                                                   | TGP Holdings III, LLC                                                                   | CUSIP: 87251RAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3571 | PA      | $2839.29      | 0.00%             | 2028-06-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Motus, LLC                                                                              | Motus, LLC                                                                              | CUSIP: 62014TAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44662 | PA      | $41480.30     | 0.00%             | 2028-11-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                             | Baidu, Inc.                                                                             | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | US        |    240000 | PA      | $212473.09    | 0.02%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1047002.91   | 0.08%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                       | CSC Holdings, LLC                                                                       | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104250.00    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                              | Corebridge Financial, Inc.                                                              | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    330000 | PA      | $263087.85    | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                                         | NEXUS Buyer LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60000 | PA      | $55375.20     | 0.00%             | 2029-10-29      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                                                     | Radiate Holdco, LLC                                                                     | CUSIP: 75025KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    326526 | PA      | $264045.51    | 0.02%             | 2026-09-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                           | Ginnie Mae II                                                                           | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    850000 | PA      | $757075.03    | 0.06%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                           | Ginnie Mae II                                                                           | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1148475.00   | 0.09%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                    | Ascend Learning, LLC                                                                    | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $89656.25     | 0.01%             | 2028-11-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                               | Great Outdoors Group, LLC                                                               | CUSIP: 07014QAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        25 | PA      | $24.03        | 0.00%             | 2028-02-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                            | Scientific Games Holdings LP                                                            | CUSIP: 80875CAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $238007.50    | 0.02%             | 2029-02-03      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                                                   | Tempo Acquisition LLC                                                                   | CUSIP: 88023HAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    305237 | PA      | $304016.43    | 0.02%             | 2028-08-31      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                            | Presidence de la Republique de Cote d'Ivoire                                            | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $144750.00    | 0.01%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | Credit Suisse Group AG                                                                  | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $1704423.73   | 0.13%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners, LP                                                            | Delek Logistics Partners, LP                                                            | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58591.28     | 0.00%             | 2028-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Dryden 90 CLO, Ltd.                                                                     | Dryden 90 CLO, Ltd.                                                                     | CUSIP: 262484AC2<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-CBDO         | CORP              | US        |    457000 | PA      | $443222.36    | 0.03%             | 2035-02-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                  | Fair Isaac Corporation                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99787.93     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                    | Frontier Communications Parent, Inc.                                                    | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122083.28    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                           | Ginnie Mae II                                                                           | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218744 | PA      | $184456.44    | 0.01%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                        | Healthcare Realty Holdings, L.P.                                                        | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    201000 | PA      | $187457.60    | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jazz Securities Designated Activity Company                                             | Jazz Securities Designated Activity Company                                             | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76299.80     | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 16 Ltd                                                                          | KKR CLO 16 Ltd                                                                          | CUSIP: 48255PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1373000 | PA      | $1322433.78   | 0.10%             | 2035-12-31      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Legends Hospitality Holding Company, LLC                                                | Legends Hospitality Holding Company, LLC                                                | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $48981.41     | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                 | MPLX LP                                                                                 | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    325000 | PA      | $259073.17    | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                 | MPLX LP                                                                                 | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477573.55    | 0.04%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance II Limited                                                    | Sapphire Aviation Finance II Limited                                                    | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    636876 | PA      | $484695.75    | 0.04%             | 2027-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                              | Government of Saudi Arabia                                                              | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | GB        |    125000 | PA      | $110403.25    | 0.01%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                              | Government of Saudi Arabia                                                              | CUSIP: 80413TAE9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |     65000 | PA      | $61914.58     | 0.00%             | 2028-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 57776DAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190168 | PA      | $184879.14    | 0.01%             | 2029-02-07      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                             | Hexion Holdings Corporation                                                             | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $39000.00     | 0.00%             | 2030-02-09      | Floating      | 11.86%                | No            |                  3 | On Loan: No      |
| Government of Saudi Arabia                                                              | Government of Saudi Arabia                                                              | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | GB        |    110000 | PA      | $98225.38     | 0.01%             | 2047-10-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                              | Government of Saudi Arabia                                                              | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $78342.00     | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy Corporation                                                              | Sunnova Energy Corporation                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58092.83     | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco Logistics Partners Operations L.P.                                               | Sunoco Logistics Partners Operations L.P.                                               | CUSIP: 86765BAV1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170587.12    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                               | Sunoco LP                                                                               | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90064.82     | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                               | Sunoco LP                                                                               | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4936.73      | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                            | Tenet Healthcare Corporation                                                            | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62740.95     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $897328.08    | 0.07%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Colibri Group LLC                                                                       | Colibri Group LLC                                                                       | CUSIP: 58175BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119398 | PA      | $110667.92    | 0.01%             | 2029-03-04      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1050000 | PA      | $985686.98    | 0.08%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |  -8950000 | PA      | $-8629757.37  | -0.67%            | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VTR Finance N.V.                                                                        | VTR Finance N.V.                                                                        | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | US        |     70000 | PA      | $27322.03     | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty, Limited Partnership                                                      | Ventas Realty, Limited Partnership                                                      | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $928170.89    | 0.07%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $1305957.49   | 0.10%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                             | Westpac Banking Corporation                                                             | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | US        |    558000 | PA      | $477354.49    | 0.04%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                            | The Williams Companies, Inc.                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1144096.90   | 0.09%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                            | Petroleos de Venezuela, S.A.                                                            | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |   8990000 | PA      | $384322.50    | 0.03%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Limetree Bay Cayman Limited                                                             | Limetree Bay Cayman Limited                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        28 | NS      | $944.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85982 | PA      | $75842.79     | 0.01%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $40719.80     | 0.00%             | 2025-04-27      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Harland Clarke Holdings Corp.                                                           | Harland Clarke Holdings Corp.                                                           | CUSIP: 181593AN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13650 | PA      | $10490.09     | 0.00%             | 2023-10-31      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Springer Nature Deutschland GmbH                                                        | Springer Nature Deutschland GmbH                                                        | CUSIP: D1200YAV9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3335 | PA      | $3298.06      | 0.00%             | 2026-08-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                                                           | RealPage, Inc                                                                           | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192562 | PA      | $182741.81    | 0.01%             | 2028-02-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                      | Groupe Solmax Inc.                                                                      | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        38 | PA      | $31.18        | 0.00%             | 2024-12-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                      | Groupe Solmax Inc.                                                                      | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27122 | PA      | $22375.59     | 0.00%             | 2024-12-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                                  | Chemours Company (The)                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64562 | PA      | $51972.60     | 0.00%             | 2028-11-15      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                                                   | MKS Instruments, Inc.                                                                   | CUSIP: 55314NAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    324188 | PA      | $319729.92    | 0.02%             | 2029-04-08      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Congruex Group LLC                                                                      | Congruex Group LLC                                                                      | CUSIP: 20729MAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134325 | PA      | $130295.25    | 0.01%             | 2029-04-26      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer, Inc.                                                                   | Charlotte Buyer, Inc.                                                                   | CUSIP: 12568YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70000 | PA      | $66179.40     | 0.01%             | 2028-02-03      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| EOS Finco Sarl                                                                          | EOS Finco Sarl                                                                          | CUSIP: 26877MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $91912.50     | 0.01%             | 2029-08-03      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc.                                                   | Bombardier Recreational Products Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    145000 | PA      | $141918.75    | 0.01%             | 2029-12-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                   | BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                   | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617000 | PA      | $593730.96    | 0.05%             | 2024-01-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                                    | BX Commercial Mortgage Trust 2019-XL                                                    | CUSIP: 056054AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472600 | PA      | $460807.67    | 0.04%             | 2036-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                                   | Booking Holdings Inc.                                                                   | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     62000 | PA      | $83143.86     | 0.01%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Booz Allen Hamilton Inc.                                                                | Booz Allen Hamilton Inc.                                                                | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31018.66     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                          | Cheniere Energy Partners, L.P.                                                          | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75668.53     | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    285000 | PA      | $237198.38    | 0.02%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1050665.50   | 0.08%             | 2053-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dryden 83 CLO, Ltd.                                                                     | Dryden 83 CLO, Ltd.                                                                     | CUSIP: 26246EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    917000 | PA      | $902062.99    | 0.07%             | 2032-01-18      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ENN Clean Energy International Investment Limited                                       | ENN Clean Energy International Investment Limited                                       | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175568.00    | 0.01%             | 2026-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ESKOM Holdings                                                                          | ESKOM Holdings                                                                          | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109008.94    | 0.01%             | 2025-02-11      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QNQY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49999 | PA      | $43949.38     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13770368 | PA      | $12532003.36  | 0.97%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 14 Ltd                                                                        | Aimco CLO 14 Ltd                                                                        | CUSIP: 00144GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1573000 | PA      | $1524724.63   | 0.12%             | 2034-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1100000 | PA      | $932593.75    | 0.07%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QPCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    999901 | PA      | $849079.02    | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    852861 | PA      | $701595.95    | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                             | American Homes 4 Rent, L.P.                                                             | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    451000 | PA      | $379293.39    | 0.03%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                                | Ares Capital Corporation                                                                | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1766129.67   | 0.14%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Atlas LuxCo 4 S.a r.l.                                                                  | Atlas LuxCo 4 S.a r.l.                                                                  | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | US        |     58000 | PA      | $48567.28     | 0.00%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR                                     | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                     | CUSIP: 05492PAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1167796.37   | 0.09%             | 2024-11-07      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                        | Flatiron CLO Ltd                                                                        | CUSIP: 33883MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1494000 | PA      | $1460089.19   | 0.11%             | 2033-11-21      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 21 Ltd                                                                     | Flatiron CLO 21 Ltd                                                                     | CUSIP: 33883PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    651000 | PA      | $635081.10    | 0.05%             | 2034-07-19      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                                    | BX Commercial Mortgage Trust 2019-XL                                                    | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232572 | PA      | $229380.12    | 0.02%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                        | Ball Corporation                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    140000 | PA      | $112384.86    | 0.01%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147444.60    | 0.01%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173679.72    | 0.01%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1180408 | PA      | $1108780.01   | 0.09%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2313009 | PA      | $2170485.94   | 0.17%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3538286.61   | 0.27%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $533979.99    | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    783000 | PA      | $779214.38    | 0.06%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                        | JNL Government Money Market Fund                                                        | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  75182442 | NS      | $75182441.50  | 5.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1331562.94   | 0.10%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    115000 | PA      | $85380.37     | 0.01%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Kenya, Government of                                                                    | Kenya, Government of                                                                    | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | US        |     40000 | PA      | $30800.08     | 0.00%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                                 | Meituan                                                                                 | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154529.21    | 0.01%             | 2030-10-28      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                               | Commercial Metals Company                                                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39653.62     | 0.00%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                                   | Compania de Minas Buenaventura S.A.A.                                                   | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47679.63     | 0.00%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCE Finance Limited                                                                     | MCE Finance Limited                                                                     | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $76653.10     | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MCE Finance Limited                                                                     | MCE Finance Limited                                                                     | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $91513.82     | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Costa Rica                                                  | Gobierno de la Republica de Costa Rica                                                  | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $69700.00     | 0.01%             | 2043-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Dish Network Corporation                                                                | Dish Network Corporation                                                                | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    205000 | PA      | $185500.40    | 0.01%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DVLM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1190849 | PA      | $985591.83    | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     56394 | PA      | $46303.85     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                               | New Jersey Economic Development Authority                                               | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1024000 | PA      | $1102338.56   | 0.09%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                   | Gobierno de La Republica del Paraguay                                                   | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $194250.00    | 0.02%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3899106 | PA      | $3203896.84   | 0.25%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    619698 | PA      | $552172.90    | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1878140.40   | 0.15%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1587833.00   | 0.12%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pemex Project Funding Master Trust                                                      | Pemex Project Funding Master Trust                                                      | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    410000 | PA      | $297360.21    | 0.02%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust I                                                                     | Pine Street Trust I                                                                     | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926804.20    | 0.07%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-1 Trust                                                                      | Aaset 2021-1 Trust                                                                      | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    764300 | PA      | $626970.36    | 0.05%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                                                      | AASET 2019-2 Trust                                                                      | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    730743 | PA      | $531703.55    | 0.04%             | 2026-10-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Investment Energy Resources Limited                                                     | Investment Energy Resources Limited                                                     | CUSIP: 46143NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188171.52    | 0.01%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1670515.37   | 0.13%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust II                                                                    | Pine Street Trust II                                                                    | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903170.80    | 0.07%             | 2049-02-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                                       | Pioneer Natural Resources Company                                                       | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    203000 | PA      | $475446.30    | 0.04%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1 LLC                                                                        | AASET 2022-1 LLC                                                                        | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1816043 | PA      | $1692650.11   | 0.13%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                         | Avolon Holdings Funding Limited                                                         | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    850000 | PA      | $814488.45    | 0.06%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $156374.75    | 0.01%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1479284.59   | 0.11%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                         | Avolon Holdings Funding Limited                                                         | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2636291.40   | 0.20%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                                    | BX Commercial Mortgage Trust 2019-XL                                                    | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375700 | PA      | $369138.16    | 0.03%             | 2036-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                        | Benchmark 2018-B4 Mortgage Trust                                                        | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $100868.15    | 0.01%             | 2028-06-16      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                             | Carvana Co.                                                                             | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    145000 | PA      | $68108.86     | 0.01%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Planet Fitness Master                                                                   | Planet Fitness Master                                                                   | CUSIP: 72703PAE3<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |    610388 | PA      | $475908.27    | 0.04%             | 2026-12-07      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                     | Post Holdings, Inc.                                                                     | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66160.49     | 0.01%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1415082.01   | 0.11%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OI European Group B.V.                                                                  | OI European Group B.V.                                                                  | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83934.23     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PDV America, Inc.                                                                       | PDV America, Inc.                                                                       | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90267.53     | 0.01%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Citgo Petroleum Corporation                                                             | Citgo Petroleum Corporation                                                             | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34212.68     | 0.00%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                     | Post Holdings, Inc.                                                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    246000 | PA      | $222871.26    | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Scotts Miracle-Gro Company                                                          | The Scotts Miracle-Gro Company                                                          | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76458.97     | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Oil And Gas Holding Company B.S.C.                                                  | The Oil And Gas Holding Company B.S.C.                                                  | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112429.75    | 0.01%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                        | Omega Healthcare Investors, Inc.                                                        | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $886285.80    | 0.07%             | 2024-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citgo Petroleum Corporation                                                             | Citgo Petroleum Corporation                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    295000 | PA      | $283571.89    | 0.02%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                           | Ginnie Mae II                                                                           | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1400000 | PA      | $1286893.58   | 0.10%             | 2053-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Seaspan Corporation                                                                     | Seaspan Corporation                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | US        |    140000 | PA      | $106034.03    | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Senegal, Government of                                                                  | Senegal, Government of                                                                  | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $61875.00     | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties Trust                                                       | Corporate Office Properties Trust                                                       | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    257000 | PA      | $226536.97    | 0.02%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                                | Darling Ingredients Inc.                                                                | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58804.96     | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                                               | Sensata Technologies B.V.                                                               | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |    155000 | PA      | $133693.96    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Serbia                                                    | Government of the Republic of Serbia                                                    | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $142995.40    | 0.01%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                | Service Properties Trust                                                                | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68817.29     | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc.                                                                              | TEGNA Inc.                                                                              | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194698.52    | 0.02%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trade and Development Bank of Mongolia LLC                                              | Trade and Development Bank of Mongolia LLC                                              | CUSIP: 25161AAA7<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13354.73     | 0.00%             | 2023-10-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dish Network Corporation                                                                | Dish Network Corporation                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    697000 | PA      | $437903.49    | 0.03%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SPA                                                                      | Telecom Italia SPA                                                                      | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123292.52    | 0.01%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tullow Oil PLC                                                                          | Tullow Oil PLC                                                                          | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | US        |    226000 | PA      | $180771.33    | 0.01%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                    | Extended Stay America Trust 2021-ESH                                                    | CUSIP: 30227FAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    469548 | PA      | $449618.91    | 0.03%             | 2023-07-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                           | Ginnie Mae II                                                                           | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69253 | PA      | $60070.64     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $80732.20     | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Provincia de Buenos Aires                                                | Gobierno de la Provincia de Buenos Aires                                                | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | US        |    115000 | PA      | $40106.25     | 0.00%             | 2037-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pakistan, Government of                                                                 | Pakistan, Government of                                                                 | CUSIP: 695847AK9<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | DE        |     40000 | PA      | $21426.84     | 0.00%             | 2024-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Planet Fitness Master                                                                   | Planet Fitness Master                                                                   | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |   1420930 | PA      | $1326246.47   | 0.10%             | 2025-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                     | Ally Financial Inc.                                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1149087.05   | 0.09%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENM Capital Labuan Limited                                                             | GENM Capital Labuan Limited                                                             | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151205.80    | 0.01%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                      | Leviathan Bond Ltd                                                                      | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | US        |    120000 | PA      | $117150.00    | 0.01%             | 2025-06-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| EG America LLC                                                                          | EG America LLC                                                                          | CUSIP: N2820EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    392310 | PA      | $369509.16    | 0.03%             | 2025-06-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Franchise Group Intermediate Holdco, LLC                                                | Franchise Group Intermediate Holdco, LLC                                                | CUSIP: 35180YAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248543 | PA      | $238601.38    | 0.02%             | 2026-02-24      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Jo-Ann Stores, Inc.                                                                     | Jo-Ann Stores, Inc.                                                                     | CUSIP: 47759DAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88974 | PA      | $59761.33     | 0.00%             | 2028-06-30      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Geopark Limited                                                                         | Geopark Limited                                                                         | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68988.61     | 0.01%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Ministry of Finance of Georgia                                                      | The Ministry of Finance of Georgia                                                      | CUSIP: 37311PAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    200000 | PA      | $181001.20    | 0.01%             | 2026-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA, Inc.                                                          | Harbor Freight Tools USA, Inc.                                                          | CUSIP: 41151PAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212900 | PA      | $202399.77    | 0.02%             | 2027-10-19      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                                                 | Victoria's Secret & Co.                                                                 | CUSIP: 92639MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153460 | PA      | $148855.72    | 0.01%             | 2028-06-30      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master                                                                   | Planet Fitness Master                                                                   | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |    641170 | PA      | $527997.72    | 0.04%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                | SREIT Commercial Mortgage Trust 2021-MFP                                                | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    633000 | PA      | $602969.91    | 0.05%             | 2023-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                | SREIT Commercial Mortgage Trust 2021-MFP                                                | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393000 | PA      | $373374.88    | 0.03%             | 2023-11-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                | SREIT Commercial Mortgage Trust 2021-MFP                                                | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258000 | PA      | $243828.01    | 0.02%             | 2023-11-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                                                         | Invesco CLO Ltd                                                                         | CUSIP: 46146JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    621000 | PA      | $602451.97    | 0.05%             | 2034-10-23      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corporation                                                             | Kaiser Aluminum Corporation                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $236702.84    | 0.02%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM Mortgage Trust                                                           | SPGN 2022-TFLM Mortgage Trust                                                           | CUSIP: 78473HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278000 | PA      | $261611.96    | 0.02%             | 2024-02-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                              | Government of Saudi Arabia                                                              | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    385000 | PA      | $350326.52    | 0.03%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Arclin U.S. Holding Corp.                                                           | New Arclin U.S. Holding Corp.                                                           | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    229497 | PA      | $200924.85    | 0.02%             | 2028-09-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower, LLC                                                                | Red Planet Borrower, LLC                                                                | CUSIP: 57165KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103588 | PA      | $63292.42     | 0.00%             | 2028-09-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                 | MPLX LP                                                                                 | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    675000 | PA      | $569308.84    | 0.04%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                 | MPLX LP                                                                                 | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    993000 | PA      | $931189.90    | 0.07%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                               | Sunoco LP                                                                               | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    235000 | PA      | $205548.42    | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                     | Synchrony Financial                                                                     | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2602784.45   | 0.20%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                                                               | Coral-US Co-Borrower, LLC                                                               | CUSIP: G7739PAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $53198.75     | 0.00%             | 2029-09-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                                   | Walker & Dunlop, Inc.                                                                   | CUSIP: 93148QAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109049 | PA      | $106595.26    | 0.01%             | 2028-10-14      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                                      | MIWD Holdco II LLC                                                                      | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20088.30     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                               | MSCI Inc.                                                                               | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57897.10     | 0.00%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                            | Tenet Healthcare Corporation                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    285000 | PA      | $255749.29    | 0.02%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Terrier Media Buyer, Inc.                                                               | Terrier Media Buyer, Inc.                                                               | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $91040.16     | 0.01%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                         | Madison IAQ LLC                                                                         | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    555000 | PA      | $381750.00    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5509091.02   | 0.43%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                                                             | Fertitta Entertainment, LLC                                                             | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1480350 | PA      | $1404674.72   | 0.11%             | 2029-01-13      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                         | Naked Juice LLC                                                                         | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194025 | PA      | $173058.66    | 0.01%             | 2029-01-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $20926407.40  | 1.62%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22578000 | PA      | $20535395.43  | 1.59%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NBK Tier 1 Financing Limited                                                            | NBK Tier 1 Financing Limited                                                            | CUSIP: 62878WAA6<br>LEI: 5493005X9UY5UCTPFR46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91864.35     | 0.01%             | 2500-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                             | Qatarenergy                                                                             | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |    325000 | PA      | $288508.53    | 0.02%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Restaurant Technologies, Inc.                                                           | Restaurant Technologies, Inc.                                                           | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    209625 | PA      | $205432.50    | 0.02%             | 2029-03-17      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                               | Renaissance Holding Corp.                                                               | CUSIP: 75972JAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74625 | PA      | $71565.38     | 0.01%             | 2029-03-17      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Securus Technologies Holdings, Inc.                                                     | Securus Technologies Holdings, Inc.                                                     | CUSIP: 78410QAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298824 | PA      | $222390.54    | 0.02%             | 2024-06-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.                                            | Brand Energy & Infrastructure Services, Inc.                                            | CUSIP: 10524MAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1564 | PA      | $1395.47      | 0.00%             | 2024-06-16      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Radiate HoldCo, LLC                                                                     | Radiate HoldCo, LLC                                                                     | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    240000 | PA      | $176386.25    | 0.01%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Radiate HoldCo, LLC                                                                     | Radiate HoldCo, LLC                                                                     | CUSIP: 75026JAE0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    290000 | PA      | $121543.03    | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.                                            | Brand Energy & Infrastructure Services, Inc.                                            | CUSIP: 10524MAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141687 | PA      | $126455.35    | 0.01%             | 2024-06-17      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| I-Logic Technologies Bidco Limited                                                      | I-Logic Technologies Bidco Limited                                                      | CUSIP: 00510DAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74479 | PA      | $73082.69     | 0.01%             | 2024-12-31      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| RailWorks Holdings, LP                                                                  | RailWorks Holdings, LP                                                                  | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $129776.32    | 0.01%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                                             | Range Resources Corporation                                                             | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147739.78    | 0.01%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Journey Personal Care Corp.                                                             | Journey Personal Care Corp.                                                             | CUSIP: 48114NAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49373 | PA      | $35820.44     | 0.00%             | 2024-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                                       | Arches Buyer Inc.                                                                       | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101441 | PA      | $93621.74     | 0.01%             | 2027-12-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Company of America, Inc.                                                 | Roller Bearing Company of America, Inc.                                                 | CUSIP: 775631AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21612.83     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Limited                                                     | Sable International Finance Limited                                                     | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134495.57    | 0.01%             | 2027-09-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc.                                                                        | Spin Holdco Inc.                                                                        | CUSIP: 84850XAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    739755 | PA      | $621209.19    | 0.05%             | 2028-02-26      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                      | Groupe Solmax Inc.                                                                      | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34656 | PA      | $28591.22     | 0.00%             | 2024-12-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                             | Asurion LLC                                                                             | CUSIP: 04649VBB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149625 | PA      | $133203.66    | 0.01%             | 2028-08-16      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                              | Government of Saudi Arabia                                                              | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $96261.35     | 0.01%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                            | Tenet Healthcare Corporation                                                            | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90971.17     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                                                            | Reynolds Group Holdings Inc.                                                            | CUSIP: 76173FAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87483 | PA      | $86182.61     | 0.01%             | 2028-09-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                                                            | Reynolds Group Holdings Inc.                                                            | CUSIP: 76173FAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19259 | PA      | $18973.18     | 0.00%             | 2028-09-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| U.S. Anesthesia Partners, Inc.                                                          | U.S. Anesthesia Partners, Inc.                                                          | CUSIP: 90350HAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177750 | PA      | $168983.37    | 0.01%             | 2028-09-22      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                                                    | Medline Borrower, LP                                                                    | CUSIP: 58503UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    262925 | PA      | $249510.98    | 0.02%             | 2028-09-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                        | Uniti Group Inc.                                                                        | CUSIP: 91327AAB8<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $164970.41    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                        | Uniti Group Inc.                                                                        | CUSIP: 91327BAB6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67881.95     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Bells, LLC                                                                      | Pacific Bells, LLC                                                                      | CUSIP: 69403HAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143774 | PA      | $134668.52    | 0.01%             | 2028-10-12      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Lakeshore Intermediate LLC                                                              | Lakeshore Intermediate LLC                                                              | CUSIP: 51207KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54450 | PA      | $53088.75     | 0.00%             | 2028-09-20      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                           | Univision Communications Inc.                                                           | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    515000 | PA      | $497380.98    | 0.04%             | 2027-06-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| The Republic of Uzbekistan                                                              | The Republic of Uzbekistan                                                              | CUSIP: 91822Q2B2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $44212.59     | 0.00%             | 2024-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                    | Gobierno de la Republica del Ecuador                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | US        |    280000 | PA      | $178500.00    | 0.01%             | 2030-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy, Inc.                                                                   | Mesquite Energy, Inc.                                                                   | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |      3883 | NS      | $240163.55    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Penn National Gaming, Inc.                                                              | Penn National Gaming, Inc.                                                              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64675 | PA      | $63929.30     | 0.00%             | 2029-04-13      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ACNR Holdings Inc.                                                                      | ACNR Holdings Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       481 | NS      | $288600.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| KUEHG Corp.                                                                             | KUEHG Corp.                                                                             | CUSIP: 48244EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174767 | PA      | $167437.61    | 0.01%             | 2025-02-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp.                                                                             | KUEHG Corp.                                                                             | CUSIP: 48244EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60840 | PA      | $58287.99     | 0.00%             | 2025-02-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                       | CSC Holdings, LLC                                                                       | CUSIP: 64072UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39086 | PA      | $36350.26     | 0.00%             | 2026-01-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                      | AerCap Ireland Capital Designated Activity Company                                      | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1420252.60   | 0.11%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                      | AerCap Ireland Capital Designated Activity Company                                      | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    561000 | PA      | $490625.62    | 0.04%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                                                          | Sinclair Television Group Inc.                                                          | CUSIP: 82925BAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87075 | PA      | $82721.25     | 0.01%             | 2026-07-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global, Inc.                                                       | Rackspace Technology Global, Inc.                                                       | CUSIP: 75009XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335247 | PA      | $208309.38    | 0.02%             | 2028-02-02      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                      | AerCap Ireland Capital Designated Activity Company                                      | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    588000 | PA      | $493503.18    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2499576.53   | 0.19%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc.                                                           | Adtalem Global Education Inc.                                                           | CUSIP: 00737RAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115796 | PA      | $114719.83    | 0.01%             | 2028-02-11      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Artera Services, LLC                                                                    | Artera Services, LLC                                                                    | CUSIP: 73937UAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138123 | PA      | $112829.70    | 0.01%             | 2025-03-06      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                                                      | 8th Avenue Food & Provisions, Inc.                                                      | CUSIP: 28253PAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34562 | PA      | $28600.47     | 0.00%             | 2025-10-01      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| New Arclin U.S. Holding Corp.                                                           | New Arclin U.S. Holding Corp.                                                           | CUSIP: 03880YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33842 | PA      | $29628.38     | 0.00%             | 2028-09-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    271000 | PA      | $228868.88    | 0.02%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                       | Capital One Financial Corporation                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $997647.72    | 0.08%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                                          | VFH Parent LLC                                                                          | CUSIP: 91820UAS9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255000 | PA      | $247732.50    | 0.02%             | 2029-01-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                                                                    | Seattle Spinco, Inc.                                                                    | CUSIP: 81271EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    784013 | PA      | $782052.79    | 0.06%             | 2027-01-13      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                    | CEMEX S.A.B. de C.V.                                                                    | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | US        |    255000 | PA      | $236194.94    | 0.02%             | 2500-12-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | Credit Suisse Group AG                                                                  | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    303000 | PA      | $242527.26    | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                                                      | Athenahealth, Inc.                                                                      | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    944385 | PA      | $850286.28    | 0.07%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Embecta Corp                                                                            | Embecta Corp                                                                            | CUSIP: 29081LAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129025 | PA      | $122735.03    | 0.01%             | 2029-01-27      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo, LLC                                                                | Oscar AcquisitionCo, LLC                                                                | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279300 | PA      | $263765.33    | 0.02%             | 2029-04-29      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                                                                | Brown Group Holding, LLC                                                                | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11173 | PA      | $11122.12     | 0.00%             | 2029-06-09      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Dana Incorporated                                                                       | Dana Incorporated                                                                       | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76698.20     | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                             | DaVita Inc.                                                                             | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $362660.94    | 0.03%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cardenas Markets, Inc.                                                                  | Cardenas Markets, Inc.                                                                  | CUSIP: 14141NAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44078 | PA      | $43196.12     | 0.00%             | 2029-07-20      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Cardenas Markets, Inc.                                                                  | Cardenas Markets, Inc.                                                                  | CUSIP: 14141NAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35722 | PA      | $35007.88     | 0.00%             | 2029-07-20      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                | Abu Dhabi, Government of                                                                | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    130000 | PA      | $107030.04    | 0.01%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical B.V.                                                               | EQUATE Petrochemical B.V.                                                               | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47750.53     | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Midas Intermediate Holdco II, LLC                                                       | Midas Intermediate Holdco II, LLC                                                       | CUSIP: 64859TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92119 | PA      | $79314.80     | 0.01%             | 2027-06-30      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                                                         | Discovery Purchaser Corporation                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    195000 | PA      | $177303.75    | 0.01%             | 2029-08-04      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3128MJ3B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2410124 | PA      | $2308353.51   | 0.18%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KM5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1959625 | PA      | $1608387.54   | 0.12%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VEON Holdings B.V.                                                                      | VEON Holdings B.V.                                                                      | CUSIP: 36251BAB1<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85609.11     | 0.01%             | 2023-04-26      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Global Net Lease Operating Partnership, L.P.                                            | Global Net Lease Operating Partnership, L.P.                                            | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    245000 | PA      | $204085.00    | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                   | Open Text Corporation                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    370000 | PA      | $361027.50    | 0.03%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                                    | JBS USA Food Company                                                                    | CUSIP: 46590XAB2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1026750.90   | 0.08%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                                        | MEG Energy Corp.                                                                        | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | US        |    497000 | PA      | $507198.20    | 0.04%             | 2027-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MDGH - GMTN B.V.                                                                        | MDGH - GMTN B.V.                                                                        | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180280.21    | 0.01%             | 2029-11-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                                   | MC Brazil Downstream Trading S.a r.l.                                                   | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115381.01    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                             | Mozart Debt Merger Sub Inc.                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87425.75     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Navios South American Logistics Inc.                                                    | Navios South American Logistics Inc.                                                    | CUSIP: 63938NAF1<br>LEI: 89450079LEE5QGJRM678 | Long             | DBT              | CORP              | US        |    315000 | PA      | $299372.82    | 0.02%             | 2025-07-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                  | Reynolds American Inc.                                                                  | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317977.53    | 0.02%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                                                     | Rivian Holdings LLC                                                                     | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $623392.50    | 0.05%             | 2026-10-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                            | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40212.06     | 0.00%             | 2027-08-15      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                 | Sasol Financing USA LLC                                                                 | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127197.76    | 0.01%             | 2024-03-27      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                 | Sasol Financing USA LLC                                                                 | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177209.63    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Sun Communities Operating Limited Partnership                                           | Sun Communities Operating Limited Partnership                                           | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    617000 | PA      | $486462.98    | 0.04%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                           | Sun Communities Operating Limited Partnership                                           | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    233000 | PA      | $193839.88    | 0.02%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                            | Tenet Healthcare Corporation                                                            | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466567.37    | 0.04%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones SpA                                                                  | VTR Comunicaciones SpA                                                                  | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | US        |    157000 | PA      | $97902.65     | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones SpA                                                                  | VTR Comunicaciones SpA                                                                  | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58624.37     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                        | Virgin Media Secured Finance PLC                                                        | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | US        |    220000 | PA      | $183852.86    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anastasia Parent, LLC                                                                   | Anastasia Parent, LLC                                                                   | CUSIP: 03275UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240578 | PA      | $177493.56    | 0.01%             | 2025-08-03      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                                                | Pregis TopCo Corporation                                                                | CUSIP: 74045BAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72750 | PA      | $70585.69     | 0.01%             | 2026-07-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| kdc/one Development Corporation, Inc.                                                   | kdc/one Development Corporation, Inc.                                                   | CUSIP: C4953EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14704 | PA      | $14155.77     | 0.00%             | 2025-12-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.A.R.L.                                                                | ICON Luxembourg S.A.R.L.                                                                | CUSIP: L5000DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    402846 | PA      | $401287.12    | 0.03%             | 2028-06-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Archkey Solutions LLC                                                                   | Archkey Solutions LLC                                                                   | CUSIP: 03957NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34548 | PA      | $32532.57     | 0.00%             | 2028-06-30      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                         | ABG Intermediate Holdings 2 LLC                                                         | CUSIP: 00076VAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    325000 | PA      | $314031.25    | 0.02%             | 2028-12-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    415000 | PA      | $390946.19    | 0.03%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    349275 | PA      | $110458.26    | 0.01%             | 2038-01-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                               | CNX Resources Corporation                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41534.39     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing Designated Activity Company                                        | C&W Senior Financing Designated Activity Company                                        | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | US        |    660000 | PA      | $612646.16    | 0.05%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                               | Cablevision Lightpath LLC                                                               | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37363.95     | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Access Bank PLC                                                                         | Access Bank PLC                                                                         | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154651.60    | 0.01%             | 2026-09-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                           | Acrisure, LLC                                                                           | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    140000 | PA      | $112670.28    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATI Inc.                                                                                | ATI Inc.                                                                                | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26322.34     | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                     | Anheuser-Busch InBev Worldwide Inc.                                                     | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $573696.50    | 0.04%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| California, State of                                                                    | California, State of                                                                    | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1755404.45   | 0.14%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                                           | Topgolf Callaway Brands Corp.                                                           | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |     51000 | PA      | $65893.02     | 0.01%             | 2026-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                     | Anheuser-Busch InBev Worldwide Inc.                                                     | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441848.81    | 0.03%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| The Government of Barbados                                                              | The Government of Barbados                                                              | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $115625.00    | 0.01%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                            | Barclays PLC                                                                            | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1177608.77   | 0.09%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                            | Bausch Health Companies Inc.                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    208000 | PA      | $163114.39    | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                                     | Big River Steel LLC                                                                     | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210575.12    | 0.02%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                           | Presidencia Da Republica Federativa Do Brasil                                           | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |    330000 | PA      | $285732.48    | 0.02%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                          | Community Health Systems, Inc.                                                          | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72781.03     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                                                 | Cobra AcquisitionCo LLC                                                                 | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $50159.82     | 0.00%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $28171.29     | 0.00%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                               | Commercial Metals Company                                                               | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38937.15     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                              | Corebridge Financial, Inc.                                                              | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    412000 | PA      | $375334.68    | 0.03%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $72000.00     | 0.01%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PEB0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    190000 | PA      | $153425.00    | 0.01%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                      | Exelon Corporation                                                                      | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    111000 | PA      | $98082.75     | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                    | Extended Stay America Trust 2021-ESH                                                    | CUSIP: 30227FAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    556430 | PA      | $540509.07    | 0.04%             | 2023-07-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DVKU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1005075 | PA      | $900974.52    | 0.07%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The GEO Group, Inc.                                                                     | The GEO Group, Inc.                                                                     | CUSIP: 36162JAC0<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41428.48     | 0.00%             | 2028-06-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| The GEO Group, Inc.                                                                     | The GEO Group, Inc.                                                                     | CUSIP: 36162JAD8<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179097.39    | 0.01%             | 2028-12-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                        | Hess Corporation                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $943185.66    | 0.07%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                        | Hess Corporation                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    820000 | PA      | $781007.44    | 0.06%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                        | Hess Corporation                                                                        | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    601000 | PA      | $575146.12    | 0.04%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                         | Hess Infrastructure Partners LP                                                         | CUSIP: 428102AC1<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |    345000 | PA      | $334853.69    | 0.03%             | 2026-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                | Service Properties Trust                                                                | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     90000 | PA      | $62361.60     | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Koztarsasagi Elnoki Hivatal                                                             | Koztarsasagi Elnoki Hivatal                                                             | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $148001.60    | 0.01%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                                     | IHS Holding Limited                                                                     | CUSIP: 44963HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $166335.66    | 0.01%             | 2026-11-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                                          | Intelsat Jackson Holdings S.A.                                                          | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $305104.37    | 0.02%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cameroon, Government of                                                                 | Cameroon, Government of                                                                 | CUSIP: 133653AA3<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $90961.84     | 0.01%             | 2025-11-19      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Camposol SA                                                                             | Camposol SA                                                                             | CUSIP: 134638AE5<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30197.67     | 0.00%             | 2027-02-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                                    | JBS USA Food Company                                                                    | CUSIP: 46590XAG1<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |    515000 | PA      | $487165.41    | 0.04%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    677000 | PA      | $557403.95    | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                                              | Jacobs Entertainment, Inc.                                                              | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50018.52     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                                    | Ladder Capital Finance Holdings LLLP                                                    | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $72666.77     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                       | Capital One Financial Corporation                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $1805253.14   | 0.14%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1293755 | PA      | $1158137.50   | 0.09%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                            | LIFE 2021-BMR Mortgage Trust                                                            | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223134 | PA      | $211435.70    | 0.02%             | 2023-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                           | LIFE 2022-BMR2 Mortgage Trust                                                           | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1221000 | PA      | $1182888.80   | 0.09%             | 2024-05-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                           | LIFE 2022-BMR2 Mortgage Trust                                                           | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684000 | PA      | $661798.25    | 0.05%             | 2024-05-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                           | LIFE 2022-BMR2 Mortgage Trust                                                           | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    608000 | PA      | $582352.61    | 0.05%             | 2024-05-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132LQUK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27447 | PA      | $26621.56     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140K0JB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3040320 | PA      | $2717818.25   | 0.21%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Liquid Telecommunications Financing PLC                                                 | Liquid Telecommunications Financing PLC                                                 | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143890.86    | 0.01%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4344000 | PA      | $3804698.92   | 0.30%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140KSQ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    138022 | PA      | $113283.28    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QCEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1306795 | PA      | $1250245.28   | 0.10%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International, Inc.                                                        | Tempur Sealy International, Inc.                                                        | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74369.70     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Bidvest Group (UK) PLC                                                              | The Bidvest Group (UK) PLC                                                              | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179704.15    | 0.01%             | 2026-09-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    448668 | PA      | $448405.60    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    248442 | PA      | $247520.69    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2729022 | PA      | $2503500.40   | 0.19%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                    | Galaxy Pipeline Assets Bidco Limited                                                    | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | US        |     73973 | PA      | $62866.88     | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    210000 | PA      | $178042.62    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Valvoline, Inc.                                                                         | Valvoline, Inc.                                                                         | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209775.49    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Gap, Inc.                                                                           | The Gap, Inc.                                                                           | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     95000 | PA      | $67020.88     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                        | Marriott Ownership Resorts, Inc.                                                        | CUSIP: 57164PAG1<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27827.01     | 0.00%             | 2025-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                                                 | Victoria's Secret & Co.                                                                 | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51002.39     | 0.00%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                           | Vistra Operations Company LLC                                                           | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133704.04    | 0.01%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                                    | Methanex Corporation                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119720.47    | 0.01%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                                    | Methanex Corporation                                                                    | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |    285000 | PA      | $264583.97    | 0.02%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2016-5                                                       | Navient Student Loan Trust 2016-5                                                       | CUSIP: 63939QAA4<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-CBDO         | CORP              | US        |   6589808 | PA      | $6339869.83   | 0.49%             | 2028-12-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2016-7                                                       | Navient Student Loan Trust 2016-7                                                       | CUSIP: 63940GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2932776 | PA      | $2838472.34   | 0.22%             | 2028-12-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QBH4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180408.54    | 0.01%             | 2024-01-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $37260.00     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                               | Zayo Group Holdings, Inc.                                                               | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $51323.42     | 0.00%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Canister International Group Inc.                                                       | Canister International Group Inc.                                                       | CUSIP: 13763HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121563 | PA      | $120575.52    | 0.01%             | 2026-12-21      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201025.00    | 0.02%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $2699794.81   | 0.21%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                                       | Consolidated Communications, Inc.                                                       | CUSIP: 20903EBB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330690 | PA      | $290938.11    | 0.02%             | 2027-09-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Shearer's Foods, Inc.                                                                   | Shearer's Foods, Inc.                                                                   | CUSIP: 82087UAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106435 | PA      | $101231.76    | 0.01%             | 2027-09-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    395000 | PA      | $360503.03    | 0.03%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                | PETRONAS Capital Limited                                                                | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41180.73     | 0.00%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                                               | Hub International Limited                                                               | CUSIP: 44332EAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    770645 | PA      | $761335.40    | 0.06%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                                               | Hub International Limited                                                               | CUSIP: 44332EAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2023 | PA      | $1998.24      | 0.00%             | 2025-04-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Canada Goose Inc.                                                                       | Canada Goose Inc.                                                                       | CUSIP: C1541PAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63703 | PA      | $61775.84     | 0.00%             | 2027-10-07      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| St. George Warehousing & Trucking Co. of CA, Inc.                                       | St. George Warehousing & Trucking Co. of CA, Inc.                                       | CUSIP: 75620FAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89550 | PA      | $85968.00     | 0.01%             | 2028-03-24      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance, S.A.                                                       | Consolidated Energy Finance, S.A.                                                       | CUSIP: L1957LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    211749 | PA      | $206720.24    | 0.02%             | 2025-05-07      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| NAVEX TopCo, Inc.                                                                       | NAVEX TopCo, Inc.                                                                       | CUSIP: 63941EAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24118 | PA      | $23811.86     | 0.00%             | 2025-09-04      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                              | Restoration Hardware, Inc.                                                              | CUSIP: 76133MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    423938 | PA      | $395453.14    | 0.03%             | 2028-10-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Formula One Holdings Limited.                                                           | Formula One Holdings Limited.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    305000 | PA      | $304618.75    | 0.02%             | 2030-01-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                         | CommScope, Inc.                                                                         | CUSIP: 20337EAQ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $42311.25     | 0.00%             | 2026-02-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM, LLC                                                                       | Ensemble RCM, LLC                                                                       | CUSIP: 29359BAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    146421 | PA      | $144517.43    | 0.01%             | 2026-07-24      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                      | Leviathan Bond Ltd                                                                      | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | US        |     45000 | PA      | $44775.00     | 0.00%             | 2023-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                                | 1011778 B.C. Unlimited Liability Company                                                | CUSIP: C6901LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55584 | PA      | $54541.91     | 0.00%             | 2026-11-14      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Sabert Corporation                                                                      | Sabert Corporation                                                                      | CUSIP: 78516EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185534 | PA      | $183678.91    | 0.01%             | 2026-11-22      | Floating      | 8.62%                 | No            |                  3 | On Loan: No      |
| AssuredPartners, Inc.                                                                   | AssuredPartners, Inc.                                                                   | CUSIP: 04621HAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77600 | PA      | $75223.89     | 0.01%             | 2027-02-13      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| A&V Holdings Midco, LLC                                                                 | A&V Holdings Midco, LLC                                                                 | CUSIP: 00254JAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172028 | PA      | $166867.55    | 0.01%             | 2027-03-10      | Floating      | 9.54%                 | No            |                  3 | On Loan: No      |
| Epicor Software Corporation                                                             | Epicor Software Corporation                                                             | CUSIP: 29426NAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216241 | PA      | $207197.66    | 0.02%             | 2027-07-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                                     | White Cap Buyer LLC                                                                     | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151915 | PA      | $146652.20    | 0.01%             | 2027-10-08      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| ExGen Renewables IV, LLC                                                                | ExGen Renewables IV, LLC                                                                | CUSIP: 30204KAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92247 | PA      | $91248.39     | 0.01%             | 2027-12-11      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                     | LBM Acquisition LLC                                                                     | CUSIP: 50179JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78454 | PA      | $67838.06     | 0.01%             | 2027-12-08      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                                        | Kronos Acquisition Holdings Inc.                                                        | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63161 | PA      | $59923.90     | 0.00%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings, Inc.                                                              | TricorBraun Holdings, Inc.                                                              | CUSIP: 00184NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157648 | PA      | $150077.51    | 0.01%             | 2028-01-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ring Container Technologies Group, LLC                                                  | Ring Container Technologies Group, LLC                                                  | CUSIP: 76680YAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84362 | PA      | $83150.21     | 0.01%             | 2028-08-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AEA International Holdings (Lux) S.a.r.l.                                               | AEA International Holdings (Lux) S.a.r.l.                                               | CUSIP: 46033XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4116 | PA      | $4064.14      | 0.00%             | 2028-08-05      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Sweetwater Borrower, LLC                                                                | Sweetwater Borrower, LLC                                                                | CUSIP: 87168EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155996 | PA      | $144296.32    | 0.01%             | 2024-12-31      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                    | Ascend Learning, LLC                                                                    | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191300 | PA      | $180539.32    | 0.01%             | 2028-11-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III, Inc.                                                                 | Icebox Holdco III, Inc.                                                                 | CUSIP: 45114NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69535 | PA      | $63972.20     | 0.00%             | 2028-12-14      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll, LLC                                                              | Cast and Crew Payroll, LLC                                                              | CUSIP: 14835JAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99248 | PA      | $97709.76     | 0.01%             | 2028-12-30      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                                                      | Athenahealth, Inc.                                                                      | CUSIP: 04686RAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160870 | PA      | $144840.52    | 0.01%             | 2029-01-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                                             | McAfee, LLC                                                                             | CUSIP: 57906HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269825 | PA      | $250502.83    | 0.02%             | 2029-02-03      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Solis IV BV                                                                             | Solis IV BV                                                                             | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203604 | PA      | $178334.71    | 0.01%             | 2029-02-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Colibri Group LLC                                                                       | Colibri Group LLC                                                                       | CUSIP: 58175BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4664 | PA      | $4323.13      | 0.00%             | 2029-03-04      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                      | Altria Group, Inc.                                                                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2688110.80   | 0.21%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 31334WND9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     95445 | PA      | $88874.90     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133B0Y72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    119951 | PA      | $98376.71     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133BJD41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2199998 | PA      | $1933805.26   | 0.15%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133BMFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     61831 | PA      | $54330.03     | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    950756 | PA      | $779751.03    | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140HL4Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52234 | PA      | $50618.44     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140M2RE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    356139 | PA      | $317888.66    | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Republic of Korea, Government of                                                    | The Republic of Korea, Government of                                                    | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $158278.40    | 0.01%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                                      | Kosmos Energy Ltd.                                                                      | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    345000 | PA      | $295045.56    | 0.02%             | 2026-04-04      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2020-3 Ltd                                                                     | Voya CLO 2020-3 Ltd                                                                     | CUSIP: 92918NAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1189000 | PA      | $1156798.31   | 0.09%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                              | Froneri International Ltd.                                                              | CUSIP: G3679YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120716 | PA      | $117279.50    | 0.01%             | 2027-01-29      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Red Ventures, LLC                                                                       | Red Ventures, LLC                                                                       | CUSIP: 75703UAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114718 | PA      | $113803.24    | 0.01%             | 2024-11-08      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                     | Station Casinos LLC                                                                     | CUSIP: 85769EAZ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    306893 | PA      | $299060.92    | 0.02%             | 2027-01-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                         | TransDigm, Inc.                                                                         | CUSIP: 89364MBQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177876 | PA      | $175779.24    | 0.01%             | 2025-05-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: P2121YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131723 | PA      | $125936.17    | 0.01%             | 2025-06-29      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                                                            | Reynolds Group Holdings Inc.                                                            | CUSIP: 76173FAW7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98343 | PA      | $97021.13     | 0.01%             | 2026-02-03      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                        | SkyMiles IP Ltd.                                                                        | CUSIP: 24736CBS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245000 | PA      | $249410.00    | 0.02%             | 2027-09-16      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Array Technologies, Inc.                                                                | Array Technologies, Inc.                                                                | CUSIP: 04270YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    273139 | PA      | $260678.13    | 0.02%             | 2027-10-07      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                                              | E.W. Scripps Company (The)                                                              | CUSIP: 26928BAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80356 | PA      | $77988.95     | 0.01%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Anticimex International AB                                                              | Anticimex International AB                                                              | CUSIP: W8189EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89100 | PA      | $85758.75     | 0.01%             | 2028-07-21      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                                        | GVC Holdings (Gibraltar) Limited                                                        | CUSIP: X3000CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93575 | PA      | $92844.18     | 0.01%             | 2027-03-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912834AD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $4166296.68   | 0.32%             | 2037-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16630000 | PA      | $8081140.63   | 0.63%             | 2040-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                                     | The AES Corporation                                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3346671.30   | 0.26%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                      | AerCap Ireland Capital Designated Activity Company                                      | CUSIP: 00774MAK1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792372.05    | 0.06%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen, S.A.                                               | Aeropuerto Internacional de Tocumen, S.A.                                               | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164000.00    | 0.01%             | 2061-08-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Entertainment Studios, Inc.                                                             | Entertainment Studios, Inc.                                                             | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $53228.38     | 0.00%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                      | Alliant Holdings Intermediate, LLC                                                      | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    680000 | PA      | $612707.72    | 0.05%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                     | Ally Financial Inc.                                                                     | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    304000 | PA      | $301422.76    | 0.02%             | 2024-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies, LLC                                                           | Anheuser-Busch Companies, LLC                                                           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    975000 | PA      | $919203.30    | 0.07%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies, LLC                                                           | Anheuser-Busch Companies, LLC                                                           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $937976.66    | 0.07%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                     | Anheuser-Busch InBev Worldwide Inc.                                                     | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032491.40   | 0.08%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2020-IV                                                                | Barings CLO Ltd. 2020-IV                                                                | CUSIP: 06762BAC4<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1279318.30   | 0.10%             | 2032-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                          | Blackstone Private Credit Fund                                                          | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   4923000 | PA      | $4720068.67   | 0.37%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                          | Blackstone Private Credit Fund                                                          | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1217913.54   | 0.09%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Bristol Park CLO, Ltd.                                                                  | Bristol Park CLO, Ltd.                                                                  | CUSIP: 11014PAJ4<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | US        |    873824 | PA      | $861670.75    | 0.07%             | 2029-04-16      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-HB6 LLC                                                                       | CFMT 2021-HB6 LLC                                                                       | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    501723 | PA      | $474657.19    | 0.04%             | 2024-03-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                                   | Coinbase Global, Inc.                                                                   | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    235000 | PA      | $124149.20    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                                   | Coinbase Global, Inc.                                                                   | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    285000 | PA      | $137570.53    | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III, LLC                                                        | Colgate Energy Partners III, LLC                                                        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43050.55     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Limited                                                               | DP World Crescent Limited                                                               | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161119.58    | 0.01%             | 2030-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    930000 | PA      | $750801.51    | 0.06%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corporation                                                             | Entegris Escrow Corporation                                                             | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170671.67    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132CWA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    837522 | PA      | $798208.06    | 0.06%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132D56A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    194721 | PA      | $169904.27    | 0.01%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KN5B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    279780 | PA      | $229370.50    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                   | Frontier Communications Holdings, LLC                                                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $90485.12     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113792 | PA      | $102559.86    | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Howard Hughes Corporation                                                           | The Howard Hughes Corporation                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    195000 | PA      | $163121.43    | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                               | HUB International Limited                                                               | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83437.22     | 0.01%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                               | HUB International Limited                                                               | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70156.96     | 0.01%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties, L.P.                                                         | Hudson Pacific Properties, L.P.                                                         | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2131373.00   | 0.17%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                             | Humana Inc.                                                                             | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320388.22    | 0.02%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                             | Imperial Brands Finance PLC                                                             | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |    536000 | PA      | $532223.12    | 0.04%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Intelligent Packaging Limited Purchaser Inc.                                            | Intelligent Packaging Limited Purchaser Inc.                                            | CUSIP: 45827MAA5<br>LEI: 549300D73EZIFX49H897 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28257.37     | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1680283.59   | 0.13%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                                    | Kennedy-Wilson, Inc.                                                                    | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    140000 | PA      | $107054.72    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lamar Funding Limited                                                                   | Lamar Funding Limited                                                                   | CUSIP: 513063AA5<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137302.05    | 0.01%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Leeward Renewable Energy Operations, LLC                                                | Leeward Renewable Energy Operations, LLC                                                | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77944.73     | 0.01%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                 | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25605.84     | 0.00%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd                                                          | Madison Park Funding XXXII Ltd                                                          | CUSIP: 55817AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290000 | PA      | $281082.21    | 0.02%             | 2031-01-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Thor Industries, Inc.                                                                   | Thor Industries, Inc.                                                                   | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94660.06     | 0.01%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                             | Transcontinental Gas Pipe Line Company, LLC                                             | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509000 | PA      | $390002.72    | 0.03%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                          | Trivium Packaging Finance B.V.                                                          | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $968397.93    | 0.08%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tupy Overseas S.A.                                                                      | Tupy Overseas S.A.                                                                      | CUSIP: 89990BAB6<br>LEI: 222100ZREIYU6AS2OO19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166634.05    | 0.01%             | 2031-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $38000.00     | 0.00%             | 2035-03-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17040000 | PA      | $14633100.00  | 1.14%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                      | Vail Resorts, Inc.                                                                      | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53732.42     | 0.00%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                           | VistaJet Malta Finance P.L.C.                                                           | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128527.58    | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                         | Western Midstream Operating, LP                                                         | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4012904.40   | 0.31%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                                | YPF S.A.                                                                                | CUSIP: 984245AT7<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | US        |    152500 | PA      | $139388.55    | 0.01%             | 2025-03-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                       | Yum! Brands, Inc.                                                                       | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    195000 | PA      | $172893.78    | 0.01%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                    | Gobierno de la Republica del Ecuador                                                    | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $68437.50     | 0.01%             | 2035-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club, Inc.                                                               | BJ's Wholesale Club, Inc.                                                               | CUSIP: 09179FAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49981.50     | 0.00%             | 2024-02-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club, Inc.                                                               | BJ's Wholesale Club, Inc.                                                               | CUSIP: 09179FAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50033 | PA      | $50014.03     | 0.00%             | 2024-01-26      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                           | MH Sub I, LLC                                                                           | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $89125.00     | 0.01%             | 2029-02-12      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company, Inc.                                                 | Petco Health and Wellness Company, Inc.                                                 | CUSIP: 71601HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88425 | PA      | $85726.27     | 0.01%             | 2028-02-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NortonLifeLock Inc.                                                                     | NortonLifeLock Inc.                                                                     | CUSIP: 66877AAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    355000 | PA      | $348418.30    | 0.03%             | 2029-01-28      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating, LLC                                                          | TerraForm Power Operating, LLC                                                          | CUSIP: 88103NAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99500 | PA      | $98629.38     | 0.01%             | 2029-05-30      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Lightstone Holdco LLC                                                                   | Lightstone Holdco LLC                                                                   | CUSIP: 53226GAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159292 | PA      | $145433.70    | 0.01%             | 2027-02-01      | Floating      | 10.15%                | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                                                                | Brown Group Holding, LLC                                                                | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28727 | PA      | $28597.14     | 0.00%             | 2029-06-09      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Dubai, Government of                                                                    | Dubai, Government of                                                                    | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $181008.00    | 0.01%             | 2043-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| The Israel Electric Corporation Ltd.                                                    | The Israel Electric Corporation Ltd.                                                    | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | CORP              | US        |    200000 | PA      | $174224.76    | 0.01%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369333.40    | 0.03%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AASET 2020-1 Trust                                                                      | AASET 2020-1 Trust                                                                      | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    212721 | PA      | $167231.28    | 0.01%             | 2027-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ATI Inc.                                                                                | ATI Inc.                                                                                | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39750.59     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                        | Hess Corporation                                                                        | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2975597.69   | 0.23%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                                    | BX Commercial Mortgage Trust 2019-XL                                                    | CUSIP: 056054AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3065950 | PA      | $2959803.78   | 0.23%             | 2036-10-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                       | BX Trust 2022-IND                                                                       | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1117503 | PA      | $1093786.23   | 0.08%             | 2024-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                       | BX Trust 2022-IND                                                                       | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128835 | PA      | $122883.92    | 0.01%             | 2024-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                       | Benchmark 2019-B14 Mortgage Trust                                                       | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4936508 | PA      | $155739.90    | 0.01%             | 2062-12-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $155463.84    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                          | Community Health Systems, Inc.                                                          | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    405000 | PA      | $203925.37    | 0.02%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                       | CSC Holdings, LLC                                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    190000 | PA      | $134107.93    | 0.01%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Celtic Resources Holdings Designated Activity Company                                   | Celtic Resources Holdings Designated Activity Company                                   | CUSIP: 15119CAA7<br>LEI: 213800BMR8PHADXZAB66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $0.00         | 0.00%             | 2024-10-09      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                          | Cheniere Energy Partners, L.P.                                                          | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85653.22     | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193882.10    | 0.02%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    309000 | PA      | $304141.72    | 0.02%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                           | Citigroup Commercial Mortgage Trust 2019-GC41                                           | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3446016 | PA      | $156415.02    | 0.01%             | 2056-08-11      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                                      | DT Midstream, Inc.                                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85792.09     | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                               | Dell International L.L.C.                                                               | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300541.80    | 0.02%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                               | Dell International L.L.C.                                                               | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289000 | PA      | $294255.45    | 0.02%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                        | Deutsche Bank Aktiengesellschaft                                                        | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   4957000 | PA      | $4709440.48   | 0.37%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                        | Deutsche Bank Aktiengesellschaft                                                        | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1832422.50   | 0.14%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $585862.20    | 0.05%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ESKOM Holdings                                                                          | ESKOM Holdings                                                                          | CUSIP: 29646AAA4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110400.00    | 0.01%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                      | Exelon Corporation                                                                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    193000 | PA      | $176336.19    | 0.01%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5692 | PA      | $5487.23      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                                    | JBS USA Food Company                                                                    | CUSIP: 46590XAD8<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $4050534.73   | 0.31%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JSW Steel Limited                                                                       | JSW Steel Limited                                                                       | CUSIP: 46635UAC3<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172052.30    | 0.01%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                 | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    190000 | PA      | $158562.33    | 0.01%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                                         | Life Time, Inc.                                                                         | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93214.31     | 0.01%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                            | LIFE 2021-BMR Mortgage Trust                                                            | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1054727 | PA      | $1021483.78   | 0.08%             | 2023-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $992056.10    | 0.08%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                         | Madison IAQ LLC                                                                         | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58293.46     | 0.00%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1135715.06   | 0.09%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Real Hero Merger                                                                        | Real Hero Merger                                                                        | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $20547.06     | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Realogy Group LLC                                                                       | Realogy Group LLC                                                                       | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $134898.87    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                               | Realty Income Corporation                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    156000 | PA      | $135393.10    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                               | Realty Income Corporation                                                               | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    238000 | PA      | $219175.01    | 0.02%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Affinity Gaming                                                                         | Affinity Gaming                                                                         | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $76523.53     | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Retail Properties of America, Inc.                                                      | Retail Properties of America, Inc.                                                      | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51129.84     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                  | Reynolds American Inc.                                                                  | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $855336.70    | 0.07%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                            | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182112.50    | 0.01%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Sabra Health Care Limited Partnership                                                   | Sabra Health Care Limited Partnership                                                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1008929.25   | 0.08%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Angola, Government of                                                                   | Angola, Government of                                                                   | CUSIP: 035198AA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |    220000 | PA      | $226322.80    | 0.02%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Angola, Government of                                                                   | Angola, Government of                                                                   | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $113749.13    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                               | Saudi Arabian Oil Company                                                               | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44013.07     | 0.00%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Company S.A R.L.                                                 | Tengizchevroil Finance Company S.A R.L.                                                 | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $99642.66     | 0.01%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company                                         | Ardagh Packaging Finance Public Limited Company                                         | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95356.45     | 0.01%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                   | Ardagh Metal Packaging Finance Public Limited Company                                   | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29748.75     | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2020000 | PA      | $1853981.25   | 0.14%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                           | Univision Communications Inc.                                                           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100294.09    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                       | BX Trust 2022-IND                                                                       | CUSIP: 05609WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569488 | PA      | $551358.21    | 0.04%             | 2024-04-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                   | BX Commercial Mortgage Trust 2022-LP2                                                   | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435415 | PA      | $414864.52    | 0.03%             | 2027-02-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                             | Verizon Communications Inc.                                                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    846000 | PA      | $696060.29    | 0.05%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                    | VICI Properties Inc.                                                                    | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    365000 | PA      | $344345.27    | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                   | BX Commercial Mortgage Trust 2022-LP2                                                   | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435415 | PA      | $411253.93    | 0.03%             | 2027-02-16      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                   | BX Commercial Mortgage Trust 2022-LP2                                                   | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435415 | PA      | $410986.06    | 0.03%             | 2027-02-16      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                                                 | Ziggo Bond Company B.V.                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | US        |    545000 | PA      | $442134.53    | 0.03%             | 2030-02-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Perrigo Company Public Limited Company                                                  | Perrigo Company Public Limited Company                                                  | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | US        |      6910 | NS      | $6910.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Boxer Parent Company Inc.                                                               | Boxer Parent Company Inc.                                                               | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78459.69     | 0.01%             | 2025-10-02      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corporation                                                           | Chesapeake Energy Corporation                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      4705 | NS      | $444010.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France S.A.                                                                      | Altice France S.A.                                                                      | CUSIP: F6628DAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    964467 | PA      | $891331.49    | 0.07%             | 2026-01-31      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                                          | EG America LLC                                                                          | CUSIP: N2820EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52196 | PA      | $49162.41     | 0.00%             | 2025-06-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                              | Corebridge Financial, Inc.                                                              | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    111000 | PA      | $90777.35     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                           | Ginnie Mae II                                                                           | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6100000 | PA      | $5284083.52   | 0.41%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                                          | Wyndham Hotels & Resorts, Inc.                                                          | CUSIP: 98310CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $149700.00    | 0.01%             | 2025-03-29      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                                                                      | Altice France S.A.                                                                      | CUSIP: F6628DAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213770 | PA      | $198361.76    | 0.02%             | 2026-07-13      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| GIP III Stetson I, L.P                                                                  | GIP III Stetson I, L.P                                                                  | CUSIP: 36173DAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    287556 | PA      | $280907.32    | 0.02%             | 2024-12-06      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| P.F. Chang's China Bistro Inc.                                                          | P.F. Chang's China Bistro Inc.                                                          | CUSIP: 69345YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118017 | PA      | $101199.94    | 0.01%             | 2026-03-01      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                               | Dell International L.L.C.                                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $255252.68    | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                               | Dell International L.L.C.                                                               | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $343246.00    | 0.03%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UFC Holdings, LLC                                                                       | UFC Holdings, LLC                                                                       | CUSIP: 90266UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93373 | PA      | $92025.03     | 0.01%             | 2026-04-29      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings, LLC                                                           | First Advantage Holdings, LLC                                                           | CUSIP: 78477MAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66111 | PA      | $64774.85     | 0.01%             | 2027-01-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                                        | ERO Copper Corp.                                                                        | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | US        |    330000 | PA      | $263544.58    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTI Consulting, Inc.                                                                    | FTI Consulting, Inc.                                                                    | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |     37000 | PA      | $58107.76     | 0.00%             | 2023-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                                        | Kronos Acquisition Holdings Inc.                                                        | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148158 | PA      | $140565.02    | 0.01%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                                                | Pregis TopCo Corporation                                                                | CUSIP: 74045BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74062 | PA      | $71655.47     | 0.01%             | 2026-07-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1014740 | PA      | $838569.02    | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KM4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    145069 | PA      | $119112.83    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charter NEX US, Inc.                                                                    | Charter NEX US, Inc.                                                                    | CUSIP: 16125TAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122812 | PA      | $119090.05    | 0.01%             | 2027-12-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Lightstone Holdco LLC                                                                   | Lightstone Holdco LLC                                                                   | CUSIP: 53226GAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9010 | PA      | $8225.70      | 0.00%             | 2027-02-01      | Floating      | 10.15%                | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                           | Ginnie Mae II                                                                           | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1603055 | PA      | $1394133.46   | 0.11%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    888000 | PA      | $764039.39    | 0.06%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                           | Univision Communications Inc.                                                           | CUSIP: 914908BD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59700 | PA      | $58834.35     | 0.00%             | 2029-06-10      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                                 | First Student Bidco Inc                                                                 | CUSIP: 33718FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46753 | PA      | $44298.70     | 0.00%             | 2028-07-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    137000 | PA      | $115878.21    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| InterGen N.V.                                                                           | InterGen N.V.                                                                           | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $998741.78    | 0.08%             | 2023-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1224324.08   | 0.09%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust 2021-STOR                                                 | MHP Commercial Mortgage Trust 2021-STOR                                                 | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603000 | PA      | $580818.77    | 0.05%             | 2023-07-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                           | Acrisure, LLC                                                                           | CUSIP: 00488PAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190000 | PA      | $188100.00    | 0.01%             | 2027-02-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                          | TransDigm Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $49756.50     | 0.00%             | 2027-02-28      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MTN (Mauritius) Investments Limited                                                     | MTN (Mauritius) Investments Limited                                                     | CUSIP: 55377XAA4<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58331.40     | 0.00%             | 2024-11-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    540000 | PA      | $524103.67    | 0.04%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                                 | Micron Technology, Inc.                                                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       959 | NS      | $47930.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                            | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69146.98     | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM Mortgage Trust                                                           | SPGN 2022-TFLM Mortgage Trust                                                           | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $135736.92    | 0.01%             | 2024-02-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II B.V.                                                                   | SABIC Capital II B.V.                                                                   | CUSIP: 78520LAA8<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198131.98    | 0.02%             | 2023-10-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance II Limited                                                    | Sapphire Aviation Finance II Limited                                                    | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233783 | PA      | $128814.93    | 0.01%             | 2027-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                              | Government of Saudi Arabia                                                              | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $162735.60    | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Termocandelaria Power Ltd.                                                              | Termocandelaria Power Ltd.                                                              | CUSIP: 880879AA9<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | US        |    110500 | PA      | $101482.44    | 0.01%             | 2029-01-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-1                                                     | Upstart Securitization Trust 2021-1                                                     | CUSIP: 91681NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4486 | PA      | $4476.29      | 0.00%             | 2031-03-20      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| USIS Merger Sub, Inc.                                                                   | USIS Merger Sub, Inc.                                                                   | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $460738.07    | 0.04%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                            | Bausch Health Companies Inc.                                                            | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110684.49    | 0.01%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANCR Holdings Inc.                                                                      | ANCR Holdings Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11844 | PA      | $11844.44     | 0.00%             | 2027-09-21      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| Cineworld Group PLC                                                                     | Cineworld Group PLC                                                                     | CUSIP: N/A<br>LEI: 213800J2J3TOOI176M73       | Long             | EC               | CORP              | GB        |     12054 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.                                            | Brand Energy & Infrastructure Services, Inc.                                            | CUSIP: 10524MAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    332078 | PA      | $296379.72    | 0.02%             | 2024-06-16      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                                               | Hub International Limited                                                               | CUSIP: 44332EAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       614 | PA      | $607.67       | 0.00%             | 2025-04-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Brookfield WEC Holdings Inc.                                                            | Brookfield WEC Holdings Inc.                                                            | CUSIP: 11284EAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    426088 | PA      | $419475.38    | 0.03%             | 2025-08-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                                                   | CMG Media Corporation                                                                   | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    505504 | PA      | $472195.88    | 0.04%             | 2026-12-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                 | Uber Technologies, Inc.                                                                 | CUSIP: 90351JAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    516145 | PA      | $514761.31    | 0.04%             | 2027-02-16      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                                                           | Horizon Therapeutics USA Inc.                                                           | CUSIP: 44055UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108350 | PA      | $108214.56    | 0.01%             | 2028-02-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                               | Zayo Group Holdings, Inc.                                                               | CUSIP: 98919XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    208425 | PA      | $172113.20    | 0.01%             | 2027-03-09      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Brookfield WEC Holdings Inc.                                                            | Brookfield WEC Holdings Inc.                                                            | CUSIP: 11284EAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274312 | PA      | $272855.90    | 0.02%             | 2025-08-01      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                      | Avient Corporation                                                                      | CUSIP: 73179YAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45746 | PA      | $45666.34     | 0.00%             | 2029-07-27      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                                             | Corporation Service Company                                                             | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $88875.00     | 0.01%             | 2029-08-10      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                                     | The AES Corporation                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1014582.08   | 0.08%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                 | American Airlines, Inc.                                                                 | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43274.82     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aimco CLO Series 2018-B                                                                 | Aimco CLO Series 2018-B                                                                 | CUSIP: 00900PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    571000 | PA      | $561059.46    | 0.04%             | 2032-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                              | Altice France Holding S.A.                                                              | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    270000 | PA      | $205543.53    | 0.02%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                                    | BX Commercial Mortgage Trust 2019-XL                                                    | CUSIP: 056054AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    669800 | PA      | $648700.13    | 0.05%             | 2036-10-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                   | BX Commercial Mortgage Trust 2022-LP2                                                   | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1445503 | PA      | $1392774.88   | 0.11%             | 2027-02-16      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                           | Altice France                                                                           | CUSIP: 02156TAA2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    725000 | PA      | $428066.26    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137H8U41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $470154.75    | 0.04%             | 2032-11-25      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140HBKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59765 | PA      | $55777.38     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140HBSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1451584 | PA      | $1345765.98   | 0.10%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                      | Kingdom of Bahrain                                                                      | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $38813.40     | 0.00%             | 2034-05-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98485.81     | 0.01%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $179100.32    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                             | Carvana Co.                                                                             | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    110000 | PA      | $42405.69     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                             | Carvana Co.                                                                             | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     15000 | PA      | $5700.02      | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3609268.16   | 0.28%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Cent CLO                                                                                | Cent CLO                                                                                | CUSIP: 19737TAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1282000 | PA      | $1231358.44   | 0.10%             | 2034-07-24      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                | Comision Federal De Electricidad, E.P.E.                                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176854.86    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties Trust                                                       | Corporate Office Properties Trust                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    187000 | PA      | $139796.21    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                         | CoreCivic, Inc.                                                                         | CUSIP: 22025YAP5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299699.95    | 0.02%             | 2023-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140HKKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    524914 | PA      | $469521.41    | 0.04%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    471089 | PA      | $387535.47    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                      | Exelon Corporation                                                                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2471382.62   | 0.19%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FEL Energy VI S.a r.l.                                                                  | FEL Energy VI S.a r.l.                                                                  | CUSIP: 30260LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184790 | PA      | $158494.30    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2696720 | PA      | $2314395.52   | 0.18%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ghana, Government of                                                                    | Ghana, Government of                                                                    | CUSIP: 374422AD5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $55900.00     | 0.00%             | 2030-10-14      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    605518 | PA      | $496986.32    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X46L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    140012 | PA      | $137486.04    | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ghana, Government of                                                                    | Ghana, Government of                                                                    | CUSIP: 374422AH6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $12250.00     | 0.00%             | 2049-06-16      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Ghana, Government of                                                                    | Ghana, Government of                                                                    | CUSIP: 37443GAL5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $73250.00     | 0.01%             | 2029-04-07      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X4ET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     68568 | PA      | $67331.19     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140X4J98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1404680 | PA      | $1353331.78   | 0.10%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                  | Icahn Enterprises L.P.                                                                  | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    390000 | PA      | $357628.87    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1956980.02   | 0.15%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                          | Nigeria, Federal Government of                                                          | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $68961.78     | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Nostrum Oil & Gas Finance B.V.                                                          | Nostrum Oil & Gas Finance B.V.                                                          | CUSIP: 66978CAB8<br>LEI: 213800SGF6UKA42KSB50 | Long             | DBT              | CORP              | US        |    570000 | PA      | $146845.76    | 0.01%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KBR, Inc.                                                                               | KBR, Inc.                                                                               | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     60000 | PA      | $125137.80    | 0.01%             | 2023-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National company KazMunayGaz JSC                                                        | National company KazMunayGaz JSC                                                        | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     35000 | PA      | $27151.25     | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                     | Novelis Corporation                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73644.91     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nufarm Australia Limited                                                                | Nufarm Australia Limited                                                                | CUSIP: 67052NAB1<br>LEI: 254900Z2JJWSZ7WQM263 | Long             | DBT              | CORP              | US        |    370000 | PA      | $323501.40    | 0.03%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MTN (Mauritius) Investments Limited                                                     | MTN (Mauritius) Investments Limited                                                     | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | DE        |     70000 | PA      | $69974.33     | 0.01%             | 2026-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NBK Tier 1 Financing Limited                                                            | NBK Tier 1 Financing Limited                                                            | CUSIP: 62879NAA5<br>LEI: 5493005X9UY5UCTPFR46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174827.64    | 0.01%             | 2500-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                                | OCP S.A.                                                                                | CUSIP: 67091TAA3<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139796.68    | 0.01%             | 2024-04-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                                | OCP S.A.                                                                                | CUSIP: 67091TAC9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24367.99     | 0.00%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Republic of Rwanda, Government of                                                   | The Republic of Rwanda, Government of                                                   | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | US        |    130000 | PA      | $98799.74     | 0.01%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                                                               | Ryan Specialty Group, LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $117999.00    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Limited                                                                 | SA Global Sukuk Limited                                                                 | CUSIP: 78397PAB7<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178766.07    | 0.01%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                         | SBA Towers, LLC                                                                         | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    896000 | PA      | $835600.19    | 0.06%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                    | Olympus Water US Holding Corporation                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163871.79    | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                        | Omega Healthcare Investors, Inc.                                                        | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4685987.00   | 0.36%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                        | Omega Healthcare Investors, Inc.                                                        | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    978000 | PA      | $705544.07    | 0.05%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 1375209 BC Ltd                                                                          | 1375209 BC Ltd                                                                          | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $113979.71    | 0.01%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy, Inc.                                                                   | Mesquite Energy, Inc.                                                                   | CUSIP: 79970YAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    269000 | PA      | $2690.00      | 0.00%             | 2023-02-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                              | Government of Saudi Arabia                                                              | CUSIP: 80413TAU3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $265339.50    | 0.02%             | 2060-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                         | Ministry of Diwan Amiri Affairs                                                         | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |   1090000 | PA      | $993663.62    | 0.08%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $73372.70     | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $54073.74     | 0.00%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cenub Qaz Dehlizi, Qsc                                                                  | Cenub Qaz Dehlizi, Qsc                                                                  | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | NUSS              | US        |    405000 | PA      | $415112.85    | 0.03%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                               | Saudi Arabian Oil Company                                                               | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    285000 | PA      | $253949.17    | 0.02%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XIX Ltd                                                                    | Symphony CLO XIX Ltd                                                                    | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    559000 | PA      | $549774.82    | 0.04%             | 2031-04-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                             | Southwestern Energy Company                                                             | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81114.06     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corporation                                                             | Onemain Finance Corporation                                                             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    540000 | PA      | $519128.57    | 0.04%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXV, Ltd.                                                                  | Symphony CLO XXV, Ltd.                                                                  | CUSIP: 87167WAC9<br>LEI: 5493006CLZCEH6WYKR81 | Long             | ABS-CBDO         | CORP              | US        |   1153000 | PA      | $1118653.28   | 0.09%             | 2034-04-19      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXXII                                                                      | Symphony CLO XXXII                                                                      | CUSIP: 87168NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1176000 | PA      | $1149009.62   | 0.09%             | 2035-04-23      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                            | Tenet Healthcare Corporation                                                            | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173162.09    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6470000 | PA      | $5461084.38   | 0.42%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Vornado Realty L.P.                                                                     | Vornado Realty L.P.                                                                     | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    271000 | PA      | $229046.90    | 0.02%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                | W. R. Grace Holdings LLC                                                                | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $72811.36     | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1568390.72   | 0.12%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21040000 | PA      | $19971563.55  | 1.55%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                | W. R. Grace Holdings LLC                                                                | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $265768.36    | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                           | Acrisure, LLC                                                                           | CUSIP: 00488PAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    499289 | PA      | $467459.38    | 0.04%             | 2027-01-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                                       | Elanco Animal Health Incorporated                                                       | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340419 | PA      | $326322.62    | 0.03%             | 2027-02-04      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                  | Aramark Services, Inc.                                                                  | CUSIP: 03852JAS0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $83640.00     | 0.01%             | 2028-04-06      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                          | Lonza Group AG                                                                          | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136936 | PA      | $125125.52    | 0.01%             | 2028-04-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                                     | Insulet Corporation                                                                     | CUSIP: 45784QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    386010 | PA      | $379980.99    | 0.03%             | 2028-04-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                                      | TKC Holdings, Inc.                                                                      | CUSIP: 87256FAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106778 | PA      | $88759.43     | 0.01%             | 2028-05-03      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                                                        | ACProducts, Inc.                                                                        | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36750 | PA      | $27357.80     | 0.00%             | 2028-05-17      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Acuris Finance                                                                          | Acuris Finance                                                                          | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79801.26     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SRAM, LLC                                                                               | SRAM, LLC                                                                               | CUSIP: 85232BAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102455 | PA      | $99508.98     | 0.01%             | 2028-05-12      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Conair Holdings, LLC                                                                    | Conair Holdings, LLC                                                                    | CUSIP: 20600RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153062 | PA      | $127998.52    | 0.01%             | 2028-05-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Limited                                                        | Adani Electricity Mumbai Limited                                                        | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143516.17    | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Adecoagro S.A.                                                                          | Adecoagro S.A.                                                                          | CUSIP: 00676LAA4<br>LEI: 529900Q00UR5LFELO811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141586.11    | 0.01%             | 2027-09-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition, LLC                                                                  | Tiger Acquisition, LLC                                                                  | CUSIP: 88675UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108625 | PA      | $102909.15    | 0.01%             | 2028-05-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CWGS Group, LLC                                                                         | CWGS Group, LLC                                                                         | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    337971 | PA      | $311777.91    | 0.02%             | 2028-05-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XIII, Ltd.                                                                  | Allegro CLO XIII, Ltd.                                                                  | CUSIP: 01750WAC3<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | US        |    716000 | PA      | $695870.38    | 0.05%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1757031.20   | 0.14%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                        | Proofpoint, Inc.                                                                        | CUSIP: 74345HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    387187 | PA      | $371482.64    | 0.03%             | 2028-06-09      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |  -5675000 | PA      | $-5162916.94  | -0.40%            | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2021-I                                                                 | Barings CLO Ltd. 2021-I                                                                 | CUSIP: 06762EAA2<br>LEI: 5493001QIXQNVJN0QT95 | Long             | ABS-CBDO         | CORP              | US        |   1146000 | PA      | $1113343.58   | 0.09%             | 2034-04-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| The Republic of Uzbekistan                                                              | The Republic of Uzbekistan                                                              | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $167997.20    | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                      | Venture Global Calcasieu Pass, LLC                                                      | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77558.96     | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2020-I                                                                  | Barings CLO Ltd 2020-I                                                                  | CUSIP: 06762LAM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    589000 | PA      | $573104.66    | 0.04%             | 2036-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Bermuda, Government of                                                                  | Bermuda, Government of                                                                  | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $41897.04     | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Black Knight Infoserv, LLC                                                              | Black Knight Infoserv, LLC                                                              | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    255000 | PA      | $222359.27    | 0.02%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Limited                                             | Blackbird Capital II Aircraft Lease Limited                                             | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1129431 | PA      | $907773.48    | 0.07%             | 2028-07-17      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Delek Group Ltd.                                                                        | Delek Group Ltd.                                                                        | CUSIP: N/A<br>LEI: 894500UTDMYAFMZ5VY86       | Long             | DBT              | CORP              | US        |    215000 | PA      | $213656.25    | 0.02%             | 2023-12-30      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| CEC Entertainment Company, LLC                                                          | CEC Entertainment Company, LLC                                                          | CUSIP: N/A<br>LEI: 549300MWTY75LB8TRO50       | Long             | EC               | CORP              | US        |      5023 | NS      | $97466.72     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CBRE Services, Inc.                                                                     | CBRE Services, Inc.                                                                     | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    819000 | PA      | $646944.23    | 0.05%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                       | CSC Holdings, LLC                                                                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    585000 | PA      | $330772.98    | 0.03%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                    | CEMEX S.A.B. de C.V.                                                                    | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | US        |    145000 | PA      | $122699.62    | 0.01%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Chemours Company                                                                    | The Chemours Company                                                                    | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    490000 | PA      | $451543.84    | 0.04%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                                                                   | Hyland Software, Inc.                                                                   | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    308840 | PA      | $304284.83    | 0.02%             | 2024-07-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Aptean, Inc.                                                                            | Aptean, Inc.                                                                            | CUSIP: 03834WAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122462 | PA      | $116746.39    | 0.01%             | 2026-04-23      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| The Chemours Company                                                                    | The Chemours Company                                                                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    515000 | PA      | $462427.01    | 0.04%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 30 Limited                                                            | Columbia Cent CLO 30 Limited                                                            | CUSIP: 19736WAC4<br>LEI: 549300EPPYTG18BLNK44 | Long             | ABS-CBDO         | CORP              | US        |   1720000 | PA      | $1683933.32   | 0.13%             | 2034-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 30 Limited                                                            | Columbia Cent CLO 30 Limited                                                            | CUSIP: 19737LAC7<br>LEI: 549300EPPYTG18BLNK44 | Long             | ABS-CBDO         | CORP              | US        |   1270000 | PA      | $1233393.52   | 0.10%             | 2034-04-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                               | Dell International L.L.C.                                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $184269.75    | 0.01%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                                                       | Ultimate Software Group Inc (The)                                                       | CUSIP: 90385KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232169 | PA      | $223462.44    | 0.02%             | 2026-04-08      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                                        | Pike Corporation                                                                        | CUSIP: 72108PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100685 | PA      | $99158.55     | 0.01%             | 2028-01-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| INEOS Styrolution US Holding LLC                                                        | INEOS Styrolution US Holding LLC                                                        | CUSIP: G4770MAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235952 | PA      | $231410.20    | 0.02%             | 2026-01-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                                               | Hub International Limited                                                               | CUSIP: 44332EAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240054 | PA      | $237597.85    | 0.02%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| RVR Dealership Holdings, LLC                                                            | RVR Dealership Holdings, LLC                                                            | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64837 | PA      | $59541.47     | 0.00%             | 2028-02-08      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| AlixPartners, LLP                                                                       | AlixPartners, LLP                                                                       | CUSIP: 01642PBB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117702 | PA      | $116567.85    | 0.01%             | 2028-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                                                      | Connect Finco Sarl                                                                      | CUSIP: L2000DAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81364 | PA      | $80313.06     | 0.01%             | 2026-12-11      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                      | Groupe Solmax Inc.                                                                      | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18835 | PA      | $15538.62     | 0.00%             | 2024-12-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                                                       | Diamond (BC) B.V.                                                                       | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36104.83     | 0.00%             | 2029-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $73506.25     | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                      | Groupe Solmax Inc.                                                                      | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18632 | PA      | $15370.99     | 0.00%             | 2024-12-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                                               | Flynn Restaurant Group LP                                                               | CUSIP: 34410JAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44550 | PA      | $41635.54     | 0.00%             | 2028-11-22      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    327000 | PA      | $288270.66    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DN4S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    348940 | PA      | $348845.42    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Limetree Bay Terminals, LLC                                                             | Limetree Bay Terminals, LLC                                                             | CUSIP: 53271HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161321 | PA      | $111680.98    | 0.01%             | 2024-02-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                         | Naked Juice LLC                                                                         | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $43260.80     | 0.00%             | 2030-01-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    496256 | PA      | $497981.58    | 0.04%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                   | Frontier Communications Holdings, LLC                                                   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122521.57    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                   | Gobierno de la Republica de Guatemala                                                   | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |     10000 | PA      | $9450.00      | 0.00%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                   | Gobierno de la Republica de Guatemala                                                   | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |    240000 | PA      | $234300.00    | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                               | Diamond Sports Group, LLC                                                               | CUSIP: 25277BAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55625 | PA      | $52519.57     | 0.00%             | 2026-05-19      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| WH Borrower, LLC                                                                        | WH Borrower, LLC                                                                        | CUSIP: 92942LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144638 | PA      | $137405.63    | 0.01%             | 2027-02-09      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                  | Icahn Enterprises L.P.                                                                  | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2017191.92   | 0.16%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780AT3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    165000 | PA      | $208725.00    | 0.02%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                                    | Scientific Games International, Inc.                                                    | CUSIP: 80875AAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263675 | PA      | $259437.74    | 0.02%             | 2029-04-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                                   | Dave & Buster's, Inc.                                                                   | CUSIP: 23833EAV6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94762 | PA      | $94229.93     | 0.01%             | 2029-06-23      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                                 | First Student Bidco Inc                                                                 | CUSIP: 33718FAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3247 | PA      | $3076.30      | 0.00%             | 2028-07-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Kenya, Government of                                                                    | Kenya, Government of                                                                    | CUSIP: 491798AE4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | US        |     65000 | PA      | $59881.06     | 0.00%             | 2024-06-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kenya, Government of                                                                    | Kenya, Government of                                                                    | CUSIP: 491798AJ3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $71400.00     | 0.01%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                            | LIFE 2021-BMR Mortgage Trust                                                            | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194628 | PA      | $184181.00    | 0.01%             | 2023-03-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                           | LIFE 2022-BMR2 Mortgage Trust                                                           | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2042000 | PA      | $1991010.24   | 0.15%             | 2024-05-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc.                                                               | Mercer International Inc.                                                               | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83575.69     | 0.01%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy, Inc.                                                                   | Mesquite Energy, Inc.                                                                   | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |     30322 | PA      | $200580.03    | 0.02%             | 2023-07-15      | Fixed         | 13.00%                | Yes           |                  3 | On Loan: No      |
| Mesquite Energy, Inc.                                                                   | Mesquite Energy, Inc.                                                                   | CUSIP: 59073XAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |     52465 | PA      | $347055.98    | 0.03%             | 2023-07-15      | Fixed         | 13.00%                | Yes           |                  3 | On Loan: No      |
| Morgan Stanley                                                                          | Morgan Stanley                                                                          | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $933922.70    | 0.07%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| RR 7 Ltd                                                                                | RR 7 Ltd                                                                                | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1141000 | PA      | $1112718.03   | 0.09%             | 2037-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                               | Realty Income Corporation                                                               | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    133000 | PA      | $114026.09    | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                         | SBA Towers, LLC                                                                         | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    365000 | PA      | $321339.61    | 0.02%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                                       | SM Energy Company                                                                       | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24150.97     | 0.00%             | 2025-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                           | Sabine Pass Liquefaction, LLC                                                           | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1161887.58   | 0.09%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thunderbolt II Aircraft Lease Limited                                                   | Thunderbolt II Aircraft Lease Limited                                                   | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1225862 | PA      | $937744.29    | 0.07%             | 2025-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Thunderbolt III Aircraft Lease Limited                                                  | Thunderbolt III Aircraft Lease Limited                                                  | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    982853 | PA      | $767822.64    | 0.06%             | 2026-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1                                | United Airlines Pass Through Certificates, Series 2015-1                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93137.44     | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $141075.00    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $117713.25    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Millicom International Cellular SA                                                      | Millicom International Cellular SA                                                      | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168629.19    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                               | Renaissance Holding Corp.                                                               | CUSIP: 75972JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114501 | PA      | $108947.59    | 0.01%             | 2025-05-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $100432.75    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7790000 | PA      | $6654364.45   | 0.52%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                             | Hexion Holdings Corporation                                                             | CUSIP: 00217XAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    329175 | PA      | $281773.80    | 0.02%             | 2029-03-02      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                              | Unum Group                                                                              | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1355343.30   | 0.11%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                                                | Vertiv Group Corporation                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196258.51    | 0.02%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Zambia                                                    | Government of the Republic of Zambia                                                    | CUSIP: 988895AF5<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $35500.00     | 0.00%             | 2027-07-30      | Fixed         | 8.97%                 | No            |                  2 | On Loan: No      |
| NagaCorp Ltd.                                                                           | NagaCorp Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300MMNKN0RBJELS20       | Long             | DBT              | CORP              | US        |    200000 | PA      | $182750.00    | 0.01%             | 2024-07-06      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17605 | PA      | $15529.27     | 0.00%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                                  | Chemours Company (The)                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $14697.60     | 0.00%             | 2025-03-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                                  | Chemours Company (The)                                                                  | CUSIP: 16384YAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34897 | PA      | $34193.64     | 0.00%             | 2025-03-27      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                                            | Filtration Group Corporation                                                            | CUSIP: 31732FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231136 | PA      | $228343.69    | 0.02%             | 2025-03-27      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                             | DG Investment Intermediate Holdings 2, Inc.                                             | CUSIP: 23344MAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41658 | PA      | $39939.42     | 0.00%             | 2028-03-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                             | Avis Budget Car Rental, LLC                                                             | CUSIP: 05377JAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79400 | PA      | $77961.27     | 0.01%             | 2029-03-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Sophia, L.P.                                                                            | Sophia, L.P.                                                                            | CUSIP: 83578BAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29850 | PA      | $28954.50     | 0.00%             | 2027-10-07      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments, LLC                                                                | Perrigo Investments, LLC                                                                | CUSIP: 71429TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129350 | PA      | $128379.88    | 0.01%             | 2029-04-05      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                                        | Pike Corporation                                                                        | CUSIP: 72108PAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $84185.70     | 0.01%             | 2028-01-21      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Limited                                                             | Four Seasons Hotels Limited                                                             | CUSIP: 35100DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210961 | PA      | $210884.75    | 0.02%             | 2029-11-30      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                      | Alliant Holdings Intermediate, LLC                                                      | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94689.53     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil S.A                                                                     | Banco do Brasil S.A                                                                     | CUSIP: 05958AAK4<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107988.48    | 0.01%             | 2500-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                     | Centene Corporation                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1046622.00   | 0.08%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                               | Century Communities, Inc.                                                               | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86461.42     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                          | Charles River Laboratories International, Inc.                                          | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61890.00     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1666302.26   | 0.13%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                                             | EIG Pearl Holdings S.a r.l.                                                             | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $230989.02    | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Elastic N.V.                                                                            | Elastic N.V.                                                                            | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40369.26     | 0.00%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                        | Embraer Netherlands Finance B.V.                                                        | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155513.55    | 0.01%             | 2025-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions Inc.                                                              | Emergent BioSolutions Inc.                                                              | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    410000 | PA      | $202497.35    | 0.02%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133AWDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     38994 | PA      | $32017.01     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133GF3C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    194015 | PA      | $173176.94    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140HPZW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48864 | PA      | $47352.27     | 0.00%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140K1AE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    224097 | PA      | $208320.54    | 0.02%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140MMBG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    352046 | PA      | $309559.36    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140Q85U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    314818 | PA      | $294008.34    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2309594.24   | 0.18%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2364777.19   | 0.18%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3630603.99   | 0.28%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382BUU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475770 | PA      | $466749.09    | 0.04%             | 2049-12-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                        | Mong Duong Finance Holdings B.V.                                                        | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108320.38    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                                | New Fortress Energy Inc.                                                                | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $327075.98    | 0.03%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    205000 | PA      | $183730.23    | 0.01%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $31849.97     | 0.00%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $66938.63     | 0.01%             | 2028-10-24      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                           | Vistra Operations Company LLC                                                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    430000 | PA      | $400161.62    | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                               | XPO, Inc.                                                                               | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125278.44    | 0.01%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                                         | MED ParentCo LP                                                                         | CUSIP: 58401DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $25783.45     | 0.00%             | 2027-07-31      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                                                           | VS Buyer, LLC                                                                           | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    294252 | PA      | $285056.91    | 0.02%             | 2027-02-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                                                           | Deerfield Dakota Holding, LLC                                                           | CUSIP: 24440EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121798 | PA      | $113538.55    | 0.01%             | 2027-03-05      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Learning Care Group (US) No. 2 Inc.                                                     | Learning Care Group (US) No. 2 Inc.                                                     | CUSIP: 52201CAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2260 | PA      | $2192.07      | 0.00%             | 2025-03-13      | Floating      | 12.17%                | No            |                  3 | On Loan: No      |
| United PF Holdings, LLC                                                                 | United PF Holdings, LLC                                                                 | CUSIP: 91132UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29325 | PA      | $25806.00     | 0.00%             | 2026-12-30      | Floating      | 12.17%                | No            |                  3 | On Loan: No      |
| Windstream Services, LLC                                                                | Windstream Services, LLC                                                                | CUSIP: 97381JAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $90250.00     | 0.01%             | 2027-08-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                | Windstream Services, LLC                                                                | CUSIP: 97381JAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185852 | PA      | $167731.66    | 0.01%             | 2027-08-24      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                                                            | Reynolds Group Holdings Inc.                                                            | CUSIP: 76173FAW7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22160 | PA      | $21861.96     | 0.00%             | 2026-02-03      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                                                             | FinCo I LLC                                                                             | CUSIP: 31774BAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73684 | PA      | $73385.05     | 0.01%             | 2025-06-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                              | BCPE Empire Holdings, Inc.                                                              | CUSIP: 05550HAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123441 | PA      | $119891.70    | 0.01%             | 2026-06-12      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Pilot Travel Centers LLC                                                                | Pilot Travel Centers LLC                                                                | CUSIP: 72165NBH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    252860 | PA      | $249635.89    | 0.02%             | 2028-07-29      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Hunter Holdco 3 Limited                                                                 | Hunter Holdco 3 Limited                                                                 | CUSIP: 12509YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91112 | PA      | $89175.70     | 0.01%             | 2028-08-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Hunter Holdco 3 Limited                                                                 | Hunter Holdco 3 Limited                                                                 | CUSIP: 12509YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81032 | PA      | $79309.99     | 0.01%             | 2028-08-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| LIDS Holdings, Inc.                                                                     | LIDS Holdings, Inc.                                                                     | CUSIP: 53173EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113000 | PA      | $104525.00    | 0.01%             | 2026-12-03      | Floating      | 10.15%                | No            |                  3 | On Loan: No      |
| Applied Systems, Inc.                                                                   | Applied Systems, Inc.                                                                   | CUSIP: 03827FBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $59655.00     | 0.00%             | 2026-09-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                               | AT&T Inc.                                                                               | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $428505.66    | 0.03%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bermuda, Government of                                                                  | Bermuda, Government of                                                                  | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | US        |    215000 | PA      | $204228.29    | 0.02%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                               | CNX Midstream Partners LP                                                               | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33018.87     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                     | Centene Corporation                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    520000 | PA      | $408616.00    | 0.03%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2019-1 Ltd                                                              | Eaton Vance CLO 2019-1 Ltd                                                              | CUSIP: 27830XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    646000 | PA      | $633594.22    | 0.05%             | 2031-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     95090 | PA      | $94737.28     | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KYR84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17889 | PA      | $16421.45     | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KYSK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    712097 | PA      | $653696.41    | 0.05%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QEAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    546950 | PA      | $488419.62    | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XBKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1208680 | PA      | $1038264.80   | 0.08%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XD6B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2226186 | PA      | $1899787.55   | 0.15%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1247872 | PA      | $1064912.12   | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418DNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    166019 | PA      | $148875.29    | 0.01%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4247704 | PA      | $3490339.47   | 0.27%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust II                                                           | Five Corners Funding Trust II                                                           | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1434704.36   | 0.11%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo S.A.B. de C.V.                                                              | Grupo Bimbo S.A.B. de C.V.                                                              | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104467.07    | 0.01%             | 2500-12-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                        | Pacific Gas And Electric Company                                                        | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $351610.20    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $47078.15     | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                     | Post Holdings, Inc.                                                                     | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81960.08     | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Artera Services, LLC                                                                    | Artera Services, LLC                                                                    | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100143.53    | 0.01%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Pakistan, Government of                                                                 | Pakistan, Government of                                                                 | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | US        |     25000 | PA      | $9687.53      | 0.00%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Prima Capital CRE Securitization                                                        | Prima Capital CRE Securitization                                                        | CUSIP: 74167CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70366 | PA      | $69492.63     | 0.01%             | 2040-03-26      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                             | Prosus N.V.                                                                             | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37540.01     | 0.00%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Ministerio De Gobierno                                                                  | Ministerio De Gobierno                                                                  | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | US        |    241172 | PA      | $195047.86    | 0.02%             | 2025-12-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                                                 | PT Indonesia Asahan Aluminium (Persero)                                                 | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123825.82    | 0.01%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PTT Treasury Center Company Limited                                                     | PTT Treasury Center Company Limited                                                     | CUSIP: 74446T2C6<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31008.74     | 0.00%             | 2070-07-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                                      | Puget Energy, Inc.                                                                      | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $1865193.72   | 0.14%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                         | Ministry of Diwan Amiri Affairs                                                         | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $196460.40    | 0.02%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands, Inc.                                                              | Turning Point Brands, Inc.                                                              | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86485.52     | 0.01%             | 2026-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: 903724AU6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $16125.00     | 0.00%             | 2029-09-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                                         | Traverse Midstream Partners LLC                                                         | CUSIP: 89435TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71759 | PA      | $71511.69     | 0.01%             | 2024-09-22      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                        | Trans Union, LLC                                                                        | CUSIP: 89334GAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116255 | PA      | $114490.27    | 0.01%             | 2026-11-13      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                                                               | Coral-US Co-Borrower, LLC                                                               | CUSIP: G7739PAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245000 | PA      | $236608.75    | 0.02%             | 2028-01-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                                                       | CenturyLink, Inc.                                                                       | CUSIP: 15669GAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5099 | PA      | $4835.55      | 0.00%             | 2027-03-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Runner Buyer, Inc.                                                                      | Runner Buyer, Inc.                                                                      | CUSIP: 78158EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69475 | PA      | $48632.50     | 0.00%             | 2028-10-08      | Floating      | 10.23%                | No            |                  3 | On Loan: No      |
| Specialty Building Products Holdings, LLC                                               | Specialty Building Products Holdings, LLC                                               | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69475 | PA      | $62310.74     | 0.00%             | 2028-10-05      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                                   | Gray Television, Inc.                                                                   | CUSIP: 389376AZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198496 | PA      | $192334.93    | 0.01%             | 2028-10-27      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                      | Alliant Holdings Intermediate, LLC                                                      | CUSIP: 01881UAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    419688 | PA      | $409644.38    | 0.03%             | 2027-11-06      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                                                                      | Byju's Alpha, Inc.                                                                      | CUSIP: Y8800HAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158400 | PA      | $125248.46    | 0.01%             | 2026-11-05      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation                                           | PECF USS Intermediate Holding III Corporation                                           | CUSIP: 69291LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198000 | PA      | $164532.06    | 0.01%             | 2028-11-04      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8550000 | PA      | $7255476.99   | 0.56%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |  -8950000 | PA      | $-8828339.97  | -0.68%            | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR                                     | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                     | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534000 | PA      | $485945.34    | 0.04%             | 2024-11-07      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Azul Investments LLP                                                                    | Azul Investments LLP                                                                    | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $123351.47    | 0.01%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132LQUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     37259 | PA      | $36138.40     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133B0QV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    189274 | PA      | $155407.98    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1615150 | PA      | $1484032.15   | 0.12%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KPN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    149556 | PA      | $150401.26    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $154661.80    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $184267.20    | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    105287 | PA      | $105225.48    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136ADB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    629665 | PA      | $568942.18    | 0.04%             | 2033-05-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    541072 | PA      | $479873.62    | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XECK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    322647 | PA      | $286758.37    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XFJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    757783 | PA      | $621723.14    | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Foot Locker, Inc.                                                                       | Foot Locker, Inc.                                                                       | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39384.97     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140JHVQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38056 | PA      | $36878.70     | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140M2MT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    382290 | PA      | $314486.09    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                            | JD.com, Inc.                                                                            | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $162130.54    | 0.01%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Limited                                                                    | Lenovo Group Limited                                                                    | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158979.18    | 0.01%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                  | Lowe`s Companies, Inc.                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $894571.51    | 0.07%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                                 | Meituan                                                                                 | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177675.32    | 0.01%             | 2025-10-28      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Metalsa, S.A. de C.V.                                                                   | Metalsa, S.A. de C.V.                                                                   | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117510.31    | 0.01%             | 2031-05-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                   | Gobierno de La Republica del Paraguay                                                   | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $162000.00    | 0.01%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Limited                                                         | Park Aerospace Holdings Limited                                                         | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3950793.88   | 0.31%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Party City Holdings Inc.                                                                | Party City Holdings Inc.                                                                | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |     45000 | PA      | $13038.13     | 0.00%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                                                | Patrick Industries, Inc.                                                                | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83864.17     | 0.01%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Group Inc.                                                               | Pattern Energy Group Inc.                                                               | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71801.63     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO Ltd                                                                      | Peace Park CLO Ltd                                                                      | CUSIP: 70470MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    898000 | PA      | $874361.95    | 0.07%             | 2034-10-20      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, LP                                                      | Piedmont Operating Partnership, LP                                                      | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    207000 | PA      | $144770.89    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                                        | Pike Corporation                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    565000 | PA      | $493868.01    | 0.04%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                                             | Pilgrim's Pride Corporation                                                             | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165979.58    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Teine Energy Ltd.                                                                       | Teine Energy Ltd.                                                                       | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90079.71     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                            | The Williams Companies, Inc.                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $967193.20    | 0.08%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140MAXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    380302 | PA      | $338862.80    | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QAWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     56798 | PA      | $55005.93     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XV, Ltd.                                                                    | Allegro CLO XV, Ltd.                                                                    | CUSIP: 01749WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    893000 | PA      | $868705.94    | 0.07%             | 2035-07-20      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    153005 | PA      | $41120.09     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140QAWY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     55716 | PA      | $53887.94     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magnetite XXI, Limited                                                                  | Magnetite XXI, Limited                                                                  | CUSIP: 55954PAN4<br>LEI: 5493007R5RBJT1RFJC86 | Long             | ABS-CBDO         | CORP              | US        |    920000 | PA      | $896585.08    | 0.07%             | 2034-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Ares LVIII CLO Ltd.                                                                     | Ares LVIII CLO Ltd.                                                                     | CUSIP: 04018AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1109000 | PA      | $1064373.84   | 0.08%             | 2035-01-16      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Ares LV CLO Ltd                                                                         | Ares LV CLO Ltd                                                                         | CUSIP: 04018BAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    908000 | PA      | $887359.34    | 0.07%             | 2034-07-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Magnetite XXVII Ltd                                                                     | Magnetite XXVII Ltd                                                                     | CUSIP: 55955EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $243340.25    | 0.02%             | 2034-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                | Amentum Government Services Holdings LLC                                                | CUSIP: 02351UAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18881 | PA      | $17252.15     | 0.00%             | 2028-01-31      | Floating      | 12.92%                | No            |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                                                                    | Seattle Spinco, Inc.                                                                    | CUSIP: 81271EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154693 | PA      | $154306.03    | 0.01%             | 2024-04-19      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SS&C European Holdings Sarl                                                             | SS&C European Holdings Sarl                                                             | CUSIP: 78466DBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202614 | PA      | $198871.26    | 0.02%             | 2025-02-27      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Ares LIX CLO Ltd                                                                        | Ares LIX CLO Ltd                                                                        | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    521000 | PA      | $505068.86    | 0.04%             | 2034-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| California Resources Corporation                                                        | California Resources Corporation                                                        | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       404 | NS      | $5090.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                                                  | Cushman & Wakefield U.S. Borrower, LLC                                                  | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276113 | PA      | $269309.94    | 0.02%             | 2025-08-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                               | Mileage Plus Holdings LLC                                                               | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189000 | PA      | $194150.25    | 0.02%             | 2023-12-31      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                                         | Catalent Pharma Solutions, Inc.                                                         | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67042.97     | 0.01%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Cedar Funding Vi CLO, Ltd.                                                              | Cedar Funding Vi CLO, Ltd.                                                              | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | US        |   6596000 | PA      | $6379868.87   | 0.49%             | 2034-04-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                                                         | Stars Group Holdings B.V. (The)                                                         | CUSIP: N8233BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128940 | PA      | $126951.64    | 0.01%             | 2025-06-29      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                                                         | Stars Group Holdings B.V. (The)                                                         | CUSIP: N8233BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123643 | PA      | $121736.91    | 0.01%             | 2025-06-29      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                            | Camelot U.S. Acquisition LLC                                                            | CUSIP: L2000AAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    385935 | PA      | $379663.56    | 0.03%             | 2026-10-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                                                         | Greeneden U.S. Holdings II, LLC                                                         | CUSIP: 39479UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117095 | PA      | $112192.62    | 0.01%             | 2027-10-08      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CHC Commercial Mortgage Trust 2019-CHC                                                  | CHC Commercial Mortgage Trust 2019-CHC                                                  | CUSIP: 162665AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1439133 | PA      | $1410559.41   | 0.11%             | 2024-06-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corporation                                                  | Clarivate Science Holdings Corporation                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $56388.26     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corporation                                                  | Clarivate Science Holdings Corporation                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $51016.90     | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PDJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $146268.75    | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                    | Resideo Funding Inc.                                                                    | CUSIP: 76090LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53161 | PA      | $52596.61     | 0.00%             | 2028-02-09      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| ICU Medical, Inc.                                                                       | ICU Medical, Inc.                                                                       | CUSIP: 44931YAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78737 | PA      | $76054.99     | 0.01%             | 2028-12-16      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                              | Presidencia de la Republica de El Salvador                                              | CUSIP: 283875AS1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |     15000 | PA      | $6525.00      | 0.00%             | 2027-01-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     49999 | PA      | $42442.11     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133AWNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36840 | PA      | $30248.18     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133B0Y56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    120896 | PA      | $99151.32     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ICU Medical, Inc.                                                                       | ICU Medical, Inc.                                                                       | CUSIP: 44931YAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10588 | PA      | $10227.60     | 0.00%             | 2028-12-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Echo Global Logistics, Inc.                                                             | Echo Global Logistics, Inc.                                                             | CUSIP: 28257KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99500 | PA      | $93198.67     | 0.01%             | 2028-11-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133B0Y64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    138139 | PA      | $113336.36    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KH6N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    678669 | PA      | $560631.78    | 0.04%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Help At Home, Inc.                                                                      | Help At Home, Inc.                                                                      | CUSIP: 40467AAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5863 | PA      | $5577.46      | 0.00%             | 2027-10-20      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                              | Weber-Stephen Products LLC                                                              | CUSIP: 94767KAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100490 | PA      | $84411.60     | 0.01%             | 2027-10-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    752825 | PA      | $618126.34    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-IP                                        | GS Mortgage Securities Corporation Trust 2021-IP                                        | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $661748.83    | 0.05%             | 2036-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Luxembourg Investment Company 428 S.a r.l.                                              | Luxembourg Investment Company 428 S.a r.l.                                              | CUSIP: L6124KAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57241 | PA      | $45029.76     | 0.00%             | 2028-10-22      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| AppLovin Corporation                                                                    | AppLovin Corporation                                                                    | CUSIP: 03835EAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44674 | PA      | $42329.03     | 0.00%             | 2028-10-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                                                  | General Motors Financial Company, Inc.                                                  | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $896538.60    | 0.07%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corporation                                                                 | Aris Mining Corporation                                                                 | CUSIP: 38501DAR6<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117534.39    | 0.01%             | 2026-08-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Solis IV BV                                                                             | Solis IV BV                                                                             | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    552596 | PA      | $484013.31    | 0.04%             | 2029-02-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                                              | BCP Renaissance Parent LLC                                                              | CUSIP: 05549PAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142732 | PA      | $141100.30    | 0.01%             | 2026-10-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                            | Mattel, Inc.                                                                            | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49044.88     | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Minerva Merger Sub Inc                                                                  | Minerva Merger Sub Inc                                                                  | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $259290.17    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                                                          | Sinclair Television Group Inc.                                                          | CUSIP: 82925BAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84575 | PA      | $80198.24     | 0.01%             | 2029-04-13      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                                  | Chart Industries, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    150000 | PA      | $148219.50    | 0.01%             | 2029-12-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corporation                                                                  | Murphy Oil Corporation                                                                  | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211704.66    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                         | Turkiye Cumhuriyeti Basbakanlik                                                         | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $90725.48     | 0.01%             | 2025-10-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Park Place Technologies, LLC                                                            | Park Place Technologies, LLC                                                            | CUSIP: 70070KAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98496 | PA      | $92545.08     | 0.01%             | 2027-11-10      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| LCPR Loan Financing LLC                                                                 | LCPR Loan Financing LLC                                                                 | CUSIP: 50183CAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79150.40     | 0.01%             | 2028-09-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                                                                  | SS&C Technologies Inc.                                                                  | CUSIP: 78466DBD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249225 | PA      | $244621.97    | 0.02%             | 2025-02-27      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                           | Vistra Operations Company LLC                                                           | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55341 | PA      | $54800.60     | 0.00%             | 2025-12-11      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                    | Ascend Learning, LLC                                                                    | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62859 | PA      | $59323.42     | 0.00%             | 2028-11-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                    | Ascend Learning, LLC                                                                    | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60884 | PA      | $57459.52     | 0.00%             | 2028-11-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Starfruit Finco B.V                                                                     | Starfruit Finco B.V                                                                     | CUSIP: N8232NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55601 | PA      | $54739.21     | 0.00%             | 2025-09-20      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Messer Industries GmbH                                                                  | Messer Industries GmbH                                                                  | CUSIP: D6000EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113133 | PA      | $112001.56    | 0.01%             | 2025-10-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MHI Holdings,LLC                                                                        | MHI Holdings,LLC                                                                        | CUSIP: 55303YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108543 | PA      | $107322.10    | 0.01%             | 2026-09-18      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Da Vinci Purchaser Corp.                                                                | Da Vinci Purchaser Corp.                                                                | CUSIP: 23343FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103014 | PA      | $93227.50     | 0.01%             | 2026-12-10      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                           | Dynasty Acquisition Co., Inc.                                                           | CUSIP: 26812CAF3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     41423 | PA      | $39407.63     | 0.00%             | 2026-04-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                                              | Gainwell Acquisition Corp.                                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    777272 | PA      | $727720.65    | 0.06%             | 2027-08-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Aruba Investments, Inc.                                                                 | Aruba Investments, Inc.                                                                 | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212827 | PA      | $206265.78    | 0.02%             | 2027-10-28      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| PetIQ, LLC                                                                              | PetIQ, LLC                                                                              | CUSIP: 71639UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113213 | PA      | $101891.39    | 0.01%             | 2028-04-07      | Floating      | 8.57%                 | No            |                  3 | On Loan: No      |
| Air Canada                                                                              | Air Canada                                                                              | CUSIP: C0102MAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109450 | PA      | $107945.06    | 0.01%             | 2028-07-27      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Esdec Solar Group B.V.                                                                  | Esdec Solar Group B.V.                                                                  | CUSIP: N3066KAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119196 | PA      | $115024.55    | 0.01%             | 2028-08-23      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Allen Media, LLC                                                                        | Allen Media, LLC                                                                        | CUSIP: 01771JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    433272 | PA      | $353389.70    | 0.03%             | 2027-02-10      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                                                    | Herschend Entertainment Company, LLC                                                    | CUSIP: 42778EAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54312 | PA      | $53701.48     | 0.00%             | 2028-08-18      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| KREF Holdings X LLC                                                                     | KREF Holdings X LLC                                                                     | CUSIP: 48266YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73519 | PA      | $71497.09     | 0.01%             | 2027-09-01      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corporation                                                             | Covanta Holding Corporation                                                             | CUSIP: 22282GAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8362 | PA      | $8292.21      | 0.00%             | 2028-11-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                           | Acrisure, LLC                                                                           | CUSIP: 00488PAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173498 | PA      | $167569.68    | 0.01%             | 2027-02-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Accelerated Health Systems, LLC                                                         | Accelerated Health Systems, LLC                                                         | CUSIP: 04747LAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49750 | PA      | $40235.31     | 0.00%             | 2029-02-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                                          | Smyrna Ready Mix Concrete, LLC                                                          | CUSIP: 83283EAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44775 | PA      | $43767.56     | 0.00%             | 2029-03-24      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                   | Air Lease Corporation                                                                   | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3255426.60   | 0.25%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $824484.42    | 0.06%             | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apache Corporation                                                                      | Apache Corporation                                                                      | CUSIP: 037411AM7<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29961.00     | 0.00%             | 2047-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                            | Arcosa, Inc.                                                                            | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52188.45     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Azul Investments LLP                                                                    | Azul Investments LLP                                                                    | CUSIP: 05502FAA6<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $136334.35    | 0.01%             | 2024-10-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                   | BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                   | CUSIP: 05530SAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $111305.82    | 0.01%             | 2024-01-16      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BFLD Trust 2020-OBRK                                                                    | BFLD Trust 2020-OBRK                                                                    | CUSIP: 05553JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592000 | PA      | $585796.20    | 0.05%             | 2028-11-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BCPE Cycle Merger Sub II Inc                                                            | BCPE Cycle Merger Sub II Inc                                                            | CUSIP: 07335BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $19966.21     | 0.00%             | 2027-07-15      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd                                                                  | Beechwood Park CLO Ltd                                                                  | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1132000 | PA      | $1113942.34   | 0.09%             | 2035-01-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                                 | Braskem Idesa, S.A.P.I.                                                                 | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19762.61     | 0.00%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                        | Brixmor Operating Partnership LP                                                        | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2876063.10   | 0.22%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $91082.18     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                                 | CF Hippolyta Issuer LLC                                                                 | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1469456 | PA      | $1267556.22   | 0.10%             | 2026-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | Credit Suisse Group AG                                                                  | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1379299.46   | 0.11%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Funding (Guernsey) Limited                                          | Credit Suisse Group Funding (Guernsey) Limited                                          | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    699000 | PA      | $610470.95    | 0.05%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | Credit Suisse Group AG                                                                  | CUSIP: 22546DAA4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385990.40    | 0.03%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energean PLC                                                                            | Energean PLC                                                                            | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184119.51    | 0.01%             | 2027-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                    | Extended Stay America Trust 2021-ESH                                                    | CUSIP: 30227FAE0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    317262 | PA      | $304984.34    | 0.02%             | 2023-07-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1197045 | PA      | $1196345.55   | 0.09%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KMUX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    175391 | PA      | $155279.01    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    540040 | PA      | $443413.34    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    328679 | PA      | $269562.09    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    941476 | PA      | $802850.22    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    298091 | PA      | $260099.43    | 0.02%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72395.00     | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115685.58    | 0.01%             | 2025-06-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Illinois, State of                                                                      | Illinois, State of                                                                      | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    566429 | PA      | $595896.79    | 0.05%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780BU9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $82135.33     | 0.01%             | 2045-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    105000 | PA      | $102769.70    | 0.01%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3622579.25   | 0.28%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3532000 | PA      | $3272904.14   | 0.25%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $77625.00     | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $145687.50    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    220000 | PA      | $163075.00    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $204000.00    | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                   | Gobierno de La Republica del Paraguay                                                   | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $25950.00     | 0.00%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                | PETRONAS Capital Limited                                                                | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45693.85     | 0.00%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $181713.00    | 0.01%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $213922.80    | 0.02%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                             | Phillips 66                                                                             | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84730.65     | 0.01%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                       | Sysco Corporation                                                                       | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $544649.52    | 0.04%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI, Ltd.                                                                 | Symphony CLO XXVI, Ltd.                                                                 | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2158000 | PA      | $2096063.24   | 0.16%             | 2033-04-20      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| TCS Finance Designated Activity Company                                                 | TCS Finance Designated Activity Company                                                 | CUSIP: 87251LAA4<br>LEI: 213800VIPIONINOCLD68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $81135.20     | 0.01%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                             | Targa Resources Partners LP                                                             | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47118.41     | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                     | Teachers Insurance & Annuity Association of America                                     | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    640000 | PA      | $585376.51    | 0.05%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                             | Transcontinental Gas Pipe Line Company, LLC                                             | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $137497.38    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Limited                                                             | Transocean Poseidon Limited                                                             | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345625 | PA      | $336766.89    | 0.03%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Treehouse Foods, Inc.                                                                   | Treehouse Foods, Inc.                                                                   | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123625.17    | 0.01%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                      | Venture Global Calcasieu Pass, LLC                                                      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93775.95     | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                    | VICI Properties Inc.                                                                    | CUSIP: 92564RAA3<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111985.81    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                                                     | Virtusa Corporation                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42196.39     | 0.00%             | 2028-12-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Securus Technologies Holdings, Inc.                                                     | Securus Technologies Holdings, Inc.                                                     | CUSIP: 78410QAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $97387.50     | 0.01%             | 2025-06-30      | Floating      | 12.66%                | No            |                  2 | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.                                            | Brand Energy & Infrastructure Services, Inc.                                            | CUSIP: 10524MAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117251 | PA      | $104646.79    | 0.01%             | 2024-06-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Zelis Healthcare Corporation                                                            | Zelis Healthcare Corporation                                                            | CUSIP: 98932TAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226011 | PA      | $223163.05    | 0.02%             | 2026-09-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                         | ABG Intermediate Holdings 2 LLC                                                         | CUSIP: 00076VAW0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $129025.00    | 0.01%             | 2024-12-04      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                                       | DCert Buyer, Inc.                                                                       | CUSIP: 24022KAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $127260.00    | 0.01%             | 2029-02-16      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                                                      | II-VI Incorporated                                                                      | CUSIP: 45173JAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    367366 | PA      | $362682.15    | 0.03%             | 2028-12-08      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics, Inc                                                            | AIT Worldwide Logistics, Inc                                                            | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168749 | PA      | $154405.22    | 0.01%             | 2028-04-01      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| ION Trading Finance Limited                                                             | ION Trading Finance Limited                                                             | CUSIP: L5582BAV9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    409495 | PA      | $387263.47    | 0.03%             | 2028-03-26      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                                                               | PRA Health Sciences, Inc.                                                               | CUSIP: L5000DAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100369 | PA      | $99980.93     | 0.01%             | 2028-06-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| At Home Group Inc.                                                                      | At Home Group Inc.                                                                      | CUSIP: 04651BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138948 | PA      | $108831.21    | 0.01%             | 2024-12-31      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                                                       | Diamond (BC) B.V.                                                                       | CUSIP: N2611UAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133650 | PA      | $128972.25    | 0.01%             | 2028-09-14      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                                      | APi Group DE, Inc.                                                                      | CUSIP: 00186XAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34522 | PA      | $34193.92     | 0.00%             | 2028-10-07      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: P2121YAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    352273 | PA      | $328846.77    | 0.03%             | 2028-10-08      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AZZ Inc.                                                                                | AZZ Inc.                                                                                | CUSIP: 00247NAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105505 | PA      | $105372.93    | 0.01%             | 2029-05-06      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| AZZ Inc.                                                                                | AZZ Inc.                                                                                | CUSIP: 00247NAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102861 | PA      | $102731.99    | 0.01%             | 2029-05-06      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                            | Alcoa Nederland Holding B.V.                                                            | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88541.75     | 0.01%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                           | Alibaba Group Holding Limited                                                           | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51653.27     | 0.00%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| The Arab Republic of Egypt                                                              | The Arab Republic of Egypt                                                              | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |    275000 | PA      | $183084.00    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                  | Aramark Services, Inc.                                                                  | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128720.17    | 0.01%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK21                                                                         | Bank 2019-BNK21                                                                         | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94000 | PA      | $81503.99     | 0.01%             | 2029-09-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                           | Presidencia Da Republica Federativa Do Brasil                                           | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $252000.00    | 0.02%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                       | CSC Holdings, LLC                                                                       | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168311.64    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 29 Limited                                                            | Columbia Cent CLO 29 Limited                                                            | CUSIP: 197363AU8<br>LEI: 549300CTF5B701OF6K35 | Long             | ABS-CBDO         | CORP              | US        |    882000 | PA      | $855567.34    | 0.07%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                              | Corebridge Financial, Inc.                                                              | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    294000 | PA      | $281805.47    | 0.02%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                      | Exelon Corporation                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232734.43    | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                    | Extended Stay America Trust 2021-ESH                                                    | CUSIP: 30227FAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    233310 | PA      | $223989.46    | 0.02%             | 2023-07-17      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 31329N6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    294585 | PA      | $282159.47    | 0.02%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2907492 | PA      | $2507551.07   | 0.19%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3133KNEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    652712 | PA      | $556196.73    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    704458 | PA      | $677422.75    | 0.05%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111775 | PA      | $107275.75    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Holly Energy Partners, L.P.                                                             | Holly Energy Partners, L.P.                                                             | CUSIP: 435765AH5<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $210771.64    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                | Service Properties Trust                                                                | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70452.93     | 0.01%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                  | Icahn Enterprises L.P.                                                                  | CUSIP: 451102BW6<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178865.18    | 0.01%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                                    | JBS USA Food Company                                                                    | CUSIP: 46590XAH9<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1012700.10   | 0.08%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-MEAD                                                | Morgan Stanley Capital I Trust 2019-MEAD                                                | CUSIP: 61771LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168000 | PA      | $151915.92    | 0.01%             | 2024-11-13      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                                       | SM Energy Company                                                                       | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107223.41    | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                                       | SM Energy Company                                                                       | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207238.30    | 0.02%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                                 | SS&C Technologies, Inc.                                                                 | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470700.88    | 0.04%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                | Tencent Holdings Limited                                                                | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52918.78     | 0.00%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1778000 | PA      | $1424900.22   | 0.11%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    816000 | PA      | $657007.46    | 0.05%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $5788405.92   | 0.45%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36828000 | PA      | $31879237.50  | 2.47%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                    | VICI Properties Inc.                                                                    | CUSIP: 92564RAB1<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136486.36    | 0.01%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Minstry of Finance, Lebenon Republic of                                                 | Minstry of Finance, Lebenon Republic of                                                 | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    217000 | PA      | $13020.00     | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cosan Overseas Limited                                                                  | Cosan Overseas Limited                                                                  | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | DBT              | CORP              | KY        |    190000 | PA      | $189525.00    | 0.01%             | 2500-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ADS Tactical, Inc.                                                                      | ADS Tactical, Inc.                                                                      | CUSIP: 00737BAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138750 | PA      | $123834.38    | 0.01%             | 2028-03-04      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                 | American Airlines, Inc.                                                                 | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    420000 | PA      | $417702.60    | 0.03%             | 2028-03-10      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                     | Hilton Grand Vacations Borrower LLC                                                     | CUSIP: 43283LAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    524978 | PA      | $521040.49    | 0.04%             | 2028-05-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| VM Consolidated, Inc.                                                                   | VM Consolidated, Inc.                                                                   | CUSIP: 00215NAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181286 | PA      | $179926.22    | 0.01%             | 2028-03-19      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                                        | GVC Holdings (Gibraltar) Limited                                                        | CUSIP: 36270BAB8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    205000 | PA      | $203804.85    | 0.02%             | 2029-10-18      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                   | Air Lease Corporation                                                                   | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    961000 | PA      | $906476.32    | 0.07%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 01F020414<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1100000 | PA      | $979825.11    | 0.08%             | 2038-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BWXT Government Group, Inc.                                                             | BWXT Government Group, Inc.                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    245000 | PA      | $212284.34    | 0.02%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| B2W Digital Lux S.a r.l.                                                                | B2W Digital Lux S.a r.l.                                                                | CUSIP: 05609AAA9<br>LEI: 222100KMO43GQ28M6N31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126819.53    | 0.01%             | 2030-12-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                          | Community Health Systems, Inc.                                                          | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    120000 | PA      | $62219.25     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CIM Retail Portfolio Trust 2021-RETL                                                    | CIM Retail Portfolio Trust 2021-RETL                                                    | CUSIP: 12566BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $161178.23    | 0.01%             | 2023-08-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     10000 | PA      | $7952.65      | 0.00%             | 2041-01-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $49525.60     | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Telecomunicaciones S A E S P Bic                                               | Colombia Telecomunicaciones S A E S P Bic                                               | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36072.98     | 0.00%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Commscope, Inc.                                                                         | Commscope, Inc.                                                                         | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117095.63    | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                             | Continental Resources, Inc.                                                             | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    280000 | PA      | $260893.04    | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                    | DISH DBS Corporation                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $403503.06    | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1391430.95   | 0.11%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3131Y0E65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     49085 | PA      | $45824.63     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3132DPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    796747 | PA      | $796281.28    | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1190892 | PA      | $1140723.52   | 0.09%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                   | Gobierno de la Republica de Guatemala                                                   | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $42356.25     | 0.00%             | 2050-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                                      | HealthEquity, Inc.                                                                      | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35537.14     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Holly Energy Partners, L.P.                                                             | Holly Energy Partners, L.P.                                                             | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83883.50     | 0.01%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780AX4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $33862.80     | 0.00%             | 2037-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $44624.52     | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |   1515000 | PA      | $1245996.60   | 0.10%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                    | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4582368.87   | 0.36%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                                            | Mueller Water Products, Inc.                                                            | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96705.14     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S.P.C.M. SA                                                                             | S.P.C.M. SA                                                                             | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82207.46     | 0.01%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                                   | SRS Distribution Inc.                                                                   | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71459.64     | 0.01%             | 2028-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                                   | SRS Distribution Inc.                                                                   | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36524.22     | 0.00%             | 2029-07-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                                   | SRS Distribution Inc.                                                                   | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51985.93     | 0.00%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                          | TransDigm Inc.                                                                          | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10130.02     | 0.00%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44007000 | PA      | $28858963.27  | 2.24%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7868000 | PA      | $5388351.02   | 0.42%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc.                                                                    | Viavi Solutions Inc.                                                                    | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    185000 | PA      | $154327.39    | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Windstream Escrow, LLC                                                                  | Windstream Escrow, LLC                                                                  | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $335421.48    | 0.03%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                              | Wolverine World Wide, Inc.                                                              | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $132510.98    | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flexera Software LLC                                                                    | Flexera Software LLC                                                                    | CUSIP: 33937KAV6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156984 | PA      | $150263.31    | 0.01%             | 2028-01-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings, Inc                                                              | Triton Water Holdings, Inc                                                              | CUSIP: 89678QAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365790 | PA      | $338904.62    | 0.03%             | 2028-03-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Thor Industries, Inc.                                                                   | Thor Industries, Inc.                                                                   | CUSIP: 88516DAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91136 | PA      | $90452.29     | 0.01%             | 2026-02-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                                                         | Stars Group Holdings B.V. (The)                                                         | CUSIP: N8233BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99750 | PA      | $99182.42     | 0.01%             | 2028-07-04      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                                     | Altice Financing SA                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70000 | PA      | $66850.00     | 0.01%             | 2027-10-31      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer