# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0002071691-26-012536
**Filing Date:** 2026-5
**Character Count:** 541195
**Document Hash:** 08498c03622dd6df933e9cb9c63b289f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012536.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002071691-26-012536

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine ETF Trust
- **CENTRAL INDEX KEY:** 0001886172

**ORGANIZATION NAME:**
- **EIN:** 876641637
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23746
- **FILM NUMBER:** 261031149

**BUSINESS ADDRESS:**
- **STREET 1:** 2002 NORTH TAMPA STREET
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602
- **BUSINESS PHONE:** (213) 633-8200

**MAIL ADDRESS:**
- **STREET 1:** 2002 NORTH TAMPA STREET
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

## Series and Classes Contracts Data

### DoubleLine Opportunistic Core Bond ETF (Series ID: S000074770)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000232947 | DoubleLine Opportunistic Core Bond ETF | DBND            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-23746

- **c. CIK number of Registrant:** 0001886172

- **d. LEI of Registrant:** 549300TPCA72X7FKG626

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

  - **Street Address 1:** 2002 North Tampa Street Suite 200

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

- **a. Name of Series:** DoubleLine Opportunistic Core Bond ETF

- **b. EDGAR series identifier (if any):** S000074770

- **c. LEI of Series:** 549300XH2GLHBOP4OL65

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $718959400.92

**Total Liabilities:** $6671872.56

**Net Assets:** $712287528.36

**Delayed Delivery Securities:** $1975704.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 273.00000000 | **1-Year:** 22397.00000000 | **5-Year:** 108739.00000000 | **10-Year:** 64615.00000000 | **30-Year:** 16491.00000000

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

- **3-Month:** 52.00000000 | **1-Year:** 4103.00000000 | **5-Year:** 16721.00000000 | **10-Year:** 4620.00000000 | **30-Year:** 684.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232947 | 0.34%                | 1.37%                | -2.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $104102.55               | $437171.52                                 |
| Month 2  | $142489.14               | $4509809.46                                |
| Month 3  | $-7369.53                | $-13155844.93                              |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Aggregate Bond Index Unhedged USD

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Garda World Security Corp.                                                       | Garda World Security Corp., Senior Secured First Lien Term Loan                    | CUSIP: C4000KAH7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    157902 | PA      | $157112.08    | 0.02%             | 2029-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                              | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92126.44     | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                                    | LFS Topco LLC                                                                      | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $86082.35     | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    389000 | PA      | $359886.45    | 0.05%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co., Series D                                          | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    206000 | PA      | $196183.70    | 0.03%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    316000 | PA      | $306134.11    | 0.04%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2024-277P, Class B                               | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244000 | PA      | $258567.56    | 0.04%             | 2044-08-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                 | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50034.97     | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL Finance International NV                                                      | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    315000 | PA      | $312470.28    | 0.04%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corp.                                                                | Aris Mining Corp.                                                                  | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207312.00    | 0.03%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                                | Flash Compute LLC                                                                  | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $171366.97    | 0.02%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123573.60    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                 | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350027.06    | 0.05%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    374000 | PA      | $380580.88    | 0.05%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                     | Mitchell International, Inc., Senior Secured First Lien Term Loan                  | CUSIP: 60662WBB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137715 | PA      | $131782.58    | 0.02%             | 2031-06-17      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 31427RLQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3569868 | PA      | $3540208.63   | 0.50%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                          | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    203000 | PA      | $200245.69    | 0.03%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C33, Class A4                                   | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520122.90    | 0.07%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2022-2, Class A1                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693680 | PA      | $677038.91    | 0.10%             | 2067-03-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                    | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |    539512 | PA      | $543456.82    | 0.08%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2026-1250B, Class A                  | CUSIP: 949939AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198245.86    | 0.03%             | 2041-03-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                             | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $416526.82    | 0.06%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                   | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class D                         | CUSIP: 228920AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $364640.92    | 0.05%             | 2043-02-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                             | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191051.07    | 0.03%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                                                            | EWC Master Issuer LLC, Series 2022-1A, Class A2                                    | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481250 | PA      | $477808.44    | 0.07%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                            | Blackfin Pipeline LLC, Senior Secured First Lien Term Loan                         | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |     89775 | PA      | $90378.29     | 0.01%             | 2032-09-29      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    242000 | PA      | $238510.01    | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                               | Voyager Parent LLC, Senior Secured First Lien Term Loan                            | CUSIP: 92921HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169151 | PA      | $168217.35    | 0.02%             | 2032-07-01      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                        | Zayo Group Holdings, Inc., Senior Secured First Lien Term Loan                     | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272409 | PA      | $267967.15    | 0.04%             | 2030-03-11      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    304000 | PA      | $302140.01    | 0.04%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                                              | Graham Holdings Co.                                                                | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294637.71    | 0.04%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class A3                   | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $258708.90    | 0.04%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                            | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118747.61    | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AL Candelaria Spain SA                                                           | AL Candelaria Spain SA                                                             | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |    147916 | PA      | $150880.08    | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C34, Class A3                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $341219.70    | 0.05%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A1                    | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1058816 | PA      | $1065475.15   | 0.15%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165679.72    | 0.02%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    241000 | PA      | $241173.56    | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                                | GIP Pilot Acquisition Partners LP, Senior Secured First Lien Term Loan             | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     19483 | PA      | $19531.58     | 0.00%             | 2030-10-04      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                                       | JPMorgan U.S. Government Money Market Fund - Class IM                              | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  22386875 | NS      | $22386875.38  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp.                                                                | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $195378.75    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                  | Discovery Global Holdings, Inc.                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    105000 | PA      | $69437.10     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                        | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    315000 | PA      | $264205.16    | 0.04%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                                      | RFMSI Trust, Series 2006-S4, Class A7                                              | CUSIP: 762010AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1168141 | PA      | $932707.06    | 0.13%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2026-R2, Class M1                               | CUSIP: 92541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4925110.00   | 0.69%             | 2067-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140QGNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2103789 | PA      | $1729659.26   | 0.24%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2019-GC42, Class A3                           | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236436.15    | 0.03%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Redaptive Eaas Issuer LLC                                                        | Redaptive Eaas Issuer LLC, Series 2025-1A, Class A                                 | CUSIP: 757204AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    708890 | PA      | $708561.99    | 0.10%             | 2042-03-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307380 | PA      | $1168713.96   | 0.16%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                               | Oversea-Chinese Banking Corp. Ltd.                                                 | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |    900000 | PA      | $901124.46    | 0.13%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley, Series I                                                           | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    159000 | PA      | $155854.87    | 0.02%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                    | Yinson Bergenia Production BV                                                      | CUSIP: N/A<br>LEI: 549300JDIAWKPMZD5256       | Long             | DBT              | CORP              | NL        |    394680 | PA      | $417776.11    | 0.06%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                         | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    561000 | PA      | $517013.42    | 0.07%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENT                                                                             | CENT, Series 2025-CITY, Class A                                                    | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244000 | PA      | $245967.08    | 0.03%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2023-4, Class A1                                | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    608814 | PA      | $607808.47    | 0.09%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Ltd.                                                               | Osmosis Buyer Ltd., Senior Secured First Lien Term Loan                            | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226367 | PA      | $226119.58    | 0.03%             | 2028-07-31      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                       | Banco Internacional del Peru SAA Interbank                                         | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | PE        |    550000 | PA      | $557672.50    | 0.08%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    338000 | PA      | $333732.81    | 0.05%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                                 | TRTX Issuer Ltd., Series 2022-FL5, Class B                                         | CUSIP: 87277JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $651201.85    | 0.09%             | 2039-02-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178763.73    | 0.03%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                               | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1335000 | PA      | $1747146.71   | 0.25%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    439000 | PA      | $333148.30    | 0.05%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC, Senior Secured First Lien Term Loan                               | CUSIP: 55759VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100259 | PA      | $100591.78    | 0.01%             | 2032-11-08      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-L1, Class C                            | CUSIP: 61691QAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $261007.25    | 0.04%             | 2051-10-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    216000 | PA      | $220174.42    | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                                     | Peru LNG Srl                                                                       | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |    400080 | PA      | $388630.63    | 0.05%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    400000 | PA      | $392547.88    | 0.06%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | Match Group Holdings II LLC                                                        | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74736.01     | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2024-C63, Class C                    | CUSIP: 94990FAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248579.70    | 0.03%             | 2057-08-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                            | Switch ABS Issuer LLC, Series 2025-2A, Class B                                     | CUSIP: 871044AY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $489533.30    | 0.07%             | 2055-10-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                           | Aveanna Healthcare LLC, Senior Secured First Lien Term Loan                        | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    134738 | PA      | $134830.47    | 0.02%             | 2032-09-17      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings                                                   | Buffalo Energy Mexico Holdings                                                     | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198268 | PA      | $207693.47    | 0.03%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Industrial Subordinated Trust                                                    | Industrial Subordinated Trust                                                      | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200250.00    | 0.03%             | 2036-04-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                                      | Aaset Trust, Series 2024-1A, Class A1                                              | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243708 | PA      | $245532.63    | 0.03%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140W4VT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2903489 | PA      | $2879515.08   | 0.40%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NJ Trust                                                                         | NJ Trust, Series 2025-WBRK, Class A                                                | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $570815.28    | 0.08%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                       | BCPE Empire Holdings, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    127515 | PA      | $125814.56    | 0.02%             | 2030-12-11      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular SA                                                 | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    450000 | PA      | $448621.02    | 0.06%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust, Series 2025-1A, Class C                                       | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1252365.75   | 0.18%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    476000 | PA      | $478615.15    | 0.07%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    214000 | PA      | $220209.00    | 0.03%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48351.51     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                                     | Pye-Barker Fire & Safety LLC, Senior Secured First Lien Term Loan                  | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     39150 | PA      | $39254.73     | 0.01%             | 2032-12-16      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | Freedom Mortgage Holdings LLC                                                      | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103396.58    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                                                                | ICG US CLO I Ltd., Series 2023-1A, Class AR                                        | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500558.20    | 0.07%             | 2038-07-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                       | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80454.16     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMICS Trust, Series 2025-DNA1, Class M1                               | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   1902597 | PA      | $1899350.26   | 0.27%             | 2045-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Simpar Europe SA                                                                 | Simpar Europe SA                                                                   | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $509100.00    | 0.07%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                                                     | Lavender Dutch BorrowerCo BV, Senior Secured First Lien Term Loan                  | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     69825 | PA      | $68952.19     | 0.01%             | 2032-12-30      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    282000 | PA      | $289979.97    | 0.04%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                                | Empresas Publicas de Medellin ESP                                                  | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |    450000 | PA      | $408918.96    | 0.06%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG Power LLC                                                                     | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $179819.26    | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AR8, Class 2A1A                         | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417423 | PA      | $373757.16    | 0.05%             | 2037-07-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                        | CBAM Ltd., Series 2017-2A, Class BR                                                | CUSIP: 12481KAU2<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500257.15    | 0.07%             | 2034-07-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| JSW Infrastructure Ltd.                                                          | JSW Infrastructure Ltd.                                                            | CUSIP: N/A<br>LEI: 3358003E3YFK92C9WX80       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $389907.64    | 0.05%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C5, Class A3                   | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    792000 | PA      | $817537.25    | 0.11%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                         | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    191000 | PA      | $186748.26    | 0.03%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176324.33    | 0.02%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government Bond                                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $186270.00    | 0.03%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                 | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    173000 | PA      | $175370.10    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2025-5YR15, Class AS                                                 | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $256490.78    | 0.04%             | 2058-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                  | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $742607.69    | 0.10%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                  | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $143464.30    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DQM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5367043 | PA      | $5448994.96   | 0.76%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                         | Virgin Media Bristol LLC, Senior Secured First Lien Term Loan                      | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    120000 | PA      | $116049.60    | 0.02%             | 2029-01-31      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                    | Yinson Bergenia Production BV                                                      | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    197340 | PA      | $208888.05    | 0.03%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SFO Commercial Mortgage Trust                                                    | SFO Commercial Mortgage Trust, Series 2021-555, Class B                            | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499264.35    | 0.07%             | 2038-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                                | Affirm Asset Securitization Trust, Series 2025-X1, Class B                         | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $975999.08    | 0.14%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                           | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class C    | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1192007.16   | 0.17%             | 2030-08-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                        | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178394.23    | 0.03%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    280000 | PA      | $257122.29    | 0.04%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2026-NQM1, Class A1                    | CUSIP: 64832LAE3<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |    242550 | PA      | $240489.34    | 0.03%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                             | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    355000 | PA      | $327396.72    | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                     | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    350000 | PA      | $353150.91    | 0.05%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government Bond                                                              | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $731396.00    | 0.10%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295814.31    | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2026-NQM3, Class M1                    | CUSIP: 64832PAH7<br>LEI: 213800BXPAJOYIE7S264 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1072737.27   | 0.15%             | 2066-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C11, Class ASB                                   | CUSIP: 05493MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $283416.75    | 0.04%             | 2054-09-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance IV Ltd.                                                 | Horizon Aircraft Finance IV Ltd., Series 2024-1, Class A                           | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    462500 | PA      | $459354.08    | 0.06%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vamos Europe SA                                                                  | Vamos Europe SA                                                                    | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $189824.00    | 0.03%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2018-C8, Class C                             | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $183778.44    | 0.03%             | 2051-02-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 6 Ltd.                                                       | Warwick Capital CLO 6 Ltd., Series 2025-6A, Class A1                               | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500541.80    | 0.07%             | 2038-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2025-R2, Class M1                               | CUSIP: 92541EAF9<br>LEI: 2138003KWTZZS4PBW772 | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1304156.10   | 0.18%             | 2067-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                           | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $175842.57    | 0.02%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                                 | Global Aircraft Leasing Co. Ltd.                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    530000 | PA      | $538368.70    | 0.08%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                                  | Life Time, Inc., Senior Secured First Lien Term Loan                               | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |     49501 | PA      | $49563.13     | 0.01%             | 2031-11-05      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Guara Norte Sarl                                                                 | Guara Norte Sarl                                                                   | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |    147330 | PA      | $142928.37    | 0.02%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                     | Hilton Grand Vacations Trust, Series 2022-1D, Class C                              | CUSIP: 43283BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85406 | PA      | $85271.44     | 0.01%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                                             | Castlelake Aircraft Structured Trust, Series 2026-1A, Class B                      | CUSIP: 148924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1183106.40   | 0.17%             | 2051-03-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140W2YG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627493 | PA      | $637268.33    | 0.09%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXI Ltd.                                                        | Sound Point CLO XXXI Ltd., Series 2021-3A, Class D                                 | CUSIP: 83615PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $471771.60    | 0.07%             | 2034-10-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co. LLC                                                              | Lmrk Issuer Co. LLC, Series 2025-1A, Class A                                       | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999810.30    | 0.14%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                      | McGraw-Hill Education, Inc.                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54423.51     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                                                          | Cloud Capital Holdco LP, Series 2024-2A, Class A2                                  | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501278.70    | 0.07%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70829.57     | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                                  | Antofagasta plc                                                                    | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $405891.60    | 0.06%             | 2032-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115561.71    | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Construction Partners, Inc.                                                      | Construction Partners, Inc., Senior Secured First Lien Term Loan                   | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     69125 | PA      | $69200.69     | 0.01%             | 2031-11-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                         | Radiology Partners, Inc.                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269006.80    | 0.04%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $265861.17    | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual WMABS Trust                                                    | Washington Mutual WMABS Trust, Series 2007-HE2, Class 2A2                          | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3452570 | PA      | $1084331.62   | 0.15%             | 2037-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR                           | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499099.10    | 0.07%             | 2035-04-23      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    327000 | PA      | $325598.31    | 0.05%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                            | Belron UK Finance plc                                                              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201393.00    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                     | Upstart Securitization Trust, Series 2025-3, Class A2                              | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    827845 | PA      | $828090.68    | 0.12%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR9, Class A3                                                  | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $310646.62    | 0.04%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $32256484.56  | 4.53%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Other                                                                        | CUSIP: 3140LLXP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1204628 | PA      | $1265336.34   | 0.18%             | 2033-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class A4                   | CUSIP: 95002XBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $190398.20    | 0.03%             | 2053-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GGP                                                                              | GGP, Series 2026-TY, Class A                                                       | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $375834.25    | 0.05%             | 2043-03-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                               | CUSIP: 3622ADTR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2213585 | PA      | $1985699.35   | 0.28%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                                                 | Invesco CLO Ltd., Series 2021-3A, Class DR                                         | CUSIP: 46151VAJ0<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $485222.50    | 0.07%             | 2034-10-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class AS  | CUSIP: 46590KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $376783.76    | 0.05%             | 2049-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IX                                                | Willis Engine Structured Trust IX, Series 2025-B, Class A                          | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    988623 | PA      | $982276.49    | 0.14%             | 2050-12-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                                         | Reliance Industries Ltd.                                                           | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    250000 | PA      | $246613.20    | 0.03%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Rutas 2 & 7 Finance Ltd.                                                         | Rutas 2 & 7 Finance Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    792000 | PA      | $605879.71    | 0.09%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                     | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    700000 | PA      | $673072.39    | 0.09%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                              | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    600000 | PA      | $601696.62    | 0.08%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                                           | Invitation Homes Trust, Series 2024-SFR1, Class D                                  | CUSIP: 46188DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1167000 | PA      | $1125943.66   | 0.16%             | 2041-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class M1                    | CUSIP: 36274TAD1<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |   1365000 | PA      | $1358677.59   | 0.19%             | 2065-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                               | Voyager Parent LLC                                                                 | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212962.00    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                                                 | Crown City CLO I, Series 2020-1A, Class A1RR                                       | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500535.40    | 0.07%             | 2038-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DQJN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2756229 | PA      | $2372336.09   | 0.33%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                       | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323108.79    | 0.05%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC Sarl                                                   | Chile Electricity Lux MPC Sarl                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |    743900 | PA      | $769460.40    | 0.11%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                            | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    351000 | PA      | $346287.50    | 0.05%             | 2032-01-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CCL Industries, Inc.                                                             | CCL Industries, Inc.                                                               | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    281000 | PA      | $262338.92    | 0.04%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                  | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260567.27    | 0.04%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                                             | Castlelake Aircraft Structured Trust, Series 2025-1A, Class A                      | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453544 | PA      | $457144.25    | 0.06%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                                      | New York Life Insurance Co.                                                        | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    137000 | PA      | $153158.52    | 0.02%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91267.41     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2021-1A, Class DR                                            | CUSIP: 92918QAU4<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491625.10    | 0.07%             | 2034-07-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc., Series GG                                                         | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246888.46    | 0.03%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2018-BN13, Class B                                                    | CUSIP: 06539LBF6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    735000 | PA      | $702390.18    | 0.10%             | 2061-08-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                               | Chord Energy Corp.                                                                 | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106455.30    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                              | Trans-Allegheny Interstate Line Co.                                                | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474000 | PA      | $481724.10    | 0.07%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Notes                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       230 | NC      | $-255553.69   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                    | Dornoch Debt Merger Sub, Inc.                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $142996.46    | 0.02%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2007-AR3, Class 1A3         | CUSIP: 86363NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973148 | PA      | $902766.83    | 0.13%             | 2047-09-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2026-NQM3, Class M1                        | CUSIP: 10571LAH4<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001000.00   | 0.14%             | 2065-11-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                                 | Florida Gas Transmission Co. LLC                                                   | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165264.51    | 0.02%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                              | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30911.54     | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89062.38     | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                               | AmWINS Group, Inc., Senior Secured First Lien Term Loan                            | CUSIP: 03234TBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128623 | PA      | $127916.97    | 0.02%             | 2032-01-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BRSP Ltd.                                                                        | BRSP Ltd., Series 2026-FL3, Class D                                                | CUSIP: 116686AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $511896.18    | 0.07%             | 2043-08-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C36, Class A3                                   | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $386631.83    | 0.05%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $220662.47    | 0.03%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2023-V3, Class XA                                 | CUSIP: 08163VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7088396 | PA      | $112503.47    | 0.02%             | 2056-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                                   | SK hynix, Inc.                                                                     | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1015000 | PA      | $1009601.66   | 0.14%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132E0GL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1355818 | PA      | $1119430.81   | 0.16%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2026-VIS1, Class M1                             | CUSIP: 46660PAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1968635.60   | 0.28%             | 2066-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                              | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156432.32    | 0.02%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2026-V20, Class C                                 | CUSIP: 08164KBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $89654.58     | 0.01%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class AM                          | CUSIP: 12532BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $295793.73    | 0.04%             | 2054-12-10      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148069.36    | 0.02%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3133KPZC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1556943 | PA      | $1546722.79   | 0.22%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                               | Pinnacle Buyer LLC, Senior Secured First Lien Term Loan                            | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     33465 | PA      | $33542.99     | 0.00%             | 2032-10-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2023-1A, Class A1R                                           | CUSIP: 92920FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499957.30    | 0.07%             | 2039-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2025-4A, Class D1                             | CUSIP: 05686GAJ3<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497953.65    | 0.07%             | 2039-01-17      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                            | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199157.72    | 0.03%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                    | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    194000 | PA      | $198484.62    | 0.03%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                      | Grant Thornton Advisors LLC, Senior Secured First Lien Term Loan                   | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328584 | PA      | $307567.67    | 0.04%             | 2031-06-02      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                             | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $235847.60    | 0.03%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                        | Santander Mortgage Asset Receivable Trust, Series 2026-NQM1, Class M1              | CUSIP: 802931AH8<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1485061.50   | 0.21%             | 2065-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    263000 | PA      | $268160.59    | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                              | Triton Container International Ltd.                                                | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    385000 | PA      | $377220.65    | 0.05%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2013-116, Class WU                                                    | CUSIP: 38378VG90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    588129 | PA      | $581983.25    | 0.08%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                               | Uniti Services LLC                                                                 | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109238.50    | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                | Lamar Media Corp.                                                                  | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $264494.38    | 0.04%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    209000 | PA      | $213742.32    | 0.03%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                          | Genesee & Wyoming, Inc.                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359686.00    | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                          | Columbus McKinnon Corp.                                                            | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260123.50    | 0.04%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C29, Class A3                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314000 | PA      | $319781.24    | 0.04%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO IV-R Ltd.                                                            | Vibrant CLO IV-R Ltd., Series 2024-4RA, Class D1                                   | CUSIP: 92558RAN3<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496883.75    | 0.07%             | 2037-10-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                         | NGL Energy Operating LLC, Senior Secured First Lien Term Loan                      | CUSIP: 62922KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $35082.08     | 0.00%             | 2033-03-11      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVI Ltd.                                           | Benefit Street Partners CLO XXXVI Ltd., Series 2024-36A, Class D1                  | CUSIP: 081922AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498265.95    | 0.07%             | 2038-01-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                         | Bunge Ltd. Finance Corp.                                                           | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    374000 | PA      | $362500.22    | 0.05%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                                     | Banco Mercantil del Norte SA                                                       | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $205750.00    | 0.03%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                            | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104583.70    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class B                    | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $134871.25    | 0.02%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124393.20    | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                                        | Avant Loans Funding Trust, Series 2025-REV1, Class C                               | CUSIP: 05352BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1304999.54   | 0.18%             | 2034-05-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2024-NQM4, Class A1                                             | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1101793 | PA      | $1106501.83   | 0.16%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    574000 | PA      | $561922.70    | 0.08%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2026-5C8, Class C                    | CUSIP: 95005BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387000 | PA      | $379313.64    | 0.05%             | 2059-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                           | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    218000 | PA      | $221195.71    | 0.03%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                     | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    243000 | PA      | $245447.21    | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2022-1, Class A1                                 | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745615 | PA      | $707871.16    | 0.10%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PRPM                                                                             | PRPM, Series 2025-3, Class A1                                                      | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    798284 | PA      | $796633.40    | 0.11%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                      | Bell Canada                                                                        | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    394000 | PA      | $403422.12    | 0.06%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                         | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    607000 | PA      | $597670.05    | 0.08%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                                 | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |    600000 | PA      | $551874.92    | 0.08%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    184000 | PA      | $181952.11    | 0.03%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200772.80    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart LLC                                                                       | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251403.75    | 0.04%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                        | CRH America Finance, Inc.                                                          | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    371000 | PA      | $365800.23    | 0.05%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                 | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $190560.00    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                              | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201199.41    | 0.03%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                               | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    187000 | PA      | $186135.66    | 0.03%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                   | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $358615.60    | 0.05%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2026-XL6, Class B                             | CUSIP: 12433NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $377810.10    | 0.05%             | 2043-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V19, Class B                                 | CUSIP: 08164DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $465178.44    | 0.07%             | 2058-01-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                            | DIRECTV Financing LLC, Senior Secured First Lien Term Loan                         | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1135 | PA      | $1139.42      | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $317718.45    | 0.04%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                         | Penn Entertainment, Inc.                                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $92372.21     | 0.01%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                 | CPI Holdco B LLC, Senior Secured First Lien Term Loan                              | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19899 | PA      | $19792.73     | 0.00%             | 2031-05-19      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                               | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    466000 | PA      | $474548.34    | 0.07%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                                               | Primo Brands Corp., Senior Secured First Lien Term Loan                            | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    115000 | PA      | $115323.15    | 0.02%             | 2031-03-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                        | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296303.44    | 0.04%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                      | QXO Building Products, Inc.                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107190.93    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                             | LoanCore Issuer Ltd., Series 2021-CRE6, Class A                                    | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     31033 | PA      | $31111.90     | 0.00%             | 2038-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                                                     | Acushnet Co.                                                                       | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268585.71    | 0.04%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                               | Vertiv Group Corp.                                                                 | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    799000 | PA      | $787384.08    | 0.11%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C12, Class A5                                    | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $266769.27    | 0.04%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer                                                                | Neighborly Issuer, Series 2022-1A, Class A2                                        | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    672000 | PA      | $634070.91    | 0.09%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                          | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    359000 | PA      | $354047.11    | 0.05%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                                | BSPRT Issuer Ltd., Series 2023-FL10, Class B                                       | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270857.25    | 0.04%             | 2035-09-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| StubHub Holdco Sub LLC                                                           | StubHub Holdco Sub LLC, Senior Secured First Lien Term Loan                        | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     33760 | PA      | $33327.80     | 0.00%             | 2030-03-15      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                    | Staples, Inc., Senior Secured First Lien Term Loan                                 | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     34736 | PA      | $31658.33     | 0.00%             | 2029-08-23      | Variable      | 9.41%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                    | CQP Holdco LP                                                                      | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243925.65    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                         | Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class B                  | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $493998.40    | 0.07%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                        | Honeywell Aerospace, Inc.                                                          | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322591.37    | 0.05%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 27 Ltd.                                        | GoldenTree Loan Management US CLO 27 Ltd., Series 2025-27A, Class D                | CUSIP: 38140AAN8<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502106.85    | 0.07%             | 2039-01-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                                                 | WSP Global, Inc.                                                                   | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $486115.50    | 0.07%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2021-8A, Class A1R                                     | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500183.60    | 0.07%             | 2038-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A                          | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248812.85    | 0.03%             | 2034-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249682.23    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                   | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    167000 | PA      | $186548.10    | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp., Senior Secured First Lien Term Loan                           | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    258300 | PA      | $259188.55    | 0.04%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                                | Affirm Asset Securitization Trust, Series 2025-X2, Class D                         | CUSIP: 00835DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $872836.21    | 0.12%             | 2030-10-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DTG20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1872007 | PA      | $1944965.49   | 0.27%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                                 | Trucordia Insurance Holdings LLC, Senior Secured First Lien Term Loan              | CUSIP: 89783WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34725 | PA      | $32120.63     | 0.00%             | 2032-06-17      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Agrosuper SA                                                                     | Agrosuper SA                                                                       | CUSIP: N/A<br>LEI: 5493006KNWOGYPTZZ371       | Long             | DBT              | CORP              | CL        |    150000 | PA      | $142329.75    | 0.02%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153212.37    | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                              | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $198400.00    | 0.03%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                             | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    125000 | PA      | $125469.38    | 0.02%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2023-B38, Class A4                                | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $206271.60    | 0.03%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                       | BCPE Empire Holdings, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 05550HAT2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $24656.38     | 0.00%             | 2032-12-29      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc., Senior Secured First Lien Term Loan                               | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $5008.13      | 0.00%             | 2033-02-14      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                               | CUSIP: 3622ABKS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2775219 | PA      | $2384032.80   | 0.33%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                   | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $196616.58    | 0.03%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA, Senior Secured First Lien Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    138720 | PA      | $139269.76    | 0.02%             | 2031-05-30      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2023-5YR1, Class XA                                                  | CUSIP: 06644EBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10133774 | PA      | $46189.74     | 0.01%             | 2056-04-15      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 31426N6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3573414 | PA      | $3610171.49   | 0.51%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co.                                                    | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    231000 | PA      | $218978.99    | 0.03%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                                     | Guardian Life Global Funding                                                       | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216369.70    | 0.03%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    210000 | PA      | $169309.03    | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                             | Archrock Partners LP                                                               | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $147931.90    | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                            | Banco Santander Chile                                                              | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    450000 | PA      | $444658.50    | 0.06%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                  | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $375647.08    | 0.05%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class B                    | CUSIP: 95001GAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735000 | PA      | $682613.90    | 0.10%             | 2050-12-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2026-NQM1, Class M1                                             | CUSIP: 74391DAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1600566.40   | 0.22%             | 2071-02-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                                               | WhiteWater Matterhorn Holdings LLC, Senior Secured First Lien Term Loan            | CUSIP: 96618PAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49938 | PA      | $49770.96     | 0.01%             | 2032-06-16      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                               | Saavi Energia Sarl                                                                 | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $210130.00    | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                         | Full House Resorts, Inc.                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127750.00    | 0.02%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) Sarl                                                               | Delta 2 (Lux) Sarl, Senior Secured First Lien Term Loan                            | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    355000 | PA      | $354778.13    | 0.05%             | 2031-09-30      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class B                 | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    774389 | PA      | $782649.09    | 0.11%             | 2049-06-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                     | Aspire Bakeries Holdings LLC, Senior Secured First Lien Term Loan                  | CUSIP: 02106XAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59400 | PA      | $59548.50     | 0.01%             | 2030-12-23      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                                | Chariot Buyer LLC, Senior Secured First Lien Term Loan                             | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    144636 | PA      | $143485.82    | 0.02%             | 2032-09-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150309.75    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $103284.52    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                    | White Cap Supply Holdings LLC, Senior Secured First Lien Term Loan                 | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     53749 | PA      | $51820.85     | 0.01%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| CAP SA                                                                           | CAP SA                                                                             | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | CL        |    400000 | PA      | $334647.92    | 0.05%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc., Senior Secured First Lien Term Loan          | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    105000 | PA      | $105420.00    | 0.01%             | 2028-08-23      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146370.40    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Avilease Capital Ltd.                                                            | Avilease Capital Ltd.                                                              | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $779312.04    | 0.11%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc., Senior Secured First Lien Term Loan                           | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |     29925 | PA      | $30018.52     | 0.00%             | 2032-06-02      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346084.33    | 0.05%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Banco BBVA Peru SA                                                               | Banco BBVA Peru SA                                                                 | CUSIP: N/A<br>LEI: 549300H1JNU0HLNFU552       | Long             | DBT              | CORP              | PE        |    200000 | PA      | $202502.40    | 0.03%             | 2034-06-07      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                   | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241999.96    | 0.03%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107252.15    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Senior Secured First Lien Term Loan                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     54675 | PA      | $54127.82     | 0.01%             | 2030-09-19      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Finance LLC                                                           | INEOS U.S. Finance LLC, Senior Secured First Lien Term Loan                        | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     23024 | PA      | $20189.11     | 0.00%             | 2030-02-18      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                            | Bioceanico Sovereign Certificate Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    654642 | PA      | $534632.79    | 0.08%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIVE Mortgage Trust                                                              | FIVE Mortgage Trust, Series 2023-V1, Class D                                       | CUSIP: 337964AP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239494.45    | 0.03%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                        | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252425.98    | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                                              | GFL Environmental Holdings US, Inc.                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $343716.07    | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                       | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $245539.33    | 0.03%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                                        | RFR Trust, Series 2025-SGRM, Class B                                               | CUSIP: 74984NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $302631.90    | 0.04%             | 2041-03-11      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ultrapar International SA                                                        | Ultrapar International SA                                                          | CUSIP: N/A<br>LEI: 222100CXHWBP3H3SK244       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199917.48    | 0.03%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart LLC                                                                       | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249707.05    | 0.04%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                  | Zayo Issuer LLC, Series 2025-1A, Class B                                           | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $389010.04    | 0.05%             | 2055-03-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                              | Fondo MIVIVIENDA SA                                                                | CUSIP: 344593AG3<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $150187.50    | 0.02%             | 2031-03-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                       | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    161000 | PA      | $161625.94    | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                                          | Banco Nacional de Comercio Exterior SNC                                            | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204940.00    | 0.03%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                               | CUSIP: 3140NXPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2053000 | PA      | $2114823.43   | 0.30%             | 2035-03-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                     | First Advantage Holdings LLC, Senior Secured First Lien Term Loan                  | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |     54350 | PA      | $53036.38     | 0.01%             | 2031-10-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | nVent Finance Sarl                                                                 | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $184800.57    | 0.03%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONGC Videsh Vankorneft Pte. Ltd.                                                 | ONGC Videsh Vankorneft Pte. Ltd.                                                   | CUSIP: N/A<br>LEI: 254900FXH0X0S4UIS503       | Long             | DBT              | CORP              | SG        |    600000 | PA      | $598308.10    | 0.08%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ovg Business Services LLC                                                        | Ovg Business Services LLC, Senior Secured First Lien Term Loan                     | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248737 | PA      | $249048.30    | 0.03%             | 2031-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                          | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    512000 | PA      | $517768.73    | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                  | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    656000 | PA      | $638498.01    | 0.09%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                               | CUSIP: 3622ADSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3910202 | PA      | $3371183.80   | 0.47%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO Ltd.                                                               | Anthelion CLO Ltd., Series 2025-1A, Class A1                                       | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000954.80   | 0.14%             | 2036-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $5483378.93   | 0.77%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2017-C6, Class B                             | CUSIP: 90276UBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735000 | PA      | $676690.47    | 0.10%             | 2050-12-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2026-5C40, Class C                                    | CUSIP: 05557AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248000 | PA      | $247511.42    | 0.03%             | 2059-02-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200919.18    | 0.03%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                 | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    624000 | PA      | $622594.86    | 0.09%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                         | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    309000 | PA      | $273167.57    | 0.04%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corp.                                                            | Frontera Energy Corp.                                                              | CUSIP: N/A<br>LEI: A25574TZFLBNK7NWQT47       | Long             | DBT              | CORP              | CA        |    400000 | PA      | $391934.77    | 0.06%             | 2028-06-21      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $77682.67     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                   | Rivers Enterprise Borrower LLC                                                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $269476.52    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                               | Subway Funding LLC, Series 2024-3A, Class A23                                      | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $386131.14    | 0.05%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XD2T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1777534 | PA      | $1447716.26   | 0.20%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                            | United Airlines, Inc.                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348531.51    | 0.05%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2025-5YR16, Class AS                                                 | CUSIP: 065934BF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517000 | PA      | $530113.81    | 0.07%             | 2063-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                               | CUSIP: 3140NYQD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1366000 | PA      | $1375926.61   | 0.19%             | 2030-03-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V15, Class AS                                | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231000 | PA      | $240308.65    | 0.03%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $225456.75    | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                              | Azorra Finance Ltd.                                                                | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $197062.13    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V9, Class D                                  | CUSIP: 081919AV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $677578.88    | 0.10%             | 2057-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2018-2GS, Class A                                  | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398688 | PA      | $372992.99    | 0.05%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2024-NQM16, Class A2                                             | CUSIP: 67120GAD0<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |   1513599 | PA      | $1521773.39   | 0.21%             | 2064-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                                   | RealPage, Inc., Senior Secured First Lien Term Loan                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     64831 | PA      | $62255.65     | 0.01%             | 2028-04-24      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1001331 | PA      | $1041135.90   | 0.15%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC, Senior Secured First Lien Term Loan                       | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     99750 | PA      | $99946.01     | 0.01%             | 2032-11-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                                              | Banco Davivienda SA                                                                | CUSIP: N/A<br>LEI: 549300P161V4IPKAQS70       | Long             | DBT              | CORP              | CO        |    300000 | PA      | $304350.00    | 0.04%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                                             | Mativ Holdings, Inc.                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83936.84     | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                               | CUSIP: 3140NUHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1603000 | PA      | $1618814.22   | 0.23%             | 2029-01-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    197000 | PA      | $191641.27    | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                     | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    176000 | PA      | $173646.60    | 0.02%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XQTR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1331285 | PA      | $1359344.18   | 0.19%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                   | VeriSign, Inc.                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    353000 | PA      | $355695.26    | 0.05%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                   | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    310000 | PA      | $258765.05    | 0.04%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62877.70     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Tierra Mojada Luxembourg II Sarl                                                 | Tierra Mojada Luxembourg II Sarl                                                   | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |    506053 | PA      | $482015.09    | 0.07%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                               | FS Luxembourg Sarl                                                                 | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $183940.00    | 0.03%             | 2036-02-11      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367074.76    | 0.05%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70969.85     | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                       | AREIT Ltd., Series 2024-CRE9, Class B                                              | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200187.40    | 0.03%             | 2041-05-17      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                        | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330203.20    | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                                                | WBI Operating LLC                                                                  | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248263.75    | 0.03%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP, Senior Secured First Lien Term Loan                             | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     64029 | PA      | $63995.36     | 0.01%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                          | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    346000 | PA      | $340779.62    | 0.05%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Co. LLC                                              | Teva Pharmaceutical Finance Co. LLC                                                | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    394000 | PA      | $406424.40    | 0.06%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                        | GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class M1              | CUSIP: 362933AF0<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1058831.55   | 0.15%             | 2066-02-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                                       | ADMI Corp., Senior Secured First Lien Term Loan                                    | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     93196 | PA      | $87650.52     | 0.01%             | 2027-12-23      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class A3                   | CUSIP: 95003DBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $221473.80    | 0.03%             | 2054-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    319000 | PA      | $284723.04    | 0.04%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    198000 | PA      | $199387.91    | 0.03%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                      | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165459.98    | 0.02%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer LLC                                                                 | BSPRT Issuer LLC, Series 2026-FL13, Class A                                        | CUSIP: 05620GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710000 | PA      | $711775.00    | 0.10%             | 2043-10-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C17, Class A5                                    | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195572.92    | 0.03%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                   | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186408.69    | 0.03%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                          | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $192156.88    | 0.03%             | 2029-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $377218.59    | 0.05%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL7, Class A              | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     27350 | PA      | $27379.64     | 0.00%             | 2036-10-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140W3ZH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4699874 | PA      | $3856377.11   | 0.54%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                        | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196220.00    | 0.03%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2026-R1, Class A1                               | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |    244977 | PA      | $243005.66    | 0.03%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Crown Finance U.S., Inc.                                                         | Crown Finance U.S., Inc., Senior Secured First Lien Term Loan                      | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139250 | PA      | $138096.81    | 0.02%             | 2031-12-02      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                               | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $589732.89    | 0.08%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                              | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183637.00    | 0.03%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-LUNR, Class A                                                | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315195 | PA      | $315926.42    | 0.04%             | 2040-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                               | Wand NewCo 3, Inc., Senior Secured First Lien Term Loan                            | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152553 | PA      | $151512.30    | 0.02%             | 2031-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay SA                                               | Telefonica Celular del Paraguay SA                                                 | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | PY        |    300000 | PA      | $299688.00    | 0.04%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403602.39    | 0.06%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                                                        | STWD Ltd., Series 2021-FL2, Class A                                                | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     16587 | PA      | $16590.72     | 0.00%             | 2038-04-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc., Senior Secured First Lien Term Loan                              | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12270 | PA      | $9754.61      | 0.00%             | 2029-11-15      | Variable      | 9.77%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                            | Hightower Holding LLC, Senior Secured First Lien Term Loan                         | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    267454 | PA      | $265115.05    | 0.04%             | 2032-02-03      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage-Backed Securities Trust                                     | Wells Fargo Mortgage-Backed Securities Trust, Series 2006-AR14, Class 2A1          | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216847 | PA      | $200836.67    | 0.03%             | 2036-10-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                  | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    317000 | PA      | $329231.04    | 0.05%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                           | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    358000 | PA      | $379017.63    | 0.05%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93679.40     | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B15, Class A4                                | CUSIP: 08160KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $288258.80    | 0.04%             | 2072-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                         | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126822.75    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A3                   | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260311 | PA      | $235054.77    | 0.03%             | 2053-07-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2024-1, Class A1                                | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    600690 | PA      | $602408.27    | 0.08%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                  | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    472000 | PA      | $383560.99    | 0.05%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust                                                    | MAD Commercial Mortgage Trust, Series 2025-11MD, Class D                           | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $498391.35    | 0.07%             | 2042-10-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                              | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191368.20    | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                        | OAK-Eagle Acquireco, Inc., Senior Secured First Lien Term Loan                     | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    280000 | PA      | $278600.00    | 0.04%             | 2033-03-23      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2025-BNK51, Class C                                                   | CUSIP: 06541HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $445979.25    | 0.06%             | 2067-12-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class A   | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281782 | PA      | $279092.54    | 0.04%             | 2037-04-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Ltd.                                                            | JSW Hydro Energy Ltd.                                                              | CUSIP: N/A<br>LEI: 3358006ZP5KO7VUH2790       | Long             | DBT              | CORP              | IN        |    695000 | PA      | $636644.70    | 0.09%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170326.62    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp.                                                                     | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75660.60     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2024-NQM6, Class A1                                              | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    805708 | PA      | $813806.94    | 0.11%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $208141.26    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2025-5C13, Class AS                                     | CUSIP: 09664JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $464705.62    | 0.07%             | 2058-12-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                        | Madison Safety & Flow LLC, Senior Secured First Lien Term Loan                     | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28933 | PA      | $28981.36     | 0.00%             | 2031-09-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2018-5, Class A1                                 | CUSIP: 89176VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180414 | PA      | $1139507.96   | 0.16%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 44 Ltd.                                       | Neuberger Berman Loan Advisers CLO 44 Ltd., Series 2021-44A, Class DR              | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492159.45    | 0.07%             | 2035-10-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Aaset Ltd.                                                                       | Aaset Ltd., Series 2024-2A, Class B                                                | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375536 | PA      | $375699.66    | 0.05%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                                                     | Del Amo Fashion Center Trust, Series 2017-AMO, Class C                             | CUSIP: 24500EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239729.20    | 0.03%             | 2035-06-05      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    336000 | PA      | $346026.63    | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                              | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135806.63    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    229000 | PA      | $224651.27    | 0.03%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class AS      | CUSIP: 61779RBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $506673.30    | 0.07%             | 2058-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C7, Class AS                                      | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223000 | PA      | $226914.21    | 0.03%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                               | CUSIP: 3622ABXM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2406892 | PA      | $2129265.82   | 0.30%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                               | CUSIP: 3622ADSU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3131204 | PA      | $2671300.81   | 0.38%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | Opal Bidco SAS                                                                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200313.80    | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | Cencosud SA                                                                        | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $199208.16    | 0.03%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    384000 | PA      | $381616.73    | 0.05%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $38829.60     | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151246.50    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    382000 | PA      | $384607.82    | 0.05%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                | 1211 Avenue of the Americas Trust, Series 2015-1211, Class A1A2                    | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $249242.50    | 0.03%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $77078.12     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                             | EFMT, Series 2026-NQM1, Class M1                                                   | CUSIP: 26846GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2843000 | PA      | $2794420.52   | 0.39%             | 2071-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                   | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    169000 | PA      | $177838.53    | 0.02%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                  | CUSIP: 639057AW8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $331512.73    | 0.05%             | 2047-03-03      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                          | OneDigital Borrower LLC, Senior Secured First Lien Term Loan                       | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118200 | PA      | $114580.13    | 0.02%             | 2031-07-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2026-ESH2, Class D                             | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366551 | PA      | $368194.35    | 0.05%             | 2043-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2017-C4, Class A3                            | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273032 | PA      | $269297.07    | 0.04%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                      | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $413504.61    | 0.06%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                         | Oceanview Mortgage Trust, Series 2026-1, Class A                                   | CUSIP: 675967AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984856 | PA      | $976332.62    | 0.14%             | 2055-08-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                                        | RFR Trust, Series 2025-SGRM, Class E                                               | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $372058.53    | 0.05%             | 2041-03-11      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250051.67    | 0.04%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                          | Qnity Electronics, Inc.                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111362.57    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                            | Switch ABS Issuer LLC, Series 2024-2A, Class B                                     | CUSIP: 871044AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $493156.25    | 0.07%             | 2054-06-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                        | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    323000 | PA      | $324058.34    | 0.05%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                      | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $159903.34    | 0.02%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc., Senior Secured First Lien Term Loan         | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     19950 | PA      | $18685.43     | 0.00%             | 2032-04-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140W45T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1773536 | PA      | $1451963.90   | 0.20%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                     | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $118202.86    | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc., Series G                                                            | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    570000 | PA      | $578673.12    | 0.08%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp., Senior Secured First Lien Term Loan                 | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |     39300 | PA      | $38759.63     | 0.01%             | 2031-05-01      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                                   | Lima Metro Line 2 Finance Ltd.                                                     | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    225080 | PA      | $214110.23    | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                               | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1605828 | PA      | $1506954.10   | 0.21%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                                      | Aaset Trust, Series 2021-2A, Class A                                               | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379567 | PA      | $358557.88    | 0.05%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170370.08    | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                | Polaris Newco LLC, Senior Secured First Lien Term Loan                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     23330 | PA      | $20596.33     | 0.00%             | 2028-06-02      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                        | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52142.25     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc., Senior Secured First Lien Term Loan               | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    104738 | PA      | $104911.89    | 0.01%             | 2032-10-21      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc., Senior Secured First Lien Term Loan                        | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    137957 | PA      | $138155.56    | 0.02%             | 2031-05-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                       | Team Health Holdings, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 87817JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79401 | PA      | $79233.41     | 0.01%             | 2028-06-30      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                    | Staples, Inc.                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148094.29    | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                                   | BSTN Commercial Mortgage Trust, Series 2025-HUB, Class D                           | CUSIP: 05594GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $367556.19    | 0.05%             | 2041-04-13      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Pvt. Ltd.                                 | Adani International Container Terminal Pvt. Ltd.                                   | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | IN        |    306000 | PA      | $279340.37    | 0.04%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gold Fields Orogen Holdings BVI Ltd.                                             | Gold Fields Orogen Holdings BVI Ltd.                                               | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $611885.64    | 0.09%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                                | 180 Medical, Inc.                                                                  | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589682.28    | 0.08%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class C                    | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $228102.33    | 0.03%             | 2052-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                               | Wand NewCo 3, Inc.                                                                 | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $358061.19    | 0.05%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                 | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $149092.50    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5276451 | PA      | $4344769.27   | 0.61%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. Sarl                                                          | Froneri Lux FinCo. Sarl                                                            | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $195194.56    | 0.03%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc., Senior Secured First Lien Term Loan           | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79200 | PA      | $79002.40     | 0.01%             | 2033-02-03      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | Sabra Health Care LP                                                               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203954.85    | 0.03%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prumo Participacoes e Investimentos S/A                                          | Prumo Participacoes e Investimentos S/A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |    392231 | PA      | $395652.97    | 0.06%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                                   | Lima Metro Line 2 Finance Ltd.                                                     | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    372797 | PA      | $381140.16    | 0.05%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    517000 | PA      | $529426.81    | 0.07%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                               | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184379.00    | 0.03%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A3                    | CUSIP: 36272EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453778 | PA      | $455922.53    | 0.06%             | 2065-06-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                    | Veralto Corp.                                                                      | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    147000 | PA      | $150187.83    | 0.02%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                               | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1995000 | PA      | $2225166.47   | 0.31%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                            | Applied Systems, Inc., Senior Secured Second Lien Term Loan                        | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9906.25      | 0.00%             | 2032-02-23      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                               | CHS/Community Health Systems, Inc.                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148440.75    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alkermes, Inc.                                                                   | Alkermes, Inc., Senior Secured First Lien Term Loan                                | CUSIP: 01642UAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105919.28    | 0.01%             | 2031-08-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| LC Ahab U.S. Bidco LLC                                                           | LC Ahab U.S. Bidco LLC, Senior Secured First Lien Term Loan                        | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163707 | PA      | $162376.62    | 0.02%             | 2031-05-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline Co. LLC                                                           | Meade Pipeline Co. LLC, Senior Secured First Lien Term Loan                        | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |     90000 | PA      | $90149.85     | 0.01%             | 2032-09-22      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| OPAL U.S. LLC                                                                    | OPAL U.S. LLC, Senior Secured First Lien Term Loan                                 | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199000 | PA      | $199124.38    | 0.03%             | 2032-04-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                                              | Banco Davivienda SA                                                                | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $405800.00    | 0.06%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                         | AthenaHealth Group, Inc., Senior Secured First Lien Term Loan                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     64836 | PA      | $63742.16     | 0.01%             | 2029-02-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                              | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59973.67     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                             | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                    | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300721.80    | 0.04%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| DoubleLine Global Bond Fund                                                      | DoubleLine Global Bond Fund, Class I                                               | CUSIP: 258620699<br>LEI: 5493008IO8R1K4RY7M95 | Long             |  | RF                | US        |   1853272 | NS      | $15956672.26  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                  | Discovery Global Holdings, Inc.                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53175.00     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust, Series 2024-C, Class B                             | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $958658.30    | 0.13%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| InRetail Consumer                                                                | InRetail Consumer                                                                  | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | PE        |    700000 | PA      | $673506.06    | 0.09%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                         | CompoSecure Holdings LLC, Senior Secured First Lien Term Loan                      | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $64959.70     | 0.01%             | 2033-01-14      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                            | QTS Issuer ABS II LLC, Series 2025-1A, Class B                                     | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $969803.40    | 0.14%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XLUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    986242 | PA      | $989935.66    | 0.14%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                       | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    266000 | PA      | $261439.89    | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $4540781.23   | 0.64%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Long Bonds                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       585 | NC      | $-1752164.35  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C37, Class AS                                   | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408000 | PA      | $413605.63    | 0.06%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 31427NHA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2160061 | PA      | $2217867.97   | 0.31%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart LLC, Senior Secured First Lien Term Loan                                  | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     75000 | PA      | $74643.75     | 0.01%             | 2032-08-18      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1078087 | PA      | $1101664.57   | 0.15%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                               | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    386000 | PA      | $381410.34    | 0.05%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2024-H1, Class M1                                     | CUSIP: 22757AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006529.10   | 0.14%             | 2068-12-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                                              | Victra Holdings LLC, Senior Secured First Lien Term Loan                           | CUSIP: 50226BAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299487 | PA      | $295743.16    | 0.04%             | 2029-03-30      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                                             | Alterra Mountain Co., Senior Secured First Lien Term Loan                          | CUSIP: 46124CAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64837 | PA      | $64898.04     | 0.01%             | 2028-08-17      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118579.19    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                 | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    169000 | PA      | $172074.24    | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                            | Switch ABS Issuer LLC, Series 2026-1A, Class A21                                   | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300678.60    | 0.04%             | 2056-03-27      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174348.13    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 31 Ltd.                                                        | Columbia Cent CLO 31 Ltd., Series 2021-31A, Class A1R                              | CUSIP: 19737LAS2<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998756.00    | 0.14%             | 2034-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265371.53    | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82127.43     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                                   | Cotiviti, Inc., Senior Secured First Lien Term Loan                                | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     89325 | PA      | $82446.98     | 0.01%             | 2032-03-26      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XMAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1539606 | PA      | $1322488.13   | 0.19%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                        | GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class A3              | CUSIP: 362933AE3<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   1795200 | PA      | $1789453.45   | 0.25%             | 2066-02-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    483000 | PA      | $479868.05    | 0.07%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187973.08    | 0.03%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | Adani Electricity Mumbai Ltd.                                                      | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $183062.61    | 0.03%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                            | Ontario Gaming GTA LP, Senior Secured First Lien Term Loan                         | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     64008 | PA      | $60139.27     | 0.01%             | 2030-08-01      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                               | Light & Wonder International, Inc.                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166679.90    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                               | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    287000 | PA      | $287617.11    | 0.04%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2014-4A, Class CR2                                           | CUSIP: 92914RBE1<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502520.55    | 0.07%             | 2031-07-14      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                       | TKO Worldwide Holdings LLC, Senior Secured First Lien Term Loan                    | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     79599 | PA      | $79649.25     | 0.01%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77250.29     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                          | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $301532.24    | 0.04%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                                   | BSTN Commercial Mortgage Trust, Series 2025-HUB, Class A                           | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $209972.83    | 0.03%             | 2041-04-13      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                               | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    328000 | PA      | $318596.83    | 0.04%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                        | SFS Auto Receivables Securitization Trust, Series 2025-3A, Class A2                | CUSIP: 78398KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2469164 | PA      | $2469553.15   | 0.35%             | 2029-03-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXIII Ltd.                                                  | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                        | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500503.40    | 0.07%             | 2038-07-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                  | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $342773.68    | 0.05%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                                              | Tecta America Corp., Senior Secured First Lien Term Loan                           | CUSIP: 87876GAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79406.98     | 0.01%             | 2032-02-18      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GSMS Trust                                                                       | GSMS Trust, Series 2026-DAWN, Class A                                              | CUSIP: 36274LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $419963.88    | 0.06%             | 2043-04-10      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                              | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $269736.83    | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                    | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202750.00    | 0.03%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                                                        | Eisner Advisory Group LLC, Senior Secured First Lien Term Loan                     | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |     99749 | PA      | $95260.65     | 0.01%             | 2031-02-28      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XKDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2243472 | PA      | $2228399.61   | 0.31%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2026-1A, Class D1                                      | CUSIP: 14320NAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496752.00    | 0.07%             | 2039-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $7089199.26   | 1.00%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                              | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    232000 | PA      | $236090.67    | 0.03%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                       | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    293000 | PA      | $287912.42    | 0.04%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| LBTY Commercial Mortgage Trust                                                   | LBTY Commercial Mortgage Trust, Series 2026-225L, Class C                          | CUSIP: 50178LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $137856.03    | 0.02%             | 2043-02-10      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                       | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    455000 | PA      | $453853.53    | 0.06%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                     | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $166484.08    | 0.02%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329793 | PA      | $330616.75    | 0.05%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                       | Banco Internacional del Peru SAA Interbank                                         | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $152092.50    | 0.02%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                     | Airbnb, Inc.                                                                       | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    388000 | PA      | $388545.09    | 0.05%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fideicomiso PA Pacifico Tres                                                     | Fideicomiso PA Pacifico Tres                                                       | CUSIP: N/A<br>LEI: 549300HPHEJ3B6YD5H05       | Long             | DBT              | CORP              | CO        |    149020 | PA      | $154213.35    | 0.02%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                                          | VSP Optical Group, Inc.                                                            | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    238000 | PA      | $233395.16    | 0.03%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AASET MT-1 Ltd.                                                                  | AASET MT-1 Ltd., Series 2025-3A, Class B                                           | CUSIP: 00039NAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490283 | PA      | $483999.34    | 0.07%             | 2050-02-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                                        | Takeda US Financing, Inc.                                                          | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598149.66    | 0.08%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2023-NQM3, Class A1                        | CUSIP: 10568EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905338 | PA      | $904633.35    | 0.13%             | 2062-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR                             | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998661.20    | 0.14%             | 2034-07-24      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                              | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    439000 | PA      | $430795.03    | 0.06%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                          | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    165000 | PA      | $162215.67    | 0.02%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                     | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    329000 | PA      | $332347.21    | 0.05%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                       | Olin Corp.                                                                         | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93050.21     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                               | CUSIP: 3622ABYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    710995 | PA      | $629845.33    | 0.09%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru SA                                                     | Banco de Credito del Peru SA                                                       | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    850000 | PA      | $836704.13    | 0.12%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                                        | Avant Loans Funding Trust, Series 2024-REV1, Class B                               | CUSIP: 05352UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $600951.60    | 0.08%             | 2033-10-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2022-B35, Class C                                 | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $201868.30    | 0.03%             | 2055-05-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR8, Class A3                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248000 | PA      | $257293.11    | 0.04%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    231000 | PA      | $214523.32    | 0.03%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                        | Michaels Cos., Inc. (The)                                                          | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107200.39    | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XRYE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3266284 | PA      | $2919836.02   | 0.41%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                | Compass Datacenters Issuer II LLC, Series 2024-2A, Class B2                        | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249498.55    | 0.04%             | 2049-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO XII Ltd.                                                           | Jamestown CLO XII Ltd., Series 2019-1A, Class ARR                                  | CUSIP: 47047JAU8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500614.35    | 0.07%             | 2038-03-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3281097 | PA      | $3299443.46   | 0.46%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C31, Class A3                                   | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787000 | PA      | $812222.33    | 0.11%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Golden State Foods LLC                                                           | Golden State Foods LLC, Senior Secured First Lien Term Loan                        | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49488 | PA      | $49615.49     | 0.01%             | 2031-12-04      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                   | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    189077 | PA      | $179326.96    | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Minsur SA                                                                        | Minsur SA                                                                          | CUSIP: N/A<br>LEI: 254900C69MVC7SXO2G61       | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $941597.90    | 0.13%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co. LLC                                                     | Southern Natural Gas Co. LLC                                                       | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    198000 | PA      | $201703.80    | 0.03%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                       | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $381014.27    | 0.05%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212279.55    | 0.03%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                              | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $199095.00    | 0.03%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                                | Molex Electronic Technologies LLC                                                  | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    297000 | PA      | $301380.86    | 0.04%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adani Renewable Energy RJ Ltd.                                                   | Adani Renewable Energy RJ Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |    164250 | PA      | $132971.99    | 0.02%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2026-1, Class M1                                | CUSIP: 92541JAN1<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1977653.80   | 0.28%             | 2071-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                           | Harvest Midstream I LP                                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163408.80    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Petrochem LLC                                                         | INEOS U.S. Petrochem LLC, Senior Secured First Lien Term Loan                      | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24688 | PA      | $17605.50     | 0.00%             | 2031-10-07      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Intercorp Financial Services, Inc.                                               | Intercorp Financial Services, Inc.                                                 | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | DBT              | CORP              | PA        |    400000 | PA      | $396471.88    | 0.06%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                        | OAK-Eagle Acquireco, Inc.                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68090.53     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                                    | Textron, Inc.                                                                      | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    377000 | PA      | $383706.16    | 0.05%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXV Ltd.                                                              | Magnetite XXXV Ltd., Series 2022-35A, Class A1RR                                   | CUSIP: 55954TBA3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499525.00    | 0.07%             | 2039-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XMGJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1587736 | PA      | $1366601.05   | 0.19%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL14, Class AS            | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $260594.62    | 0.04%             | 2039-03-19      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2026-5YR21, Class A3                                                 | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564000 | PA      | $581826.80    | 0.08%             | 2059-04-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                          | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    700000 | PA      | $695394.70    | 0.10%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                            | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197214.40    | 0.03%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Ltd.                                                              | Cosan Overseas Ltd.                                                                | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | DBT              | CORP              | KY        |    700000 | PA      | $663880.00    | 0.09%             | 2026-05-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                         | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    349000 | PA      | $344158.93    | 0.05%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                               | Eagle Parent Corp., Senior Secured First Lien Term Loan                            | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142928 | PA      | $143390.07    | 0.02%             | 2029-04-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                                                  | Dealer Tire LLC                                                                    | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $518543.20    | 0.07%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                       | Builders FirstSource, Inc.                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130037.93    | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2025-INV1, Class M1                   | CUSIP: 24382EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2267361.16   | 0.32%             | 2060-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                                         | Tricon Residential Trust, Series 2025-SFR2, Class A                                | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1103714 | PA      | $1101563.22   | 0.15%             | 2044-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                              | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101162.00    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                   | United Airlines Holdings, Inc.                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    630000 | PA      | $617757.02    | 0.09%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                     | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304000 | PA      | $295951.05    | 0.04%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                                                    | Griffon Corp.                                                                      | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364507.18    | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                               | CUSIP: 3622ACLF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1468152 | PA      | $1194829.75   | 0.17%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2018-BN11, Class C                                                    | CUSIP: 06540TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $274213.62    | 0.04%             | 2061-03-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Gabx Leasing LLC                                                                 | Gabx Leasing LLC                                                                   | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    219000 | PA      | $215957.56    | 0.03%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140QNS60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1953729 | PA      | $1738867.01   | 0.24%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2021-BN33, Class A5                                                   | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260445 | PA      | $234665.76    | 0.03%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                 | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    254000 | PA      | $252822.07    | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                          | Ellucian Holdings, Inc.                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220334.36    | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    322000 | PA      | $315793.83    | 0.04%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                               | Cipher Compute LLC                                                                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124473.48    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2021-B33, Class A2                                              | CUSIP: 12658WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $242721.32    | 0.03%             | 2043-10-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NJ Trust                                                                         | NJ Trust, Series 2023-GSP, Class A                                                 | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $259297.95    | 0.04%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management SA                                                           | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $210542.00    | 0.03%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193937.40    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93798.15     | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                       | Graham Packaging Co., Inc., Senior Secured First Lien Term Loan                    | CUSIP: 38469EAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170000 | PA      | $168548.20    | 0.02%             | 2033-01-26      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107550.19    | 0.02%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BPRL International Singapore Pte. Ltd.                                           | BPRL International Singapore Pte. Ltd.                                             | CUSIP: N/A<br>LEI: 875500AQ853IMLV4TX18       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $399112.79    | 0.06%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wipro IT Services LLC                                                            | Wipro IT Services LLC                                                              | CUSIP: N/A<br>LEI: 549300S6XZZ65F0EJS98       | Long             | DBT              | CORP              | US        |    200000 | PA      | $198677.73    | 0.03%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                       | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328087.42    | 0.05%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C12, Class AS                                    | CUSIP: 05552XBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $157590.23    | 0.02%             | 2054-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                                       | ROCK Trust, Series 2024-CNTR, Class C                                              | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202000 | PA      | $208429.56    | 0.03%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                       | Edelman Financial Engines Center LLC (The), Senior Secured Second Lien Term Loan   | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     55000 | PA      | $54601.25     | 0.01%             | 2028-10-20      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                       | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    104000 | PA      | $101960.88    | 0.01%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                           | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175435.39    | 0.02%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc., Senior Secured First Lien Term Loan                           | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    109175 | PA      | $108190.24    | 0.02%             | 2032-06-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| GBT U.S. III LLC                                                                 | GBT U.S. III LLC, Senior Secured First Lien Term Loan                              | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $78127.40     | 0.01%             | 2031-07-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| USQ Rail III LLC                                                                 | USQ Rail III LLC, Series 2024-1A, Class A                                          | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    474717 | PA      | $465786.74    | 0.07%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                      | SV RNO Property Owner 1 LLC                                                        | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $237381.01    | 0.03%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                              | Aethon United BR LP                                                                | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $166968.00    | 0.02%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                         | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $366638.11    | 0.05%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chile Electricity PEC SpA                                                        | Chile Electricity PEC SpA                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CL        |    148053 | PA      | $134580.44    | 0.02%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                       | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61760.52     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dell, Inc.                                                                       | Dell, Inc.                                                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    166000 | PA      | $176516.38    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                     | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $281165.23    | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1961786 | PA      | $1748104.20   | 0.25%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2018-B2, Class XA                                 | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6611782 | PA      | $37890.14     | 0.01%             | 2051-02-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                              | Inversiones CMPC SA                                                                | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $195470.00    | 0.03%             | 2057-12-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                             | DBJPM Mortgage Trust, Series 2020-C9, Class ASB                                    | CUSIP: 233063AM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218611 | PA      | $207465.20    | 0.03%             | 2053-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Phantom Aviation                                                                 | Phantom Aviation, Series 2026-1A, Class B                                          | CUSIP: 71711GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    996342 | PA      | $1005534.99   | 0.14%             | 2051-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V8, Class A2                                 | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $281367.97    | 0.04%             | 2057-07-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                               | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $175933.64    | 0.02%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                                           | Cengage Learning, Inc., Senior Secured First Lien Term Loan                        | CUSIP: 15131YAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214552 | PA      | $210617.89    | 0.03%             | 2031-03-24      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Brazil Government Bond                                                             | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $289760.00    | 0.04%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morocco Government Bond                                                          | Morocco Government Bond                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    700000 | PA      | $672330.72    | 0.09%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $266144.32    | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.                                    | Merlin Entertainments Group US Holdings, Inc.                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167066.30    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V18, Class AS                                | CUSIP: 08164EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311000 | PA      | $316223.37    | 0.04%             | 2058-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2023-NQM10, Class A1                                             | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    896393 | PA      | $902820.05    | 0.13%             | 2063-10-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                               | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    403000 | PA      | $403663.34    | 0.06%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aaset LLC                                                                        | Aaset LLC, Series 2022-1A, Class A                                                 | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404102 | PA      | $409511.38    | 0.06%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161276.78    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                         | PRPM LLC, Series 2025-6, Class A1                                                  | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1256847 | PA      | $1255088.58   | 0.18%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                                                  | GNL Quintero SA                                                                    | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |    247200 | PA      | $246501.89    | 0.03%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                         | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    316000 | PA      | $309117.00    | 0.04%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                             | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    409000 | PA      | $412211.48    | 0.06%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris SA                                                           | Banco GNB Sudameris SA                                                             | CUSIP: N/A<br>LEI: 549300SO7QUETMQD9D84       | Long             | DBT              | CORP              | CO        |    150000 | PA      | $150011.97    | 0.02%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                              | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239963.47    | 0.03%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132E0KD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1239564 | PA      | $1263038.18   | 0.18%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V17, Class AM                                | CUSIP: 081934AU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409000 | PA      | $412965.26    | 0.06%             | 2058-09-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | Focus Financial Partners LLC, Senior Secured First Lien Term Loan                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    217876 | PA      | $211327.95    | 0.03%             | 2031-09-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2024-5C27, Class AS                                   | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869000 | PA      | $903102.86    | 0.13%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                  | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $269851.89    | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201281.81    | 0.03%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $142563.65    | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                                    | ELP Commercial Mortgage Trust, Series 2025-ELP, Class C                            | CUSIP: 290154AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $367676.47    | 0.05%             | 2042-11-13      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance U.S., Inc.                                                  | ION Platform Finance U.S., Inc., Senior Secured First Lien Term Loan               | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170000 | PA      | $137558.05    | 0.02%             | 2032-09-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                                    | BioMarin Pharmaceutical, Inc., Senior Secured First Lien Term Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110000 | PA      | $109863.05    | 0.02%             | 2033-01-28      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc., Senior Secured First Lien Term Loan                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    283500 | PA      | $283813.46    | 0.04%             | 2032-08-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $169613.17    | 0.02%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                               | CUSIP: 3622ABG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    985813 | PA      | $875172.52    | 0.12%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    289000 | PA      | $268157.75    | 0.04%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184508.85    | 0.03%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                              | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109371.59    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                     | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117208.09    | 0.02%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                             | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    359000 | PA      | $363852.85    | 0.05%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | Adani Electricity Mumbai Ltd.                                                      | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $176300.64    | 0.02%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                          | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    199000 | PA      | $199240.79    | 0.03%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC REMICS, Series 5015, Class CG                                                | CUSIP: 3137FVTF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1850681 | PA      | $1475264.83   | 0.21%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V8, Class A3                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342000 | PA      | $355879.39    | 0.05%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                          | CUSIP: 91127LAH3<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $198165.88    | 0.03%             | 2032-10-07      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                      | HOMES Trust, Series 2023-NQM1, Class A1                                            | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1497935 | PA      | $1492157.75   | 0.21%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2026-5YR20, Class A3                                                 | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $243691.94    | 0.03%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                 | CMS Energy Corp.                                                                   | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192498.39    | 0.03%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                              | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    293000 | PA      | $295809.37    | 0.04%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                      | Qorvo, Inc.                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    374000 | PA      | $338521.02    | 0.05%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133390.92    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197416.88    | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2024-5, Class A2                                  | CUSIP: 19685AAB5<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |    682764 | PA      | $682081.77    | 0.10%             | 2069-08-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                                             | Textainer Marine Containers VII Ltd., Series 2024-1A, Class A                      | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    300679 | PA      | $299732.77    | 0.04%             | 2049-08-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2025-4, Class A1                                | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   3232236 | PA      | $3246344.04   | 0.46%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                          | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    660000 | PA      | $507478.21    | 0.07%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                                    | Rollins, Inc.                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    378000 | PA      | $377930.29    | 0.05%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                 | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $302295.00    | 0.04%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140QUUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1373768 | PA      | $1409864.37   | 0.20%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2021-A, Class B                           | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238858 | PA      | $233498.84    | 0.03%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                       | Banco Internacional del Peru SAA Interbank                                         | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $147840.00    | 0.02%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                            | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395728.30    | 0.06%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd., Senior Secured First Lien Term Loan                        | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63483 | PA      | $63412.42     | 0.01%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class AS                   | CUSIP: 95004TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489000 | PA      | $497896.47    | 0.07%             | 2058-10-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                  | Discovery Global Holdings, Inc.                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140378.13    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                                  | Gulfport Energy Operating Corp.                                                    | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158715.35    | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                            | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $208892.13    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                                   | VT Topco, Inc.                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117020.55    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                                                   | PLYM Commercial Mortgage Trust, Series 2026-IND, Class C                           | CUSIP: 69292BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $387357.75    | 0.05%             | 2043-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2022-GC48, Class A5                    | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99039.05     | 0.01%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                                 | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $120485.05    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                     | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    201000 | PA      | $197780.23    | 0.03%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2025-NQM4, Class M1                                             | CUSIP: 69392VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4676778.71   | 0.66%             | 2070-07-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                             | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    403000 | PA      | $395564.96    | 0.06%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 12 Ltd.                                                        | Kennedy Lewis CLO 12 Ltd., Series 2023-12A, Class AR                               | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500554.95    | 0.07%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                            | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $103702.59    | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2327091 | PA      | $2307757.29   | 0.32%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAST Ltd.                                                                        | MAST Ltd., Series 2026-1A, Class A                                                 | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1192857 | PA      | $1167718.85   | 0.16%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                       | Allison Transmission, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |     90000 | PA      | $90427.50     | 0.01%             | 2033-01-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero                    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero                      | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $194513.00    | 0.03%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2017-GS7, Class XA                            | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8851632 | PA      | $79985.12     | 0.01%             | 2050-08-10      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                  | Goat Holdco LLC                                                                    | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $95664.43     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government Bond                                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $894357.00    | 0.13%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA REMICS, Series 2018-62, Class B                                               | CUSIP: 3136B2W32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1298047 | PA      | $1181330.26   | 0.17%             | 2048-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49288.35     | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XNAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810655 | PA      | $848761.27    | 0.12%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                                      | Cherry Securitization Trust, Series 2025-1A, Class A                               | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $555690.30    | 0.08%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                 | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82318.08     | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MISC Capital Two Labuan Ltd.                                                     | MISC Capital Two Labuan Ltd.                                                       | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | MY        |    400000 | PA      | $396515.61    | 0.06%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                                               | Dayforce Bidco LLC, Senior Secured First Lien Term Loan                            | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    330000 | PA      | $313041.30    | 0.04%             | 2033-02-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2025-11, Class M1                               | CUSIP: 924935AK5<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1186902.60   | 0.17%             | 2070-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                     | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110242.11    | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                        | OAK-Eagle Acquireco, Inc.                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124409.33    | 0.02%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $45978.34     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141181.04    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                               | CUSIP: 3140LMBP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1940000 | PA      | $2083863.92   | 0.29%             | 2033-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                                              | Wind River CLO Ltd., Series 2021-1A, Class D1R                                     | CUSIP: 97314HAY5<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998638.80    | 0.14%             | 2037-07-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140W1HU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766806 | PA      | $791438.24    | 0.11%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                                    | Hubbell, Inc.                                                                      | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    332000 | PA      | $323476.93    | 0.05%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| First Industrial LP                                                              | First Industrial LP                                                                | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    327000 | PA      | $330583.29    | 0.05%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DoubleLine Emerging Markets Local Currency Bond Fund                             | DoubleLine Emerging Markets Local Currency Bond Fund, Class I                      | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             |  | RF                | US        |   2052014 | NS      | $19124774.86  | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2020-3, Class A1                                 | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138287 | PA      | $134737.57    | 0.02%             | 2063-02-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396401.85    | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                              | Azorra Finance Ltd.                                                                | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $92773.44     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                               | CUSIP: 3622ADRV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2346116 | PA      | $1992458.39   | 0.28%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C7, Class B                    | CUSIP: 95004XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452000 | PA      | $458201.53    | 0.06%             | 2058-12-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                   | Rivers Enterprise Borrower LLC                                                     | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $293068.28    | 0.04%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                          | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $789328.78    | 0.11%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    340000 | PA      | $208275.26    | 0.03%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    270000 | PA      | $270249.70    | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO Ltd.                                                     | Point Au Roche Park CLO Ltd., Series 2021-1A, Class AR                             | CUSIP: 73052VAN5<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499502.45    | 0.07%             | 2039-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    778800 | PA      | $771027.97    | 0.11%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2888010 | PA      | $2480036.98   | 0.35%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    551000 | PA      | $536992.80    | 0.08%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Ultra Bonds                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -45 | NC      | $93242.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                                                   | Videotron Ltd.                                                                     | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    438000 | PA      | $442325.67    | 0.06%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2019-RPL2, Class A1                    | CUSIP: 64830HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584219 | PA      | $569914.85    | 0.08%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                             | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97373.01     | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                                         | Tricon Residential Trust, Series 2024-SFR3, Class C                                | CUSIP: 89616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1989305.00   | 0.28%             | 2041-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco U.S., Inc.                                                         | Neptune Bidco U.S., Inc., Senior Secured First Lien Term Loan                      | CUSIP: 64069JAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $28680.00     | 0.00%             | 2033-02-03      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                                    | Sunrise Financing Partnership, Senior Secured First Lien Term Loan                 | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    235000 | PA      | $233874.35    | 0.03%             | 2032-02-16      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Scalelogix Abs Us Issuer LLC                                                     | Scalelogix Abs Us Issuer LLC, Series 2025-1A, Class B                              | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $985059.80    | 0.14%             | 2055-07-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2026-B42, Class ASB                               | CUSIP: 08164FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $641902.45    | 0.09%             | 2059-03-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    178000 | PA      | $176241.07    | 0.02%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2018-B2, Class A3                      | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277405 | PA      | $273645.17    | 0.04%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                                           | Jacobs Solutions, Inc.                                                             | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    620000 | PA      | $605061.63    | 0.08%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                            | Hexion Holdings Corp., Senior Secured First Lien Term Loan                         | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     78501 | PA      | $75279.09     | 0.01%             | 2029-03-15      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                      | TELUS Corp.                                                                        | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $284939.63    | 0.04%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                               | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144645.24    | 0.02%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico          | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |    300000 | PA      | $294847.99    | 0.04%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2025-BNK50, Class XA                                                  | CUSIP: 064908AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11726822 | PA      | $320978.38    | 0.05%             | 2068-05-15      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V11, Class A3                                | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $356500.93    | 0.05%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2023-INV3, Class A1                             | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |   1530579 | PA      | $1543619.90   | 0.22%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                        | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141174.86    | 0.02%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                            | Hightower Holding LLC                                                              | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137577.20    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DSND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    816548 | PA      | $847032.11    | 0.12%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2 Year Notes                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1715 | NC      | $-2490630.79  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-5C38, Class A3                                   | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508258.90    | 0.07%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc.                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313014.54    | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                                            | AAR Escrow Issuer LLC                                                              | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71294.79     | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133611.88    | 0.02%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp., Senior Secured First Lien Term Loan                                  | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     34015 | PA      | $30486.20     | 0.00%             | 2029-03-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84723.04     | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C3, Class AS                                      | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $232308.59    | 0.03%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                                       | Gainwell Acquisition Corp., Senior Secured First Lien Term Loan                    | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203607 | PA      | $198093.68    | 0.03%             | 2027-10-01      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc., Senior Secured First Lien Term Loan                   | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    238997 | PA      | $232723.24    | 0.03%             | 2031-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                         | Radiology Partners, Inc., Senior Secured First Lien Term Loan                      | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    144275 | PA      | $142394.38    | 0.02%             | 2032-06-30      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                  | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    242000 | PA      | $248976.00    | 0.03%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                               | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    759000 | PA      | $746481.92    | 0.10%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    260000 | PA      | $243823.63    | 0.03%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-GM, Class C                                                 | CUSIP: 056083AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $410118.37    | 0.06%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1119323 | PA      | $910471.39    | 0.13%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                                            | Apidos Loan Fund Ltd., Series 2024-1A, Class A1R                                   | CUSIP: 037986AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499750.00    | 0.07%             | 2038-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | Essential Properties LP                                                            | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    374000 | PA      | $368356.57    | 0.05%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222183.99    | 0.03%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                     | Upstart Securitization Trust, Series 2025-2, Class A2                              | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591702 | PA      | $593509.59    | 0.08%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2025-3, Class A1                                | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   1980600 | PA      | $1996448.70   | 0.28%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                               | Chord Energy Corp.                                                                 | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    172000 | PA      | $177688.41    | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                    | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                            | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248539.68    | 0.03%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2020-2, Class A1A                                | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1708085 | PA      | $1562912.03   | 0.22%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services, Inc.                                                    | Pacific Dental Services, Inc., Senior Secured First Lien Term Loan                 | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64837 | PA      | $64958.66     | 0.01%             | 2031-03-17      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89492.44     | 0.01%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                             | Select Medical Corp., Senior Secured First Lien Term Loan                          | CUSIP: 816194AZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $94881.25     | 0.01%             | 2031-12-31      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                                   | Cotiviti, Inc., Senior Secured First Lien Term Loan                                | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     53310 | PA      | $49245.39     | 0.01%             | 2031-05-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                      | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358835.05    | 0.05%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     71000 | PA      | $60051.87     | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                               | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462646.38    | 0.06%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                  | 1261229 BC Ltd., Senior Secured First Lien Term Loan                               | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     24812 | PA      | $24012.92     | 0.00%             | 2030-10-08      | Variable      | 9.92%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                                              | Victra Holdings LLC                                                                | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $716684.37    | 0.10%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                        | Renesas Electronics Corp.                                                          | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $295399.34    | 0.04%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140QUZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3316385 | PA      | $3439211.46   | 0.48%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                      | VEGAS Trust, Series 2024-TI, Class A                                               | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120320.78    | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198940.06    | 0.03%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises, Inc.                                                       | Colonial Enterprises, Inc.                                                         | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $175967.81    | 0.02%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B13, Class C                                 | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $430027.80    | 0.06%             | 2057-08-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                       | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class XA              | CUSIP: 48128KAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7519359 | PA      | $43843.88     | 0.01%             | 2050-07-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                                   | EG America LLC, Senior Secured First Lien Term Loan                                | CUSIP: 28228QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210000 | PA      | $210420.00    | 0.03%             | 2031-02-10      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                                  | DataBank Issuer, Series 2023-1A, Class A2                                          | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497445.75    | 0.07%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | Block Financial LLC                                                                | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $309740.75    | 0.04%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                    | Starwood Property Trust, Inc.                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232472.53    | 0.03%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82799.61     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2025-NQM23, Class M1                                             | CUSIP: 67123BAL0<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1388775.64   | 0.19%             | 2065-10-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                     | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    148000 | PA      | $149558.44    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                                             | Augusta SpinCo Corp.                                                               | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $163101.81    | 0.02%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V8, Class D                                  | CUSIP: 08190AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278000 | PA      | $247722.19    | 0.03%             | 2057-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                                      | Aaset Trust, Series 2025-1A, Class A                                               | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    569840 | PA      | $565207.36    | 0.08%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                    | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134666.84    | 0.02%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners, Inc.                                              | Green Infrastructure Partners, Inc., Senior Secured First Lien Term Loan           | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $230000.00    | 0.03%             | 2032-09-24      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                               | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    284000 | PA      | $289260.72    | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Aaset Trust                                                                      | Aaset Trust, Series 2024-1A, Class B                                               | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402126 | PA      | $404895.12    | 0.06%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                              | Vertiv Holdings Co.                                                                | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129868.38    | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                        | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $157475.45    | 0.02%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                             | EFMT, Series 2025-INV4, Class M1                                                   | CUSIP: 26846DAH7<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1498100.70   | 0.21%             | 2070-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                               | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    191000 | PA      | $137417.71    | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160567.35    | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 31427MV81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4028753 | PA      | $3450669.78   | 0.48%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100479.50    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2021-BN32, Class A4                                                   | CUSIP: 06542BBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $200483.05    | 0.03%             | 2054-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2017-375H, Class A                      | CUSIP: 36254JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $360179.53    | 0.05%             | 2037-09-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                               | MIWD Holdco II LLC, Senior Secured First Lien Term Loan                            | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |    148912 | PA      | $137680.88    | 0.02%             | 2031-03-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                       | Trident TPI Holdings, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49673 | PA      | $47165.57     | 0.01%             | 2028-09-15      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                                         | Cougar JV Subsidiary LLC                                                           | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67256.74     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39500000 | PA      | $34308681.69  | 4.82%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118865.76    | 0.02%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Marcobre SAC                                                                     | Marcobre SAC                                                                       | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $193352.00    | 0.03%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DQLN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1391696 | PA      | $1433271.83   | 0.20%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                                     | MasTec, Inc.                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    549000 | PA      | $567433.99    | 0.08%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385048.50    | 0.05%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                       | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $593250.21    | 0.08%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C9, Class A5                                     | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223590.83    | 0.03%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    198101 | PA      | $198646.26    | 0.03%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55222.02     | 0.01%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                      | Midwest Gaming Borrower LLC                                                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $130999.83    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                             | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     54000 | PA      | $57414.11     | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B14, Class ASB                               | CUSIP: 08162YAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109489 | PA      | $106874.34    | 0.02%             | 2062-12-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The), Series M                                      | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    307000 | PA      | $300866.11    | 0.04%             | 2031-03-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                  | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89929.50     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    299000 | PA      | $292907.52    | 0.04%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220190.63    | 0.03%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                                 | SoFi Consumer Loan Program Trust, Series 2025-3, Class C                           | CUSIP: 83390JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496610.60    | 0.07%             | 2034-08-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22671.27     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                      | Evergy Kansas Central, Inc.                                                        | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    269000 | PA      | $264871.94    | 0.04%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC, Senior Secured First Lien Term Loan                   | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     89550 | PA      | $89661.94     | 0.01%             | 2032-08-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Lunar Structured Aircraft Portfolio Notes                                        | Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A                  | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    638260 | PA      | $603966.64    | 0.08%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                               | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $575604.08    | 0.08%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1539523 | PA      | $1526311.63   | 0.21%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    161000 | PA      | $155223.06    | 0.02%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                          | Mavis Tire Express Services Topco Corp.                                            | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39715.15     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                     | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $178951.36    | 0.03%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158652.73    | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224219.01    | 0.03%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                     | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    459000 | PA      | $431386.39    | 0.06%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                                                  | Atlassian Corp.                                                                    | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140874.39    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                        | O'Reilly Automotive, Inc.                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174132.20    | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140QTUF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749936 | PA      | $756229.38    | 0.11%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    188000 | PA      | $183255.76    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                                 | GE Vernova, Inc.                                                                   | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    365000 | PA      | $351379.46    | 0.05%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                 | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $471066.45    | 0.07%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2026-CSMO, Class C                            | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $511545.61    | 0.07%             | 2043-02-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | Phillips Edison Grocery Center Operating Partnership I LP                          | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    331000 | PA      | $332505.19    | 0.05%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                                           | DataBank Issuer II LLC, Series 2025-1A, Class A2                                   | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $971990.20    | 0.14%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP, Series G                                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    377000 | PA      | $384713.42    | 0.05%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2026-R1, Class A3                               | CUSIP: 924932AG1<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |    248122 | PA      | $246144.15    | 0.03%             | 2067-10-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DSZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2437534 | PA      | $2493556.76   | 0.35%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                                   | PENN Commercial Mortgage Trust, Series 2025-P11, Class C                           | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $509121.27    | 0.07%             | 2042-08-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                   | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    396203 | PA      | $397292.51    | 0.06%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                                    | ELP Commercial Mortgage Trust, Series 2025-ELP, Class E                            | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247379.30    | 0.03%             | 2042-11-13      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP, Senior Secured First Lien Term Loan                           | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     49253 | PA      | $49368.06     | 0.01%             | 2030-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48389.19     | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                     | Upstart Securitization Trust, Series 2025-4, Class A2                              | CUSIP: 91684AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1750807.45   | 0.25%             | 2035-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                      | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148168.11    | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR10, Class B                                                  | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $379120.35    | 0.05%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                           | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    428000 | PA      | $396953.46    | 0.06%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2026-C14, Class B                                       | CUSIP: 096942BA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472000 | PA      | $475377.82    | 0.07%             | 2059-02-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC, Senior Secured First Lien Term Loan                    | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179532 | PA      | $176390.65    | 0.02%             | 2029-01-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                            | Miter Brands Acquisition Holdco, Inc.                                              | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $253970.22    | 0.04%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XAMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4507039 | PA      | $3813225.38   | 0.54%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                                         | PRET LLC, Series 2025-NPL7, Class A1                                               | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |    900950 | PA      | $903335.14    | 0.13%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2026-NQM2, Class A1                                              | CUSIP: 67123VAF9<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |    984330 | PA      | $977455.20    | 0.14%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                             | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24786.67     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc., Series Q                                                          | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    137000 | PA      | $134786.29    | 0.02%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARB BondCo plc                                                                  | MARB BondCo plc                                                                    | CUSIP: N/A<br>LEI: 254900PVA1EU6QM1JN57       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $266069.13    | 0.04%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc., Senior Secured First Lien Term Loan                       | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24314 | PA      | $24320.85     | 0.00%             | 2029-03-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                                  | NEP Group, Inc., Senior Secured First Lien Term Loan                               | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35126 | PA      | $31912.24     | 0.00%             | 2031-10-17      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2013-1A, Class BR                                            | CUSIP: 92917CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004388.90   | 0.14%             | 2030-10-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC, Senior Secured First Lien Term Loan                           | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32950 | PA      | $26590.88     | 0.00%             | 2031-06-06      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Project Aurora U.S. Finco, Inc.                                                  | Project Aurora U.S. Finco, Inc., Senior Secured First Lien Term Loan               | CUSIP: 74352DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     50000 | PA      | $50156.25     | 0.01%             | 2032-12-06      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                     | Hilton Grand Vacations Trust, Series 2025-3EXT, Class B                            | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    989708 | PA      | $984196.01    | 0.14%             | 2044-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VOLT C LLC                                                                       | VOLT C LLC, Series 2021-NPL9, Class A1                                             | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101462 | PA      | $101528.12    | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                             | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25315.90     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class A3      | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422000 | PA      | $427971.34    | 0.06%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2026-V21, Class XA                                | CUSIP: 08164HBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8423000 | PA      | $533344.36    | 0.07%             | 2030-11-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series 2025                                                    | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165658.54    | 0.02%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                                                             | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                    | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998704.90    | 0.14%             | 2038-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                 | SLG Office Trust, Series 2026-OMA, Class C                                         | CUSIP: 78451FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $421050.00    | 0.06%             | 2041-04-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                                                   | Ardonagh Group Finco Pty. Ltd., Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    124065 | PA      | $121351.54    | 0.02%             | 2031-02-18      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    204000 | PA      | $181593.59    | 0.03%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2024-1A, Class A                                   | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495587 | PA      | $470744.26    | 0.07%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2025-3A, Class D                    | CUSIP: 39571WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $691036.43    | 0.10%             | 2060-12-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                            | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    399000 | PA      | $391804.06    | 0.06%             | 2031-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                            | Walker & Dunlop, Inc.                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88064.16     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class D       | CUSIP: 61778GBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $339405.30    | 0.05%             | 2058-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Wayang Windu Ltd.                                         | Star Energy Geothermal Wayang Windu Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    446250 | PA      | $448590.82    | 0.06%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                                 | Southern Veterinary Partners LLC, Senior Secured First Lien Term Loan              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    304236 | PA      | $302005.54    | 0.04%             | 2031-12-04      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                        | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    187000 | PA      | $182164.75    | 0.03%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97205.52     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                            | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415704.70    | 0.06%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2025-5C12, Class AS                                     | CUSIP: 09663VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $419066.78    | 0.06%             | 2058-10-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                               | Vail Resorts, Inc.                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60710.70     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC                                                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176640.23    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C7, Class D                    | CUSIP: 95004XAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463000 | PA      | $385838.92    | 0.05%             | 2058-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-58, Class HP                                                     | CUSIP: 38382RCM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    952240 | PA      | $845929.61    | 0.12%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                        | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1082949 | PA      | $1084665.67   | 0.15%             | 2063-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-ARIA, Class C                                                | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268704 | PA      | $268186.88    | 0.04%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                            | JetBlue Airways Corp.                                                              | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52053.01     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                                   | RealPage, Inc., Senior Secured First Lien Term Loan                                | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94775 | PA      | $92299.66     | 0.01%             | 2028-04-24      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2025-5YR19, Class AS                                                 | CUSIP: 05494RBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $465750.74    | 0.07%             | 2058-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2024-SFR2, Class A                              | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2669229 | PA      | $2561218.37   | 0.36%             | 2041-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg Sarl                                                     | Acu Petroleo Luxembourg Sarl                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    210909 | PA      | $214480.38    | 0.03%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B31, Class A5                                | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223030.00    | 0.03%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                          | Savor Acquisition, Inc., Senior Secured First Lien Term Loan                       | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73621 | PA      | $73804.68     | 0.01%             | 2032-02-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                              | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404099.37    | 0.06%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                                           | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                                   | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500131.40    | 0.07%             | 2035-06-11      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                 | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $143175.00    | 0.02%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43605.00     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Academy Ltd.                                                                     | Academy Ltd.                                                                       | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165622.71    | 0.02%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                       | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296624.08    | 0.04%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                               | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1315000 | PA      | $1748434.64   | 0.25%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                         | NGL Energy Operating LLC                                                           | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61848.18     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                                            | NBM US Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    200000 | PA      | $200285.00    | 0.03%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2021-8, Class A1                                | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376281 | PA      | $345197.14    | 0.05%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XNG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2428356 | PA      | $2094101.09   | 0.29%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class C       | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $234465.95    | 0.03%             | 2049-11-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138184.32    | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora de Energia S de rl                                             | Mexico Generadora de Energia S de rl                                               | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    415696 | PA      | $416740.26    | 0.06%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                               | BMO MORTGAGE TRUST, Series 2023-C6, Class ASB                                      | CUSIP: 055985AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $264932.80    | 0.04%             | 2056-09-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114711.51    | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C16, Class A5                                    | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98176.63     | 0.01%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                            | Ontario Gaming GTA LP                                                              | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    375000 | PA      | $359690.72    | 0.05%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                             | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    329000 | PA      | $330662.37    | 0.05%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2024-SFR4, Class C                              | CUSIP: 74334JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2361722.25   | 0.33%             | 2041-07-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                                      | Kaman Corp., Senior Secured First Lien Term Loan                                   | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    127265 | PA      | $127459.62    | 0.02%             | 2032-02-26      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                         | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    331000 | PA      | $336417.77    | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                                                    | Seaspan Corp.                                                                      | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    210000 | PA      | $196960.64    | 0.03%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                    | Rentokil Terminix Funding LLC                                                      | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401749.00    | 0.06%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                           | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $406736.83    | 0.06%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                              | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    199000 | PA      | $195893.94    | 0.03%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V5, Class C                                  | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337000 | PA      | $344727.58    | 0.05%             | 2057-01-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                     | MH Sub I LLC, Senior Secured First Lien Term Loan                                  | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    141346 | PA      | $94878.42     | 0.01%             | 2031-12-31      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XRY25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    890535 | PA      | $797079.80    | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72946.08     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2022-23, Class BA                                                     | CUSIP: 38383MKH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    860479 | PA      | $797278.47    | 0.11%             | 2049-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109665.62    | 0.02%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                     | Camelot U.S. Acquisition LLC, Senior Secured First Lien Term Loan                  | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     55000 | PA      | $47792.80     | 0.01%             | 2031-01-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| OPENLANE, Inc.                                                                   | OPENLANE, Inc., Senior Secured First Lien Term Loan                                | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |     99750 | PA      | $99874.69     | 0.01%             | 2032-10-08      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                        | KREF Ltd., Series 2021-FL2, Class AS                                               | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    210000 | PA      | $210366.87    | 0.03%             | 2039-02-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                    | Trinidad & Tobago Government Bond                                                  | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    250000 | PA      | $249000.00    | 0.03%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand   | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204940.00    | 0.03%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                        | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    213000 | PA      | $182962.12    | 0.03%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25135.75     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                                            | Corpay Technologies Operating Co. LLC, Senior Secured First Lien Term Loan         | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |     19750 | PA      | $19760.27     | 0.00%             | 2028-04-28      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                                                     | Vestis Corp., Senior Secured First Lien Term Loan                                  | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |     88625 | PA      | $85744.53     | 0.01%             | 2031-02-24      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                         | Virgin Media Bristol LLC, Senior Secured First Lien Term Loan                      | CUSIP: G9368PBH6<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    105000 | PA      | $96130.13     | 0.01%             | 2031-03-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                     | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    106000 | PA      | $105279.90    | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                  | AdaptHealth LLC                                                                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57526.62     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V9, Class A3                                 | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $307959.96    | 0.04%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2026-V21, Class A3                                | CUSIP: 08164HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    531000 | PA      | $537558.20    | 0.08%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                       | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $386977.47    | 0.05%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                           | Neptune Bidco US, Inc.                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100991.30    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    292000 | PA      | $252768.00    | 0.04%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd.                                              | Octagon Investment Partners 51 Ltd., Series 2021-1A, Class AR                      | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499375.00    | 0.07%             | 2034-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                        | Sedgwick Claims Management Services, Inc., Senior Secured First Lien Term Loan     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    109724 | PA      | $107881.91    | 0.02%             | 2031-07-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                                              | Wind River CLO Ltd., Series 2021-3A, Class D1AR                                    | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498354.50    | 0.07%             | 2038-04-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO Mortgage Trust, Series 2024-5C6, Class A3                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309000 | PA      | $314679.51    | 0.04%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | Agree LP                                                                           | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    376000 | PA      | $384135.82    | 0.05%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                                                         | Dividend Solar Loans LLC, Series 2018-1, Class B                                   | CUSIP: 255396AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350697 | PA      | $331549.53    | 0.05%             | 2038-07-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37750000 | PA      | $33072539.06  | 4.64%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2016-DC2, Class C                                | CUSIP: 12594CBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $202110.63    | 0.03%             | 2049-02-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                      | DG Investment Intermediate Holdings 2, Inc., Senior Secured First Lien Term Loan   | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245000 | PA      | $245153.13    | 0.03%             | 2032-07-09      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 46 Ltd.                                              | Benefit Street Partners CLO 46 Ltd., Series 2025-46A, Class A                      | CUSIP: 08186HAA9<br>LEI: 254900V6D9GINW4KA850 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499731.40    | 0.07%             | 2039-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                                                         | Apro LLC, Senior Secured First Lien Term Loan                                      | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113547 | PA      | $114044.01    | 0.02%             | 2031-07-09      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                  | 1261229 BC Ltd.                                                                    | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $409875.60    | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     29925 | PA      | $27466.64     | 0.00%             | 2032-08-16      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                   | United Airlines Holdings, Inc.                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146106.67    | 0.02%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                                   | Mong Duong Finance Holdings BV                                                     | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |    434536 | PA      | $427837.18    | 0.06%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140W0TT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4389554 | PA      | $4385187.34   | 0.62%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                                          | Cometa Energia SA de CV                                                            | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |    220500 | PA      | $224327.66    | 0.03%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Senior Secured Second Lien Term Loan                                  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     11776 | PA      | $11717.88     | 0.00%             | 2029-01-19      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class C                    | CUSIP: 95004TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $403696.17    | 0.06%             | 2058-10-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $303478.80    | 0.04%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                           | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121354.29    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2019-GSA1, Class C                            | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $225864.53    | 0.03%             | 2052-11-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| MX Holdings U.S., Inc.                                                           | MX Holdings U.S., Inc., Senior Secured First Lien Term Loan                        | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | DE        |     24813 | PA      | $24905.86     | 0.00%             | 2032-03-17      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2026-ALOHA, Class D                           | CUSIP: 12434HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $561400.00    | 0.08%             | 2043-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC                                                         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $79459.48     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2026-NQM1, Class A2                    | CUSIP: 64832LAF0<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |    242550 | PA      | $240151.21    | 0.03%             | 2065-11-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                | Rocket Cos., Inc.                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126499.25    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    353000 | PA      | $344820.33    | 0.05%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                               | CUSIP: 3622ADST6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1561073 | PA      | $1338184.03   | 0.19%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234366.04    | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                  | Advanced Drainage Systems, Inc.                                                    | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78049.66     | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                     | Mitchell International, Inc., Senior Secured Second Lien Term Loan                 | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $22648.50     | 0.00%             | 2032-06-07      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2023-SFR2, Class A                                              | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2066545.32   | 0.29%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl, Senior Secured First Lien Term Loan                             | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     59700 | PA      | $52515.14     | 0.01%             | 2029-11-13      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                                                        | BXMT Ltd., Series 2026-FL6, Class A                                                | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750708.75    | 0.11%             | 2043-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    552000 | PA      | $550717.25    | 0.08%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                              | Ascend Learning LLC, Senior Secured First Lien Term Loan                           | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232051 | PA      | $227061.75    | 0.03%             | 2028-12-11      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                             | Select Medical Corp.                                                               | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85862.51     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                        | SERVPRO Master Issuer LLC, Series 2024-1A, Class A2                                | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $502414.25    | 0.07%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                                                   | Victory Capital Holdings, Inc., Senior Secured First Lien Term Loan                | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |     29850 | PA      | $29816.42     | 0.00%             | 2032-09-23      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                       | Zelis Payments Buyer, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    123924 | PA      | $120221.64    | 0.02%             | 2031-11-26      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                           | Amentum Holdings, Inc.                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88040.03     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                              | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    154000 | PA      | $151280.69    | 0.02%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                           | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189909.08    | 0.03%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DTU32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2604976 | PA      | $2673422.17   | 0.38%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                                 | Adani Transmission Step-One Ltd.                                                   | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |    665000 | PA      | $581405.38    | 0.08%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                               | CUSIP: 3140NYA50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2010000 | PA      | $2028996.45   | 0.28%             | 2030-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                           | Boxer Parent Co., Inc., Senior Secured First Lien Term Loan                        | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    158400 | PA      | $147295.37    | 0.02%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                             | Alliant Energy Corp.                                                               | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    372000 | PA      | $361798.16    | 0.05%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc., Senior Secured First Lien Term Loan         | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     33029 | PA      | $31591.19     | 0.00%             | 2029-04-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                           | Kyndryl Holdings, Inc.                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    690000 | PA      | $481046.18    | 0.07%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero                    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero                      | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |    300000 | PA      | $316137.57    | 0.04%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3624803 | PA      | $3221816.51   | 0.45%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2021-BN38, Class A5                                                   | CUSIP: 06540EAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $265186.44    | 0.04%             | 2064-12-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                   | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    554000 | PA      | $557599.74    | 0.08%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164915.04    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                          | MF1 LLC, Series 2026-FL21, Class B                                                 | CUSIP: 55287NAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    730000 | PA      | $732976.94    | 0.10%             | 2041-02-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    359000 | PA      | $351659.63    | 0.05%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                        | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $438662.52    | 0.06%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                                    | Freeport LNG Investments LLLP, Senior Secured First Lien Term Loan                 | CUSIP: 35670CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175000 | PA      | $175292.25    | 0.02%             | 2033-02-11      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2023-BNK46, Class XA                                                  | CUSIP: 06541DCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5988814 | PA      | $192406.83    | 0.03%             | 2056-08-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Froneri U.S., Inc.                                                               | Froneri U.S., Inc., Senior Secured First Lien Term Loan                            | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    314212 | PA      | $308735.78    | 0.04%             | 2032-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                  | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    384000 | PA      | $367938.82    | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                  | Fedex Freight Holding Co., Inc.                                                    | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57564.28     | 0.01%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    659000 | PA      | $432452.82    | 0.06%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 3132DUXE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2303134 | PA      | $2265652.47   | 0.32%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                   | Anywhere Real Estate Group LLC                                                     | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $84992.72     | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    262000 | PA      | $268699.18    | 0.04%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     99250 | PA      | $97916.58     | 0.01%             | 2032-04-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                             | Signia Aerospace LLC, Senior Secured First Lien Term Loan                          | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108880 | PA      | $109288.21    | 0.02%             | 2031-12-11      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140W1YU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2501299 | PA      | $2120953.63   | 0.30%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                         | AthenaHealth Group, Inc.                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    258000 | PA      | $242440.97    | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL15, Class A             | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $280881.16    | 0.04%             | 2041-08-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                        | Michaels Cos., Inc. (The), Senior Secured First Lien Term Loan                     | CUSIP: 59408UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $43765.20     | 0.01%             | 2033-03-15      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                            | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    511000 | PA      | $518302.32    | 0.07%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2580558 | PA      | $2689886.73   | 0.38%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2019-BN23, Class A3                                                   | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $150916.50    | 0.02%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                            | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81332.56     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2026-5C8, Class A3                   | CUSIP: 95005BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    774000 | PA      | $782330.56    | 0.11%             | 2059-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                              | Verde Purchaser LLC, Senior Secured First Lien Term Loan                           | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     64435 | PA      | $62778.13     | 0.01%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                           | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    373000 | PA      | $357715.11    | 0.05%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                   | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | EC               | CORP              | FR        |       767 | NS      | $12965.61     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lindblad Expeditions LLC                                                         | Lindblad Expeditions LLC                                                           | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143023.44    | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2026-NQM1, Class A3                    | CUSIP: 64832LAG8<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |    242550 | PA      | $240189.26    | 0.03%             | 2065-11-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bonds                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -248 | NC      | $794443.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc., Senior Secured First Lien Term Loan                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     79200 | PA      | $79150.50     | 0.01%             | 2032-02-10      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V16, Class A3                                | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $256831.45    | 0.04%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                     | Sabey Data Center Issuer LLC, Series 2024-1, Class A2                              | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $654137.38    | 0.09%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                       | Genmab A/S, Senior Secured First Lien Term Loan                                    | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | LON              | CORP              | DK        |     75000 | PA      | $75369.00     | 0.01%             | 2032-12-13      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102529.30    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140125.30    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                               | Subway Funding LLC, Series 2024-1A, Class A23                                      | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296250 | PA      | $297237.13    | 0.04%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA ACES, Series 2022-M2, Class A2                                                | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1909000 | PA      | $1737320.58   | 0.24%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AL Candelaria Spain SA                                                           | AL Candelaria Spain SA                                                             | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |    750000 | PA      | $661931.25    | 0.09%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC, Senior Secured First Lien Term Loan                                  | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    292245 | PA      | $283697.02    | 0.04%             | 2030-11-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                                | Solstice Advanced Materials, Inc.                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172730.64    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262138.24    | 0.04%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2022-BNK43, Class C                                                   | CUSIP: 06541QBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307000 | PA      | $278796.37    | 0.04%             | 2055-08-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                                   | Watco Cos. LLC                                                                     | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $149059.28    | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                | Standard Building Solutions, Inc.                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101350.11    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2026-R1, Class A2                               | CUSIP: 924932AF3<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |    244977 | PA      | $243025.34    | 0.03%             | 2067-10-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                            | Volcan Cia Minera SAA                                                              | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $203130.00    | 0.03%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                    | Hologic, Inc., Senior Secured First Lien Term Loan                                 | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335000 | PA      | $331420.53    | 0.05%             | 2033-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                         | PRPM LLC, Series 2025-5, Class A1                                                  | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900540 | PA      | $899339.50    | 0.13%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                                 | SoFi Consumer Loan Program Trust, Series 2025-1, Class C                           | CUSIP: 83406YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506420.25    | 0.07%             | 2034-02-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2024-5YR10, Class AS                                                 | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326000 | PA      | $331860.47    | 0.05%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267693.14    | 0.04%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                         | PRPM LLC, Series 2025-4, Class A1                                                  | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1802140 | PA      | $1800268.38   | 0.25%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    504000 | PA      | $499866.34    | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                                  | Life Time, Inc.                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    560000 | PA      | $564736.48    | 0.08%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                          | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    182000 | PA      | $186981.46    | 0.03%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                     | Performance Food Group, Inc.                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120699.68    | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                                            | Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1R                                  | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500119.30    | 0.07%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88997.97     | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                    | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500936 | PA      | $500580.45    | 0.07%             | 2044-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ExteNet Issuer LLC                                                               | ExteNet Issuer LLC, Series 2024-1A, Class B                                        | CUSIP: 30227XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505291.80    | 0.07%             | 2054-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                            | Veritiv Operating Co.                                                              | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218504.58    | 0.03%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                    | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    258000 | PA      | $243175.48    | 0.03%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                              | Viking Cruises Ltd.                                                                | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    805000 | PA      | $795361.61    | 0.11%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                             | Boots Group Finco LP, Senior Secured First Lien Term Loan                          | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | GB        |     75000 | PA      | $75359.25     | 0.01%             | 2032-08-30      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178279.38    | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                               | Getty Images, Inc.                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    195000 | PA      | $175066.98    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113785.08    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                 | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    418000 | PA      | $409658.25    | 0.06%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                      | Business Jet Securities LLC, Series 2024-2A, Class B                               | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390055 | PA      | $386615.36    | 0.05%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                                | Alera Group, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 01451PAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89551 | PA      | $87041.80     | 0.01%             | 2032-05-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                  | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61490.16     | 0.01%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                                   | Dcli Bidco LLC                                                                     | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328914.63    | 0.05%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2024-V11, Class C                                 | CUSIP: 081921BE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434000 | PA      | $439171.37    | 0.06%             | 2057-11-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                          | Columbus McKinnon Corp., Senior Secured First Lien Term Loan                       | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141284 | PA      | $140930.68    | 0.02%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2020-BN26, Class A2                                                   | CUSIP: 06540JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299416 | PA      | $288684.13    | 0.04%             | 2063-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                                  | MV24 Capital BV                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    624627 | PA      | $623821.48    | 0.09%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust                          | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10, Class C | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $257927.19    | 0.04%             | 2049-07-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | Suzano Netherlands BV                                                              | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    373000 | PA      | $361110.63    | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                  | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    455000 | PA      | $332048.54    | 0.05%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                               | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    445000 | PA      | $442037.29    | 0.06%             | 2041-02-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92318.43     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                      | CUSIP: 3140XMK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3912312 | PA      | $3501136.38   | 0.49%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc., Senior Secured First Lien Term Loan                           | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225000 | PA      | $222750.00    | 0.03%             | 2033-03-18      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                           | Colossus Acquireco LLC, Senior Secured First Lien Term Loan                        | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    243775 | PA      | $243260.63    | 0.03%             | 2032-07-30      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II Sarl                                                | Chile Electricity Lux MPC II Sarl                                                  | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |    388348 | PA      | $392451.78    | 0.06%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                                      | Kaman Corp., Senior Secured First Lien Term Loan                                   | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      2362 | PA      | $2365.77      | 0.00%             | 2032-02-26      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                    | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    500000 | PA      | $498232.85    | 0.07%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B13, Class A3                                | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $329635.78    | 0.05%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                       | United Natural Foods, Inc.                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    281000 | PA      | $281481.35    | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd.                                                        | Marble Point CLO XIX Ltd., Series 2020-3A, Class AR2                               | CUSIP: 56607KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500258.50    | 0.07%             | 2038-10-19      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                   | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $368253.00    | 0.05%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    481000 | PA      | $435099.62    | 0.06%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145142.54    | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                     | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    246000 | PA      | $257672.65    | 0.04%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                      | Jack in the Box Funding LLC, Series 2022-1A, Class A2II                            | CUSIP: 466365AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $197026.92    | 0.03%             | 2052-02-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc., Senior Secured First Lien Term Loan                | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    164165 | PA      | $162831.54    | 0.02%             | 2029-01-23      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II Sarl                                                | Chile Electricity Lux MPC II Sarl                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |    388348 | PA      | $392451.78    | 0.06%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $77773.27     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2023-NQM3, Class A3                                              | CUSIP: 67117PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566523 | PA      | $564988.95    | 0.08%             | 2063-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                     | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $232966.77    | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC, Senior Secured First Lien Term Loan                              | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     19482 | PA      | $17217.11     | 0.00%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                                 | SoFi Consumer Loan Program Trust, Series 2025-2, Class B                           | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1509544.05   | 0.21%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc., Senior Secured First Lien Term Loan                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    184536 | PA      | $176590.21    | 0.02%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2025-5YR17, Class AS                                                 | CUSIP: 06211GAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $510747.20    | 0.07%             | 2058-11-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233932.70    | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 31427PWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2899625 | PA      | $2934300.95   | 0.41%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2025-V16, Class C                                 | CUSIP: 08164RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434000 | PA      | $438631.56    | 0.06%             | 2058-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117585.23    | 0.02%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80919.36     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VSE Corp.                                                                        | VSE Corp., Senior Secured First Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65000 | PA      | $65013.65     | 0.01%             | 2033-03-17      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage-Backed Pass-Through Certificates Trust                             | WaMu Mortgage-Backed Pass-Through Certificates Trust, Series 2006-AR16, Class 2A1  | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312160 | PA      | $279336.13    | 0.04%             | 2036-12-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class A3                   | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $356552.46    | 0.05%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS, 30 Year                                                                      | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2015285 | PA      | $2075426.77   | 0.29%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                                | Nexa Resources SA                                                                  | CUSIP: 65290DAA1<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    211000 | PA      | $214823.86    | 0.03%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2079433.59   | 0.29%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326877.08    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

**Name of Signer:** Henry V. Chase

**Title:** Treasurer and Principal Financial and Accounting Officer