# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001193125-25-296888
**Filing Date:** 2025-11
**Character Count:** 693615
**Document Hash:** ab2470582ad9049c42e236037f3a41f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-296888.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001193125-25-296888

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Funds Trust
- **CENTRAL INDEX KEY:** 0001480207

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22378
- **FILM NUMBER:** 251520230

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $6760418181.16

**Total Liabilities:** $97816288.25

**Net Assets:** $6662601892.91

**Delayed Delivery Securities:** $31691586.98

**Cash Not Reported:** $23610822.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1790.000000000000 | **1-Year:** 109010.000000000000 | **5-Year:** 981894.000000000000 | **10-Year:** 689374.000000000000 | **30-Year:** 248642.000000000000

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

- **3-Month:** 1775.000000000000 | **1-Year:** 51282.000000000000 | **5-Year:** 234463.000000000000 | **10-Year:** 129621.000000000000 | **30-Year:** 12707.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000086128 | -0.34%               | 1.39%                | 0.96%                |
| Class ID C000086129 | -0.36%               | 1.37%                | 0.94%                |
| Class ID C000213585 | -0.23%               | 1.39%                | 0.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10071460.47            | $-17125331.98                              |
| Month 2  | $53404.20                | $51858589.90                               |
| Month 3  | $712378.16               | $33016906.13                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AASET 2021-2 Trust                              | Aaset 2021-2 Trust                                                               | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2328391 | PA      | $2210313.71   | 0.03%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                         | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4557000 | PA      | $4650862.49   | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                             | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123826.18    | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                        | Aspen Insurance Holdings Ltd                                                     | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   4164000 | PA      | $4361893.85   | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   4349000 | PA      | $4504822.23   | 0.07%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                  | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |    695000 | PA      | $733516.21    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                         | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   1400000 | PA      | $1446550.00   | 0.02%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2021-BNK35                                                                  | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4009000 | PA      | $3547768.56   | 0.05%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-CCRE16 Mortgage Trust                                                  | CUSIP: 12591VAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1067474 | PA      | $1046725.29   | 0.02%             | 2047-04-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4310000 | PA      | $4164703.44   | 0.06%             | 2048-07-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61560345 | PA      | $2230238.96   | 0.03%             | 2053-03-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                        | CSX Corp                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |  12096000 | PA      | $9623524.38   | 0.14%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                        | Colonial Enterprises Inc                                                         | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2934096.72   | 0.04%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1459274.06   | 0.02%             | 2049-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                             | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2863851.45   | 0.04%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128S15P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    681942 | PA      | $635189.96    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DMX42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6612372 | PA      | $5480118.66   | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398J7H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27452 | PA      | $1546.87      | 0.00%             | 2039-08-15      | Floating      | 0.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398KC40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81997 | PA      | $6870.26      | 0.00%             | 2049-10-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398LHN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46121 | PA      | $1905.24      | 0.00%             | 2032-03-15      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117885 | PA      | $120635.57    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FF3X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6464084 | PA      | $5615026.73   | 0.08%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140NXPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7045000 | PA      | $7293268.83   | 0.11%             | 2035-03-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X9WX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9076016 | PA      | $7451518.97   | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1333502 | PA      | $1178712.65   | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 31427MK26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34721152 | PA      | $36289294.62  | 0.54%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ACK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9410233 | PA      | $8680935.34   | 0.13%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                          | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   4852000 | PA      | $4933320.83   | 0.07%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1167190.88   | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                               | Generate Clo 13 Ltd                                                              | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005577.00   | 0.03%             | 2037-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2301000 | PA      | $2392943.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38374BXU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55766 | PA      | $369.76       | 0.00%             | 2033-08-20      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38376UQF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5064119 | PA      | $4930881.15   | 0.07%             | 2047-04-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379CT89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2298270 | PA      | $229819.44    | 0.00%             | 2044-07-20      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                            | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $246860.80    | 0.00%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                             | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2007357.88   | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                            | JSW Hydro Energy Ltd                                                             | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    923000 | PA      | $875087.07    | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money M                  | JPMorgan US Government Money Market Fund                                         | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  71281969 | NS      | $71281968.86  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    525000 | PA      | $538685.81    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351486.29    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368224.07    | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                   | MASTR Alternative Loan Trust 2007-1                                              | CUSIP: 55275SAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32221 | PA      | $8767.56      | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    415000 | PA      | $380762.50    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2025-1                                                    | CUSIP: 570920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1460004.71   | 0.02%             | 2035-07-16      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MENLO CLO                                       | Menlo CLO I Ltd                                                                  | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3015417.90   | 0.05%             | 2038-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1007563.06   | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                               | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    445000 | PA      | $439799.73    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2014-2 CLO Ltd                                             | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $927791.50    | 0.01%             | 2031-01-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2014-3 CLO Ltd                                                        | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3010648.20   | 0.05%             | 2031-10-22      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                    | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1738346.33   | 0.03%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| USASF Receivables LLC                           | US Auto Funding 2021-1                                                           | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193573 | PA      | $1021244.79   | 0.02%             | 2026-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     50179 | PA      | $9283.12      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 131750000 | PA      | $114553022.96 | 1.72%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1198827.52   | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2021-PT4                                   | CUSIP: 91533CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377518 | PA      | $363971.03    | 0.01%             | 2027-08-15      | Variable      | 28.34%                | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-2                                              | CUSIP: 91680FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    513594 | PA      | $512758.53    | 0.01%             | 2031-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                           | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |   1875000 | PA      | $1929228.75   | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920215 | PA      | $886495.92    | 0.01%             | 2048-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310595 | PA      | $290317.63    | 0.00%             | 2048-04-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    523752 | PA      | $484376.33    | 0.01%             | 2049-03-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $237711.53    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    720000 | PA      | $756486.22    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                   | Videotron Ltd                                                                    | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   4771000 | PA      | $4864537.55   | 0.07%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                              | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1648210.68   | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                 | Vortex Opco LLC                                                                  | CUSIP: 92905YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27360 | PA      | $26265.60     | 0.00%             | 2030-04-30      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4024911.20   | 0.06%             | 2031-07-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                            | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    625000 | PA      | $581429.88    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortg                  | Wachovia Bank Commercial Mortgage Trust Series 2006-C29                          | CUSIP: 92978PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4532 | PA      | $7.78         | 0.00%             | 2048-11-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    790000 | PA      | $832976.00    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust   | CUSIP: 9393362K8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64697 | PA      | $56616.73     | 0.00%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                          | DBS Group Holdings Ltd                                                           | CUSIP: BO3306350<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   4700000 | PA      | $4646039.68   | 0.07%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| CYBORG OLDCO DC HOLDINGS                        | Cyborg Oldco DC Holdings Inc                                                     | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    358331 | PA      | $0.00         | 0.00%             | 2024-05-01      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| ZIGGO FINANCING PARTNERS                        | Ziggo Financing Partnership                                                      | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1025000 | PA      | $1023539.38   | 0.02%             | 2028-04-28      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| GOGO INTERMEDIATE HOLDIN                        | Gogo Intermediate Holdings LLC                                                   | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    503734 | PA      | $500860.20    | 0.01%             | 2028-04-28      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| BALLY'S CORP                                    | Bally's Corp                                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    717346 | PA      | $698515.41    | 0.01%             | 2028-10-02      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    356920 | PA      | $359449.10    | 0.01%             | 2031-05-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                           | Kenan Advantage Group Inc/The                                                    | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    843869 | PA      | $834637.15    | 0.01%             | 2029-01-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                        | Zelis Payments Buyer Inc                                                         | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    825850 | PA      | $826882.31    | 0.01%             | 2031-11-26      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                     | McAfee Corp                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    663206 | PA      | $635434.59    | 0.01%             | 2029-03-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                        | Great Outdoors Group LLC                                                         | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    453718 | PA      | $454057.81    | 0.01%             | 2032-01-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    253845 | PA      | $253323.10    | 0.00%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                  | GBT US III LLC                                                                   | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    552225 | PA      | $554074.95    | 0.01%             | 2031-07-28      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| APPLE BIDCO LLC                                 | Apple Bidco LLC                                                                  | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   1620000 | PA      | $1621660.50   | 0.02%             | 2031-09-23      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    385000 | PA      | $380306.85    | 0.01%             | 2030-10-08      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    135996 | PA      | $136438.62    | 0.00%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    235000 | PA      | $242307.33    | 0.00%             | 2033-05-31      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                        | United Talent Agency LLC                                                         | CUSIP: 91301QAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    341550 | PA      | $344111.63    | 0.01%             | 2032-06-10      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    960000 | PA      | $964694.40    | 0.01%             | 2032-08-20      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    651224 | PA      | $654422.01    | 0.01%             | 2031-03-24      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: AO1639530<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   2200000 | PA      | $2258665.20   | 0.03%             | 2028-01-10      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                 | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   5400000 | PA      | $47250.00     | 0.00%             | 2163-05-29      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                | Wipro IT Services LLC                                                            | CUSIP: BQ1012856<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | IN        |    450000 | PA      | $440926.41    | 0.01%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: ZL3654437<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $311391.63    | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                  | CUSIP: QZ0784251<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   1800000 | PA      | $1784537.50   | 0.03%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                  | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   2008550 | PA      | $1825754.48   | 0.03%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                            | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |   3337000 | PA      | $3163776.33   | 0.05%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                    | AutoZone Inc                                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   4612000 | PA      | $4762199.47   | 0.07%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5650256.70   | 0.08%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1897560.00   | 0.03%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                        | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1584812 | PA      | $1694797.74   | 0.03%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2025-BNK50                                                                  | CUSIP: 064908AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 163468704 | PA      | $4674616.44   | 0.07%             | 2068-05-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                 | BANK5 2024-5YR9                                                                  | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5478000 | PA      | $5705364.94   | 0.09%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                               | Battalion CLO XXIII Ltd                                                          | CUSIP: 07135LAL0<br>LEI: 54930050XKM90CCQIQ92 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3012777.30   | 0.05%             | 2037-10-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                        | Brookfield Asset Management Ltd                                                  | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   4070000 | PA      | $4226149.13   | 0.06%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                         | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy  | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    596947 | PA      | $646035.98    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                   | CAFL 2021-RTL1 Issuer LLC                                                        | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1514753 | PA      | $1514752.97   | 0.02%             | 2029-03-28      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    455000 | PA      | $362143.60    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-3                                           | CUSIP: 12543RAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421792 | PA      | $191294.86    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                 | CLI Funding IX LLC                                                               | CUSIP: 12571WAJ2<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   1949167 | PA      | $1987075.23   | 0.03%             | 2050-06-20      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-3 Ltd                           | Canyon CLO 2021-3 Ltd                                                            | CUSIP: 13875MAQ9<br>LEI: 254900YKW562N0UZ4846 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1010894.70   | 0.02%             | 2034-07-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    565000 | PA      | $569160.56    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                  | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    768473 | PA      | $7.68         | 0.00%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                        | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5108000 | PA      | $4927659.05   | 0.07%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                           | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   1800000 | PA      | $1858495.86   | 0.03%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4534000 | PA      | $4012551.01   | 0.06%             | 2056-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                        | Consolidated Communications Inc                                                  | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1047937.50   | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    153000 | PA      | $125113.24    | 0.00%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                     | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5049000 | PA      | $5026683.62   | 0.08%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                | Crown City CLO I                                                                 | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5019985.00   | 0.08%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $413419.30    | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                              | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   5077000 | PA      | $5008507.11   | 0.08%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | Meta Platforms Inc                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5394000 | PA      | $4635311.73   | 0.07%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BTM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13517295 | PA      | $13521283.84  | 0.20%             | 2054-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396X6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35751 | PA      | $2996.96      | 0.00%             | 2037-05-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307304 | PA      | $307321.13    | 0.00%             | 2039-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GRQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120606 | PA      | $123153.00    | 0.00%             | 2040-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398RQ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55852 | PA      | $56931.71     | 0.00%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418B4F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1459464 | PA      | $1348703.21   | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8558676 | PA      | $7739891.12   | 0.12%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                       | GATX Corp                                                                        | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2005909.14   | 0.03%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | IE        |   1290000 | PA      | $1340969.19   | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                             | General Electric Co                                                              | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2003000 | PA      | $2031709.72   | 0.03%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                             | Gilead Sciences Inc                                                              | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2579881.62   | 0.04%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38376V4F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71641 | PA      | $71727.32     | 0.00%             | 2040-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379EGV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1975549 | PA      | $283213.71    | 0.00%             | 2044-08-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383AJR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18504968 | PA      | $3455593.60   | 0.05%             | 2051-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9246000 | PA      | $9553313.83   | 0.14%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                          | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1327335.21   | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                  | Merck & Co Inc                                                                   | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   6118000 | PA      | $6318069.55   | 0.09%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  71281969 | NS      | $71281968.86  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4669000 | PA      | $4890035.55   | 0.07%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | CUSIP: 61767CAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6364000 | PA      | $6123092.05   | 0.09%             | 2050-05-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1354207.22   | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330225.23    | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331914.25    | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264895.15    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                  | New Century Home Equity Loan Trust Series 2005-B                                 | CUSIP: 64352VNL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5279200.80   | 0.08%             | 2035-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4802000 | PA      | $4947432.32   | 0.07%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                     | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-AF1               | CUSIP: 65535AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486204 | PA      | $84755.50     | 0.00%             | 2036-10-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    845000 | PA      | $847391.35    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1679047.65   | 0.03%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PR Mortgage Loan Trust                          | PR Mortgage Loan Trust 2014-1                                                    | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4073100 | PA      | $3972219.64   | 0.06%             | 2049-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                          | Pertamina Persero PT                                                             | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   2900000 | PA      | $2866605.20   | 0.04%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                            | Peace Park CLO Ltd                                                               | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5016770.00   | 0.08%             | 2038-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    775000 | PA      | $823043.80    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4895000 | PA      | $5051269.25   | 0.08%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   2800000 | PA      | $2791904.64   | 0.04%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $495558.54    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $562232.32    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                          | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4643000 | PA      | $4850215.74   | 0.07%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                        | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $202968.75    | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | Pret 2025-NPL7 LLC                                                               | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-MBS          | CORP              | US        |   2934313 | PA      | $2945226.55   | 0.04%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential Trust                                                       | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4666000 | PA      | $4592560.43   | 0.07%             | 2038-07-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential 2025-SFR5 Trust                                             | CUSIP: 74334RAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2256636.00   | 0.03%             | 2042-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                        | Prudential Financial Inc                                                         | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $3182647.90   | 0.05%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                           | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5450000 | PA      | $5429573.40   | 0.08%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                           | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    455000 | PA      | $465208.38    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SECURITIZED MORTGAGE ASSET LOA                  | Securitized Mortgage Asset Loan Trust 2015-1                                     | CUSIP: 81379DAA2<br>LEI: 5493008VRMUX8NL6RQ80 | Long             | ABS-MBS          | CORP              | US        |  20753433 | PA      | $18023242.17  | 0.27%             | 2054-02-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                              | Subway Funding LLC                                                               | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4962500 | PA      | $4961314.46   | 0.07%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                   | Sunrun Atlas Issuer 2019-2 LLC                                                   | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4083346 | PA      | $3909256.17   | 0.06%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAR0<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3013112.70   | 0.05%             | 2031-10-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    950000 | PA      | $950484.31    | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                               | Travelers Cos Inc/The                                                            | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $2059918.79   | 0.03%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                      | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88231.35     | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   5415000 | PA      | $5409792.39   | 0.08%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     44227 | PA      | $34054.79     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                        | United Overseas Bank Ltd                                                         | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   3400000 | PA      | $3317140.71   | 0.05%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140150000 | PA      | $98584028.50  | 1.48%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47900000 | PA      | $32514931.46  | 0.49%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19684190 | PA      | $19459992.00  | 0.29%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101700000 | PA      | $95244433.85  | 1.43%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25365960 | PA      | $25777960.16  | 0.39%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-3                                              | CUSIP: 91679LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    727237 | PA      | $723252.91    | 0.01%             | 2031-07-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                  | WFRBS Commercial Mortgage Trust 2014-C22                                         | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4493176 | PA      | $735.53       | 0.00%             | 2057-09-15      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust                   | CUSIP: 933638AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1206289 | PA      | $1120583.92   | 0.02%             | 2047-01-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                  | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                    | CUSIP: 93364FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3712373 | PA      | $3334411.59   | 0.05%             | 2037-07-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2994747 | PA      | $1004957.56   | 0.02%             | 2036-10-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust   | CUSIP: 93936HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4291552 | PA      | $3560522.95   | 0.05%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                     | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    615000 | PA      | $635627.50    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                  | Wells Fargo Mortgage Backed Securities 2005-AR14 Trust                           | CUSIP: 94982DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5334 | PA      | $5259.09      | 0.00%             | 2035-08-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4853000 | PA      | $5053787.54   | 0.08%             | 2058-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                          | Millicom International Cellular SA                                               | CUSIP: AP0969109<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   1170000 | PA      | $1166925.59   | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                           | Minerva Luxembourg SA                                                            | CUSIP: ZI7819140<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $879034.94    | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                               | Nexa Resources SA                                                                | CUSIP: BK0814248<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | PE        |    600000 | PA      | $616821.00    | 0.01%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    672393 | PA      | $649467.35    | 0.01%             | 2028-06-05      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    638579 | PA      | $639693.77    | 0.01%             | 2029-03-19      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    165000 | PA      | $163886.25    | 0.00%             | 2032-06-17      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| BURLINGTON COAT FACTORY                         | Burlington Coat Factory Warehouse Corp                                           | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |    174560 | PA      | $174996.70    | 0.00%             | 2031-09-19      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PA                        | GIP Pilot Acquisition Partners LP                                                | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    452982 | PA      | $453265.30    | 0.01%             | 2030-10-04      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                        | Clearwater Analytics LLC                                                         | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    465000 | PA      | $466743.75    | 0.01%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                   | GFL ES US LLC                                                                    | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   1275000 | PA      | $1276275.00   | 0.02%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                          | Castle US Holding Corp                                                           | CUSIP: 14852DAJ0<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |    299087 | PA      | $140073.04    | 0.00%             | 2030-05-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    560000 | PA      | $560086.80    | 0.01%             | 2031-01-31      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                           | Qnity Electronics Inc                                                            | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |   1200000 | PA      | $1201500.00   | 0.02%             | 2032-08-12      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                     | Cencosud SA                                                                      | CUSIP: AO3440754<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $1001853.00   | 0.02%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   3500000 | PA      | $2879543.10   | 0.04%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GCC SAB DE CV                                   | GCC SAB de CV                                                                    | CUSIP: BT4408220<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $643692.00    | 0.01%             | 2032-04-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| AES ESPANA BV                                   | AES Espana BV                                                                    | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | DO        |   2600000 | PA      | $2536729.00   | 0.04%             | 2028-05-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                         | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    355000 | PA      | $307355.45    | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2023-SFR2 Trust                                                             | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8900000 | PA      | $8798039.82   | 0.13%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1964313.20   | 0.03%             | 2038-08-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                          | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $399567.78    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                        | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1608603.15   | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3270000 | PA      | $3349412.96   | 0.05%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   3200000 | PA      | $2910624.00   | 0.04%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $752406.74    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1741955.40   | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AlphaFlow Transitional Mortgag                  | AlphaFlow Transitional Mortgage Trust 2021-WL1                                   | CUSIP: 02079YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    832466 | PA      | $793439.00    | 0.01%             | 2026-01-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2006-42                                                   | CUSIP: 02148YAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5755139 | PA      | $3146569.24   | 0.05%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925666 | PA      | $408158.67    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5861257 | PA      | $2584432.83   | 0.04%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1279169 | PA      | $450142.19    | 0.01%             | 2037-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1256566 | PA      | $198122.28    | 0.00%             | 2037-09-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                            | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    470000 | PA      | $488405.67    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570542.82    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231936.75    | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                         | American National Group Inc                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   6471000 | PA      | $6611090.74   | 0.10%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                          | American International Group Inc                                                 | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $2024268.69   | 0.03%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2478241.57   | 0.04%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                        | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1267760.85   | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                             | Ashtead Capital Inc                                                              | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | GB        |   3750000 | PA      | $3870326.44   | 0.06%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2521792.60   | 0.04%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                     | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243905.63    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   5211000 | PA      | $5416425.64   | 0.08%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                   | BAMLL Commercial Mortgage Securities Trust 2016-ISQ                              | CUSIP: 05523GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2638666 | PA      | $968103.86    | 0.01%             | 2034-08-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   4331000 | PA      | $3634180.26   | 0.05%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   4780000 | PA      | $4969642.20   | 0.07%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231646.20    | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5539000 | PA      | $5709763.49   | 0.09%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                  | Banc of America Funding 2005-G Trust                                             | CUSIP: 05946XC35<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129340 | PA      | $89102.84     | 0.00%             | 2035-10-20      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2021-BNK37                                                                  | CUSIP: 06540LBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3109000 | PA      | $2560272.07   | 0.04%             | 2064-11-15      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR15                                                                 | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3280000 | PA      | $3404990.30   | 0.05%             | 2058-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4810000 | PA      | $5083429.74   | 0.08%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1565156.25   | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    465000 | PA      | $328252.80    | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    665000 | PA      | $595756.88    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2022-C14                                                    | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5364000 | PA      | $4853139.61   | 0.07%             | 2055-02-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru                  | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5208737.50   | 0.08%             | 2057-07-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V11 Mortgage Trust                                                | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4793000 | PA      | $5047654.01   | 0.08%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   4526000 | PA      | $4822234.03   | 0.07%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2024-5C7 Mortgage Trust                                                      | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3729000 | PA      | $3848886.60   | 0.06%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                               | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2132526.31   | 0.03%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                             | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1794203.76   | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                          | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5763188.47   | 0.09%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1110740.16   | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    830000 | PA      | $806403.10    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-10                                          | CUSIP: 12545CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403294 | PA      | $175039.04    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5117961 | PA      | $59.88        | 0.00%             | 2048-10-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |  30303741 | PA      | $26594.56     | 0.00%             | 2049-01-15      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2007-1                                                | CUSIP: 126378AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62272 | PA      | $7261.05      | 0.00%             | 2022-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-28CB                                                 | CUSIP: 12667GYP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117607 | PA      | $44618.64     | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-46CB                                                 | CUSIP: 12668ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387009 | PA      | $259527.61    | 0.00%             | 2035-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2012-1 R Ltd                                                  | CUSIP: 13876JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2508036.00   | 0.04%             | 2030-07-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                             | Cardinal Health Inc                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    674000 | PA      | $579319.32    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2022-5 Ltd                                                        | CUSIP: 14318LAU5<br>LEI: 549300FMPRIVFSDJTS63 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1012949.30   | 0.02%             | 2037-10-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                 | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $523375.00    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                             | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   4853000 | PA      | $4839170.65   | 0.07%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2923000 | PA      | $2925254.25   | 0.04%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2006-A2                               | CUSIP: 17309CAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47992 | PA      | $45702.40     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2016-P5                                      | CUSIP: 17325DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  62335177 | PA      | $355821.66    | 0.01%             | 2049-10-10      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2499000 | PA      | $2578085.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2019-A                                             | CUSIP: 17327JBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21666488 | PA      | $18087682.17  | 0.27%             | 2058-10-25      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36346906 | PA      | $32989662.66  | 0.50%             | 2065-03-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4752000 | PA      | $3980250.96   | 0.06%             | 2065-03-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12946625 | PA      | $10995348.14  | 0.17%             | 2065-03-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    615000 | PA      | $642910.26    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1360304.05   | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                             | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $534458.19    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    495000 | PA      | $481307.51    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    415000 | PA      | $422880.50    | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust Series 2006-4                                         | CUSIP: 12637HAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19564 | PA      | $11407.07     | 0.00%             | 2021-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                              | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5038000 | PA      | $5008680.45   | 0.08%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466076.70    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                   | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $887167.70    | 0.01%             | 2052-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                  | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45899 | PA      | $32714.25     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2044869.20   | 0.03%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                  | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 225458X29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472141 | PA      | $366188.75    | 0.01%             | 2035-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    795000 | PA      | $827373.99    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                         | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    597000 | PA      | $590960.16    | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                   | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1             | CUSIP: 25157GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14364 | PA      | $13987.77     | 0.00%             | 2036-04-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    618361 | PA      | $28006.94     | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1200035.50   | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                   | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1             | CUSIP: 25157GBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    524883 | PA      | $502327.46    | 0.01%             | 2036-04-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                          | Diageo Investment Corp                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | GB        |   3810000 | PA      | $3949282.25   | 0.06%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                  | Diamond Infrastructure Funding LLC                                               | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2886475.80   | 0.04%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   1782268 | PA      | $11502.22     | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $710492.34    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2023-2 Ltd                                                           | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2008251.80   | 0.03%             | 2038-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | Enel Finance International NV                                                    | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   2345000 | PA      | $2339294.36   | 0.04%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4823000 | PA      | $4770717.96   | 0.07%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2022-GC48                                    | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4594000 | PA      | $4585604.01   | 0.07%             | 2054-05-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                 | ExteNet Issuer LLC                                                               | CUSIP: 30227XAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3373147.83   | 0.05%             | 2054-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DQB47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10968996 | PA      | $11193912.69  | 0.17%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DQGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21822659 | PA      | $21862103.94  | 0.33%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DSE73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4989096 | PA      | $5026973.46   | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13492817 | PA      | $13451720.87  | 0.20%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132E0D25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25522159 | PA      | $25564980.44  | 0.38%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132E0KD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17462138 | PA      | $17771701.73  | 0.27%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KR5C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35261357 | PA      | $35908736.17  | 0.54%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BVLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21593915 | PA      | $21671080.38  | 0.33%             | 2055-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 3136FKSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75120 | PA      | $7630.93      | 0.00%             | 2039-11-25      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A6XX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272128 | PA      | $280858.48    | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BJGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    586514 | PA      | $582362.50    | 0.01%             | 2041-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30113371 | PA      | $30080830.98  | 0.45%             | 2055-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A9DP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211344 | PA      | $210227.38    | 0.00%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564308 | PA      | $552793.98    | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                            | Fannie Mae Trust 2003-W17                                                        | CUSIP: 31393UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100960 | PA      | $102465.90    | 0.00%             | 2033-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31396HX53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6134 | PA      | $6141.81      | 0.00%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31396HZ77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89317 | PA      | $92255.04     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398NC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51001 | PA      | $1997.02      | 0.00%             | 2040-10-25      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398RMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70661 | PA      | $3484.56      | 0.00%             | 2040-01-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398T5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17704 | PA      | $20190.55     | 0.00%             | 2040-09-25      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418PM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2003 | PA      | $2006.01      | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15622745 | PA      | $16037253.08  | 0.24%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38376CJK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500850 | PA      | $503625.78    | 0.01%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378WAU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1603771 | PA      | $190505.83    | 0.00%             | 2043-08-16      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FDU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16556822 | PA      | $2451815.40   | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    625000 | PA      | $649713.13    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                  | Home Partners of America 2021-1 Trust                                            | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1118605 | PA      | $979665.92    | 0.01%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                               | Imperial Fund Mortgage Trust 2021-NQM4                                           | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2728000 | PA      | $2189376.86   | 0.03%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1148370.88   | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru                  | IndyMac IMSC Mortgage Loan Trust 2007-HOA1                                       | CUSIP: 45670LAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1247464 | PA      | $821519.65    | 0.01%             | 2047-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                       | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3294000 | PA      | $3470360.76   | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                             | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $622680.00    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                          | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | ZA        |   2400000 | PA      | $2322918.12   | 0.03%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                       | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    780000 | PA      | $802924.98    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                           | Kentucky Utilities Co                                                            | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   2021000 | PA      | $2078903.27   | 0.03%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                         | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2899304.50   | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                           | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   3931000 | PA      | $4042725.74   | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                             | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   2421000 | PA      | $2436896.29   | 0.04%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 30 Ltd                                                                       | CUSIP: 50200YAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4009352.40   | 0.06%             | 2031-04-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                          | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207642.00    | 0.00%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2020-BNK28                                                                  | CUSIP: 06540YAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005000 | PA      | $884118.30    | 0.01%             | 2063-03-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                 | Lehman XS Trust Series 2005-9N                                                   | CUSIP: 525221GM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2742163 | PA      | $2584125.46   | 0.04%             | 2036-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                 | Lehman XS Trust Series 2007-15N                                                  | CUSIP: 52524VAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8506701 | PA      | $7159243.28   | 0.11%             | 2047-08-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HHCN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11925884 | PA      | $11955071.03  | 0.18%             | 2054-11-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKV76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13718089 | PA      | $13746894.52  | 0.21%             | 2054-09-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2017-BNK8                                                                   | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4004334 | PA      | $43770.58     | 0.00%             | 2050-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                      | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3233000 | PA      | $3273047.82   | 0.05%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259953.50    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                        | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1204289.76   | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                  | CFCRE Commercial Mortgage Trust 2016-C6                                          | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2045764 | PA      | $2025749.27   | 0.03%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                  | CFCRE Commercial Mortgage Trust 2017-C8                                          | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3267000 | PA      | $3148102.44   | 0.05%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2421000 | PA      | $2539120.49   | 0.04%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2007-7AX                                      | CUSIP: 61754HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7397449 | PA      | $1943772.99   | 0.03%             | 2037-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2007-A2                               | CUSIP: 12566UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5887857 | PA      | $5278779.43   | 0.08%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2007-A5                               | CUSIP: 12566WAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2718315 | PA      | $2449334.45   | 0.04%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31396CBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25043 | PA      | $2307.24      | 0.00%             | 2035-10-15      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397RVZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9834 | PA      | $707.11       | 0.00%             | 2038-03-15      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                 | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2413000 | PA      | $2500782.55   | 0.04%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29129876 | PA      | $640.86       | 0.00%             | 2049-02-10      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                           | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1137269.03   | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                              | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   4546945 | PA      | $4109301.29   | 0.06%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2007-OPX1                                          | CUSIP: 17311FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3665528 | PA      | $1615514.23   | 0.02%             | 2037-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                           | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    505000 | PA      | $524088.50    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    810000 | PA      | $837857.52    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                        | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $681368.31    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25815401 | PA      | $23978048.04  | 0.36%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                  | GMACM Mortgage Loan Trust 2006-J1                                                | CUSIP: 36185MEG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1019091 | PA      | $873969.91    | 0.01%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                   | DTE Energy Co                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   7346000 | PA      | $7809608.26   | 0.12%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2504224.78   | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DANA INC                                        | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    965000 | PA      | $964404.60    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                   | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6                  | CUSIP: 251510KF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3854612 | PA      | $3269641.27   | 0.05%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                   | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1             | CUSIP: 25157GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320342 | PA      | $295787.53    | 0.00%             | 2036-04-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3512000 | PA      | $3552354.36   | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31281LCS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    694751 | PA      | $708533.93    | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4384215 | PA      | $4036772.64   | 0.06%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622A23Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8903182 | PA      | $8255584.86   | 0.12%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ABR61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27745191 | PA      | $24581864.21  | 0.37%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2327829 | PA      | $2112537.63   | 0.03%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DQJN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36737991 | PA      | $31586405.14  | 0.47%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12836973 | PA      | $13142159.21  | 0.20%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                  | Fannie Mae-Aces                                                                  | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13270000 | PA      | $12015746.14  | 0.18%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A4FY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284935 | PA      | $281482.57    | 0.00%             | 2030-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HHS93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10789174 | PA      | $10856960.28  | 0.16%             | 2054-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3347995 | PA      | $3095718.63   | 0.05%             | 2041-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31394KZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22216 | PA      | $23670.66     | 0.00%             | 2033-07-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ABYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8800400 | PA      | $7794022.11   | 0.12%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                          | GSAA Trust                                                                       | CUSIP: 362341AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2522 | PA      | $2498.09      | 0.00%             | 2035-05-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76732 | PA      | $6153.51      | 0.00%             | 2037-11-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398QGM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139676 | PA      | $10671.23     | 0.00%             | 2040-05-15      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |  13515567 | PA      | $178.41       | 0.00%             | 2048-11-10      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2020-NQM1                                    | CUSIP: 36259WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7546000 | PA      | $7201342.49   | 0.11%             | 2060-09-27      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                         | GSR Mortgage Loan Trust 2006-OA1                                                 | CUSIP: 362631AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22702102 | PA      | $4710949.49   | 0.07%             | 2046-08-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM2                                    | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |   6432383 | PA      | $6488523.22   | 0.10%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $353988.29    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NP Spe IX LP                                    | NP SPE IX LP                                                                     | CUSIP: 62954JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4982952 | PA      | $4879963.73   | 0.07%             | 2049-09-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                     | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1017602.76   | 0.02%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                             | Global Payments Inc                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4877000 | PA      | $4937959.67   | 0.07%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379EGW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1728605 | PA      | $247811.83    | 0.00%             | 2044-08-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398RFU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119682 | PA      | $122205.24    | 0.00%             | 2039-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140LFP32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36599790 | PA      | $32873866.23  | 0.49%             | 2032-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                               | Generate CLO 12 Ltd                                                              | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2506580.00   | 0.04%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                           | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1210696.48   | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WFQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9638037 | PA      | $1629504.91   | 0.02%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1869964.83   | 0.03%             | 2059-10-27      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    565000 | PA      | $577719.85    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    570000 | PA      | $565199.29    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                            | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2108551.55   | 0.03%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5786000 | PA      | $5935114.36   | 0.09%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                             | Inversiones CMPC SA                                                              | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $512000.00    | 0.01%             | 2057-12-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                        | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   3822000 | PA      | $3618481.18   | 0.05%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                         | Guardian Life Global Funding                                                     | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   4152000 | PA      | $4247379.66   | 0.06%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                        | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2493000 | PA      | $2542872.59   | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    975000 | PA      | $962750.97    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                  | Home Partners of America 2021-1 Trust                                            | CUSIP: 437300AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1258843 | PA      | $1088646.94   | 0.02%             | 2041-09-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                  | JP Morgan Mortgage Acquisition Trust 2006-WMC2                                   | CUSIP: 46628TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12591085 | PA      | $5841086.25   | 0.09%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust                                                 | CUSIP: 46628VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17283 | PA      | $17245.45     | 0.00%             | 2036-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I                   | Homeward Opportunities Fund I Trust 2020-2                                       | CUSIP: 43789XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5103015.23   | 0.08%             | 2065-05-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                        | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4275000 | PA      | $4344331.95   | 0.07%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368727.80    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                            | Niagara Mohawk Power Corp                                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2452664.41   | 0.04%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140NXSV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17105000 | PA      | $17657135.37  | 0.27%             | 2035-03-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XNAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2047064 | PA      | $2139816.71   | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2007-S3                                                 | CUSIP: 46631NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156193 | PA      | $66361.31     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                  | Lstar Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5425000 | PA      | $5299722.65   | 0.08%             | 2049-03-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                  | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12096151 | PA      | $6362974.68   | 0.10%             | 2036-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8086682 | PA      | $97.04        | 0.00%             | 2047-11-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                   | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1357219.58   | 0.02%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                         | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5817000 | PA      | $6109085.07   | 0.09%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4149000 | PA      | $4212424.23   | 0.06%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                               | NJ Trust 2023-GSP                                                                | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2416288.00   | 0.04%             | 2029-01-06      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                     | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801877 | PA      | $211423.41    | 0.00%             | 2037-02-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX                  | Octagon Investment Partners XXII Ltd                                             | CUSIP: 67574QAL1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2423476.75   | 0.04%             | 2030-01-22      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40                  | Octagon Investment Partners 40 Ltd                                               | CUSIP: 67592BAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3509962.40   | 0.05%             | 2035-01-20      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS3 Trust                                                       | CUSIP: 75116BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508244 | PA      | $423508.98    | 0.01%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3255383.17   | 0.05%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1334324.78   | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS9 Trust                                                       | CUSIP: 75116FBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1776974 | PA      | $1468865.37   | 0.02%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                            | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2149858.97   | 0.03%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                     | Legacy Mortgage Asset Trust 2021-GS3                                             | CUSIP: 52474XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7627563 | PA      | $7623134.03   | 0.11%             | 2061-07-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2006-9                                                     | CUSIP: 52521HAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24159 | PA      | $21567.77     | 0.00%             | 2037-01-25      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3976395.20   | 0.06%             | 2032-01-25      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                               | Southern Power Co                                                                | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   2764000 | PA      | $2727413.82   | 0.04%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    755000 | PA      | $756789.35    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    740000 | PA      | $777894.66    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896496 | PA      | $797989.26    | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3142GVLX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25724850 | PA      | $26324189.61  | 0.40%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5405000 | PA      | $3706344.22   | 0.06%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   7000000 | PA      | $6823250.00   | 0.10%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                   | First Franklin Mortgage Loan Trust 2006-FF15                                     | CUSIP: 32028GAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15984000 | PA      | $13841475.87  | 0.21%             | 2036-11-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                       | GATX Corp                                                                        | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2931676.71   | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                         | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2075000 | PA      | $2146355.10   | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                          | Invitation Homes 2024-SFR1 Trust                                                 | CUSIP: 46188DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13127000 | PA      | $12643666.49  | 0.19%             | 2041-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244983.60    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28170658 | PA      | $16169.96     | 0.00%             | 2049-01-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust 2005-A2                                         | CUSIP: 46627MCF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1676791 | PA      | $1646021.06   | 0.02%             | 2036-01-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust                                                 | CUSIP: 46628VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1545306 | PA      | $1521456.51   | 0.02%             | 2036-08-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                        | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    520000 | PA      | $530355.80    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                  | Long Beach Mortgage Loan Trust 2006-2                                            | CUSIP: 542514TT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32817496 | PA      | $11658976.52  | 0.17%             | 2046-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                  | JP Morgan Mortgage Acquisition Trust 2006-WMC3                                   | CUSIP: 46629KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14350074 | PA      | $10781348.68  | 0.16%             | 2036-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5650000 | PA      | $5662446.95   | 0.08%             | 2040-02-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Tru                  | MASTR Asset Securitization Trust 2006-2                                          | CUSIP: 55274QAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687527 | PA      | $382876.20    | 0.01%             | 2036-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    980000 | PA      | $946518.30    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                            | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1050679.76   | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                      | Morgan Stanley ABS Capital I Inc Trust 2006-HE5                                  | CUSIP: 61749NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7042091 | PA      | $3538628.13   | 0.05%             | 2036-08-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                        | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2512000 | PA      | $2555539.59   | 0.04%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                          | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   4771000 | PA      | $4902465.10   | 0.07%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                   | Mastr Asset Backed Securities Trust 2005-NC2                                     | CUSIP: 57643LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10094090 | PA      | $5720628.54   | 0.09%             | 2035-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                              | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    955000 | PA      | $922617.76    | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                       | Pike Corp                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    655000 | PA      | $703468.04    | 0.01%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Prose                                           | Primrose Funding LLC                                                             | CUSIP: 74166YAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2067608.00   | 0.03%             | 2055-07-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                  | Merrill Lynch Alternative Note Asset Trust Series 2007-F1                        | CUSIP: 59023YAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1615554 | PA      | $517471.58    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HPP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359204 | PA      | $329369.37    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                       | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2610949.66   | 0.04%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                             | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $4252434.59   | 0.06%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                           | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    425000 | PA      | $441105.88    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Pass Through Ce                  | RBSGC Mortgage Loan Trust 2005-A                                                 | CUSIP: 74927UAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6045295 | PA      | $2118069.99   | 0.03%             | 2035-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2006-7                                        | CUSIP: 61749JAE6<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |   1308164 | PA      | $692394.25    | 0.01%             | 2036-06-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22342426 | PA      | $143065.26    | 0.00%             | 2049-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS10 Trust                                                      | CUSIP: 751155AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126098 | PA      | $108102.21    | 0.00%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QH5 Trust                                                       | CUSIP: 75116EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19023452 | PA      | $8488345.93   | 0.13%             | 2037-06-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 107850000 | PA      | $93001667.13  | 1.40%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust                                                   | CUSIP: 91531XAD6<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     91194 | PA      | $86929.76     | 0.00%             | 2027-07-15      | Variable      | 17.04%                | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                          | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895124 | PA      | $799879.86    | 0.01%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                          | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694148 | PA      | $653022.18    | 0.01%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                           | Rentokil Terminix Funding LLC                                                    | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   4734000 | PA      | $4825664.44   | 0.07%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-R1                                   | CUSIP: 76113MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109718 | PA      | $101716.41    | 0.00%             | 2046-01-25      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                          | Nassau Cos of New York/The                                                       | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $669514.80    | 0.01%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                               | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1140540.41   | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER, LLC                   | Scalelogix Abs Us Issuer LLC                                                     | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5730000 | PA      | $5724176.03   | 0.09%             | 2055-07-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                        | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1334221.36   | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                               | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452116.34    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                  | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1669081.10   | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                             | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $777842.27    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                        | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1191571.53   | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                  | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16887097 | PA      | $11407112.76  | 0.17%             | 2037-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                  | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2154786 | PA      | $1455417.08   | 0.02%             | 2037-04-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2007-2AX                                      | CUSIP: 61751TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23666662 | PA      | $8072724.59   | 0.12%             | 2036-12-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $765039.78    | 0.01%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   4771000 | PA      | $4831223.81   | 0.07%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1509 | PA      | $0.02         | 0.00%             | 2021-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                  | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13576027 | PA      | $9315390.52   | 0.14%             | 2037-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                          | Sequoia Mortgage Trust 2007-3                                                    | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2839314 | PA      | $2236510.55   | 0.03%             | 2037-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333758.70    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                      | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   2332000 | PA      | $2427626.44   | 0.04%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 116364284 | PA      | $6857009.81   | 0.10%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                  | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    580000 | PA      | $579342.40    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                     | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   2639000 | PA      | $2521039.63   | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XPO INC                                         | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1581690.27   | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                              | Regal Rexnord Corp                                                               | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1920507.65   | 0.03%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                              | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2803000 | PA      | $2900589.36   | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    585000 | PA      | $585614.84    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5116000 | PA      | $5107738.79   | 0.08%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2005-QS14 Trust                                                      | CUSIP: 761118JL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94748 | PA      | $83632.39     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                               | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $620867.99    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                        | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   2720000 | PA      | $2504547.71   | 0.04%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                          | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: BO0130373<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |    353296 | PA      | $300624.90    | 0.00%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                          | Newmont Corp / Newcrest Finance Pty Ltd                                          | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4612000 | PA      | $4812891.80   | 0.07%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3971000 | PA      | $3984076.82   | 0.06%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                        | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1174596.78   | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                            | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679000.00    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   4618000 | PA      | $4659450.34   | 0.07%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $3022975.45   | 0.05%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start Ltd/Bermuda                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | US        |   1424199 | PA      | $1427443.64   | 0.02%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd                        | Storm King Park CLO LTD                                                          | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003668.50   | 0.02%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust 2021-2                                            | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254188 | PA      | $253182.58    | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    690000 | PA      | $668378.92    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                         | Periama Holdings LLC/DE                                                          | CUSIP: ZO8974420<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $602350.44    | 0.01%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                         | EQUATE Petrochemical Co KSC                                                      | CUSIP: AL0164361<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    400000 | PA      | $399289.60    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $861960.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US 5YR NOTE (CBT) Dec25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       100 | NC      | $-1774.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Investment Lo                  | Structured Asset Investment Loan Trust 2006-BNC3                                 | CUSIP: 86361KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9764167 | PA      | $6035059.58   | 0.09%             | 2036-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                         | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   5701000 | PA      | $5160836.98   | 0.08%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                        | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   3041000 | PA      | $3099904.17   | 0.05%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                        | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |   1800000 | PA      | $1781262.00   | 0.03%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                         | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   4080999 | PA      | $3114516.55   | 0.05%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                              | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182829 | PA      | $158612.55    | 0.00%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   1650000 | PA      | $1500790.50   | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: ZB2126561<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   1500000 | PA      | $1434449.58   | 0.02%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                         | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1241858.54   | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                         | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $336800.05    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                  | Proofpoint Inc                                                                   | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     75000 | PA      | $75387.75     | 0.00%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    984410 | PA      | $984621.48    | 0.01%             | 2031-06-17      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    980000 | PA      | $991572.82    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                        | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $545304.82    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                  | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3645986.40   | 0.05%             | 2050-06-21      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                         | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445500 | PA      | $446394.92    | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco PTY Limited                | Ardonagh Group Finco PTY Limited, Senior Secured First Lien Term Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     42010 | PA      | $41887.65     | 0.00%             | 2031-02-17      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    363643 | PA      | $363150.52    | 0.01%             | 2031-03-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    447141 | PA      | $425798.86    | 0.01%             | 2028-04-12      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                        | Cornerstone OnDemand Inc                                                         | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    281484 | PA      | $271853.37    | 0.00%             | 2028-10-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2018-1 Clo Ltd                                             | CUSIP: 88432VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4022871.60   | 0.06%             | 2030-07-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2021-1 CLO Ltd                                                        | CUSIP: 97314HAY5<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2024762.80   | 0.03%             | 2037-07-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    655000 | PA      | $699211.85    | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Tricon Residential                              | Tricon Residential 2025-SFR2 Trust                                               | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7239000 | PA      | $7352621.90   | 0.11%             | 2044-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    620920 | PA      | $620079.02    | 0.01%             | 2031-03-24      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1623766 | PA      | $1628807.47   | 0.02%             | 2028-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1001266 | PA      | $1000956.11   | 0.02%             | 2029-01-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    136322 | PA      | $136721.25    | 0.00%             | 2031-07-01      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4838338.91   | 0.07%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1503790 | PA      | $1455559.37   | 0.02%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                | AmWINS Group Inc                                                                 | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    840775 | PA      | $841317.30    | 0.01%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| MX HOLDINGS US INC                              | MX Holdings US Inc                                                               | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    250000 | PA      | $250625.00    | 0.00%             | 2032-03-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5800000 | PA      | $5348722.30   | 0.08%             | 2046-03-10      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| USQ Rail                                        | USQ Rail I LLC                                                                   | CUSIP: 90352WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11683325 | PA      | $11069598.00  | 0.17%             | 2051-02-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: C0787FAF9<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    550200 | PA      | $550887.75    | 0.01%             | 2028-09-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | LON              | CORP              | LU        |    262338 | PA      | $236301.08    | 0.00%             | 2029-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                  | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1650000 | PA      | $1648490.25   | 0.02%             | 2032-07-16      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                              | Banco de Bogota SA                                                               | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |   2000000 | PA      | $2025796.00   | 0.03%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2066222.64   | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                  | Upland CLO Ltd                                                                   | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998681.80    | 0.01%             | 2031-04-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BJ0501582<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1400000 | PA      | $1411901.75   | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                        | Mexico Generadora de Energia S de rl                                             | CUSIP: EJ4659987<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |   1316616 | PA      | $1345473.59   | 0.02%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    842866 | PA      | $841989.58    | 0.01%             | 2031-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION                        | MITER Brands Acquisition Holdco Inc                                              | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    651704 | PA      | $654917.18    | 0.01%             | 2031-03-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| XHR LP                                          | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3343349.75   | 0.05%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $859596.90    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    485000 | PA      | $493786.26    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust                   | CUSIP: 93363RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3761007 | PA      | $3295891.50   | 0.05%             | 2046-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US 2YR NOTE (CBT) Dec25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     17300 | NC      | $-650744.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CANACOL ENERGY LTD                              | Canacol Energy Ltd                                                               | CUSIP: BS4891542<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CO        |   2800000 | PA      | $969500.00    | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                         | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | ZA        |   2100000 | PA      | $2202526.47   | 0.03%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   2200000 | PA      | $1872105.62   | 0.03%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    124062 | PA      | $113594.73    | 0.00%             | 2031-05-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                | CPI Holdco B LLC                                                                 | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    962525 | PA      | $962525.00    | 0.01%             | 2031-05-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ADANIREN KODSOPAR WARSOM                        | Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | CUSIP: ZR9553994<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   1252500 | PA      | $1067565.24   | 0.02%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                           | Freeport Indonesia PT                                                            | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1600000 | PA      | $1611328.00   | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                  | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273515 | PA      | $246952.43    | 0.00%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18789727 | PA      | $588920.79    | 0.01%             | 2052-03-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    321046 | PA      | $313522.32    | 0.00%             | 2032-07-30      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   1037565 | PA      | $1036973.88   | 0.02%             | 2031-05-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2020-C58                                   | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990109 | PA      | $894090.94    | 0.01%             | 2053-07-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4120593.60   | 0.06%             | 2058-10-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                          | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    440000 | PA      | $456428.80    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                            | Raizen Fuels Finance SA                                                          | CUSIP: YV7792240<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |   1200000 | PA      | $1106220.00   | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                          | Millicom International Cellular SA                                               | CUSIP: AX6986878<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   1980000 | PA      | $1999720.80   | 0.03%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1357831 | PA      | $1338821.14   | 0.02%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS IN                        | Construction Partners Inc                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    825850 | PA      | $828918.03    | 0.01%             | 2031-11-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SA                     | ION Trading Technologies Sarl                                                    | CUSIP: L5582BAZ0<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | LU        |    339524 | PA      | $339896.00    | 0.01%             | 2028-04-03      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    756791 | PA      | $752060.96    | 0.01%             | 2030-03-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                            | LC Ahab US Bidco LLC                                                             | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |   1251682 | PA      | $1252858.38   | 0.02%             | 2031-05-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    477850 | PA      | $479427.13    | 0.01%             | 2027-03-09      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48630 | PA      | $48488.63     | 0.00%             | 2026-08-19      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    646085 | PA      | $642854.34    | 0.01%             | 2031-05-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                         | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    898906 | PA      | $894595.53    | 0.01%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                             | Allspring Buyer LLC                                                              | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1555628 | PA      | $1560201.46   | 0.02%             | 2030-11-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |         0 | PA      | $0.50         | 0.00%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | Acrisure LLC                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1235742 | PA      | $1235167.70   | 0.02%             | 2030-11-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    978882 | PA      | $976694.01    | 0.01%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    405188 | PA      | $406761.66    | 0.01%             | 2029-02-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |     19940 | PA      | $19840.51     | 0.00%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                               | Clarios Global LP                                                                | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     40000 | PA      | $40075.00     | 0.00%             | 2032-01-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    971763 | PA      | $974192.71    | 0.01%             | 2029-02-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    210496 | PA      | $210063.08    | 0.00%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    172819 | PA      | $172961.64    | 0.00%             | 2031-04-14      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WASH HOLDINGS IN                     | Mister Car Wash Holdings Inc                                                     | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |    197661 | PA      | $198296.34    | 0.00%             | 2031-03-27      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM MEMBER US LLC                         | CPPIB OVM Member US LLC                                                          | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    486575 | PA      | $488284.93    | 0.01%             | 2031-08-20      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                             | Lightning Power LLC                                                              | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    749338 | PA      | $749667.21    | 0.01%             | 2031-08-18      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CUBE A&D BUYER INC                              | Cube A&D Buyer Inc                                                               | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    907725 | PA      | $912830.95    | 0.01%             | 2031-10-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                           | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    598500 | PA      | $601866.56    | 0.01%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    955000 | PA      | $954503.40    | 0.01%             | 2032-06-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1081574 | PA      | $997751.78    | 0.01%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                 | Whatabrands LLC                                                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   1675789 | PA      | $1678990.23   | 0.03%             | 2028-08-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PART                        | Southern Veterinary Partners LLC                                                 | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    210000 | PA      | $209847.75    | 0.00%             | 2031-12-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                         | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    530000 | PA      | $529668.75    | 0.01%             | 2028-06-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                              | Tecta America Corp                                                               | CUSIP: N/A<br>LEI: 54930083ULRH07WCC129       | Long             | LON              | CORP              | US        |    830000 | PA      | $834150.00    | 0.01%             | 2032-02-18      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                 | Gen Digital Inc, Senior Secured First Lien Term Loan                             | CUSIP: 66877AAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1020000 | PA      | $1016940.00   | 0.02%             | 2032-04-16      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| WHITEWATER MATTERHORN HO                        | WhiteWater Matterhorn Holdings LLC                                               | CUSIP: N/A<br>LEI: 2138009J7G187M6C4Q91       | Long             | LON              | CORP              | US        |    185000 | PA      | $185115.63    | 0.00%             | 2032-06-16      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR                        | Hamilton Projects Acquiror LLC                                                   | CUSIP: N/A<br>LEI: 5493005K6XILIQ2EZY52       | Long             | LON              | CORP              | US        |    399650 | PA      | $401398.47    | 0.01%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   1001187 | PA      | $1000375.94   | 0.02%             | 2031-12-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |    204540 | PA      | $204880.19    | 0.00%             | 2031-08-07      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| TRQ SALES LLC                                   | TRQ Sales LLC                                                                    | CUSIP: N/A<br>LEI: 254900RI25V4FBT02P38       | Long             | LON              | CORP              | US        |    215000 | PA      | $215404.20    | 0.00%             | 2032-08-13      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                   | Life Time Inc                                                                    | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    577100 | PA      | $577310.64    | 0.01%             | 2031-11-05      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS                      | Virtus Investment Partners Inc                                                   | CUSIP: N/A<br>LEI: 549300HWF93HB8BDM648       | Long             | LON              | CORP              | US        |    295000 | PA      | $295368.75    | 0.00%             | 2032-09-27      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |    906372 | PA      | $909349.35    | 0.01%             | 2029-03-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |     61218 | PA      | $61319.72     | 0.00%             | 2031-08-07      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43117LAH6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1688050 | PA      | $1689113.47   | 0.03%             | 2028-04-21      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS                        | Stonepeak Bayou Holdings LP                                                      | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    360000 | PA      | $360000.00    | 0.01%             | 2032-09-24      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |    262805 | PA      | $7884.15      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                 | GNL Quintero SA                                                                  | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    564960 | PA      | $566192.74    | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: JK9639853<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1000000 | PA      | $997500.00    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    323156 | PA      | $327869.48    | 0.00%             | 2030-03-29      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: N/A<br>LEI: 549300TP80QLITMSBP82       | Long             | LON              | CORP              | US        |    220000 | PA      | $221347.50    | 0.00%             | 2032-06-02      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: AN8135104<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    700000 | PA      | $696500.00    | 0.01%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BY2577850<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1800000 | PA      | $1819350.00   | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                              | Pinnacle Buyer LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40323 | PA      | $40423.39     | 0.00%             | 2032-09-13      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| DEEP BLUE OPERATING I LL                        | Deep Blue Operating I LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    545000 | PA      | $546362.50    | 0.01%             | 2032-09-17      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                            | Paraguay Government International Bond                                           | CUSIP: AM9786683<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    943000 | PA      | $952363.99    | 0.01%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                         | Reliance Industries Ltd                                                          | CUSIP: AQ1070327<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $989236.71    | 0.01%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| LAVENDER US HOLDCO 1 INC                        | Lavender US HoldCo 1 Inc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    425000 | PA      | $425796.88    | 0.01%             | 2032-09-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| MINSUR SA                                       | Minsur SA                                                                        | CUSIP: BS1363347<br>LEI: 254900C69MVC7SXO2G61 | Long             | DBT              | CORP              | PE        |   2200000 | PA      | $2110762.28   | 0.03%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVEPAR A-1 EQUITY LINKED NOTE                  | INVEPAR A-1 EQUITY LINKED NOTE                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |   1192690 | PA      | $0.01         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    240000 | PA      | $238776.00    | 0.00%             | 2030-09-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    680000 | PA      | $679938.80    | 0.01%             | 2032-06-28      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    970000 | PA      | $970048.50    | 0.01%             | 2032-08-13      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| GREEN INFRASTRUCTURE                            | Green Infrastructure Partners Inc                                                | CUSIP: N/A<br>LEI: 549300W1V7LSCKWMX505       | Long             | LON              | CORP              | CA        |   1390000 | PA      | $1393044.10   | 0.02%             | 2032-09-24      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                             | Braskem Netherlands Finance BV                                                   | CUSIP: ZQ3579112<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |   1000000 | PA      | $377610.00    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGROSUPER SA                                    | Agrosuper SA                                                                     | CUSIP: BT5013623<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $969000.70    | 0.01%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1200000 | PA      | $1203373.20   | 0.02%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                              | Braskem Idesa SAPI                                                               | CUSIP: BR9695791<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   1400000 | PA      | $832185.35    | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: ZP6620006<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1250000 | PA      | $1227625.00   | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL                        | Fermaca Enterprises S de RL de CV                                                | CUSIP: EK2545086<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |    348674 | PA      | $353926.43    | 0.01%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                        | Telefonica Celular del Paraguay SA                                               | CUSIP: AX9193928<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    239000 | PA      | $238280.61    | 0.00%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSELEC SA                                    | Transelec SA                                                                     | CUSIP: LW8107226<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $490464.50    | 0.01%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US 10yr Ultra Fut Dec25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -2650 | NC      | $-2572927.90  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2006-26CB                                                 | CUSIP: 02147WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244854 | PA      | $118672.83    | 0.00%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287266 | PA      | $370959.54    | 0.01%             | 2037-08-25      | Floating      | 18.98%                | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                             | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1145985.61   | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2558046.50   | 0.04%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2022-C16                                                    | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5785000 | PA      | $5740630.79   | 0.09%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3714000 | PA      | $3880084.14   | 0.06%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2021-BNK32                                                                  | CUSIP: 06542BBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910000 | PA      | $1744378.93   | 0.03%             | 2054-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93319.92     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3260000 | PA      | $3419769.99   | 0.05%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4549000 | PA      | $3783333.25   | 0.06%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  87527274 | PA      | $4466210.43   | 0.07%             | 2054-08-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5650000 | PA      | $4975371.92   | 0.07%             | 2055-01-15      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru                  | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4791000 | PA      | $5064813.32   | 0.08%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4917000 | PA      | $5041739.86   | 0.08%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                             | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5268000 | PA      | $5312592.41   | 0.08%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1337037.20   | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                       | CIM Trust 2020-R2                                                                | CUSIP: 12558WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6953000 | PA      | $5718746.55   | 0.09%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194901 | PA      | $176412.05    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2020-RPL4 Trust                                                             | CUSIP: 126405AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9035400 | PA      | $7172621.28   | 0.11%             | 2060-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2020-RPL1 Trust                                                             | CUSIP: 12656EBY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26637255 | PA      | $21849485.73  | 0.33%             | 2069-10-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                    | CaixaBank SA                                                                     | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4485000 | PA      | $4768536.05   | 0.07%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CARBON LEVEL MITIGATION TRUST                   | Carbon Level Mitigation Trust Series 2021-5                                      | CUSIP: 14116CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17950485 | PA      | $10749791.61  | 0.16%             | 2051-10-13      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                              | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6012480.60   | 0.09%             | 2035-01-20      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $1953892.18   | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2518309.43   | 0.04%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5674000 | PA      | $4922538.28   | 0.07%             | 2065-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2006-A5                               | CUSIP: 18974BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26831 | PA      | $24242.86     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1267930.41   | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                          | Extra Space Storage LP                                                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   4782000 | PA      | $4923969.45   | 0.07%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    576027 | PA      | $521554.44    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVLT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50912126 | PA      | $42187735.61  | 0.63%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17088236 | PA      | $17508270.75  | 0.26%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KKD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7104078 | PA      | $6098826.54   | 0.09%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ADT23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1699379 | PA      | $1647894.40   | 0.02%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7278521 | PA      | $7337796.31   | 0.11%             | 2055-05-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31395WNC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51389 | PA      | $4123.99      | 0.00%             | 2035-07-15      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397FEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24783 | PA      | $2132.74      | 0.00%             | 2037-02-15      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XPR68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3621145 | PA      | $3340112.66   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BL95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1742448 | PA      | $1616565.14   | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8005258 | PA      | $6795262.63   | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11302522 | PA      | $11271009.73  | 0.17%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3142GGPU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26369467 | PA      | $25044487.61  | 0.38%             | 2034-01-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                          | Froneri Lux FinCo SARL                                                           | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | GB        |   1175000 | PA      | $1177831.02   | 0.02%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    480000 | PA      | $445924.22    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Parkland Corp Escrow                            | Parkland Corp Escrow                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |    690000 | PA      | $345.00       | 0.00%             | 2030-05-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | PRET 2021-RN2 LLC                                                                | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3107983 | PA      | $3107699.16   | 0.05%             | 2051-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential 2021-SFR8 Trust                                             | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $4994626.35   | 0.07%             | 2038-10-17      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1103431.85   | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4764972.00   | 0.07%             | 2036-11-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                           | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | AU        |   2876000 | PA      | $2961959.27   | 0.04%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                  | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472Q107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $350026.80    | 0.01%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                      | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    942500 | PA      | $933918.07    | 0.01%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                     | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3550868.91   | 0.05%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start II LTD                                                                     | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1316388 | PA      | $1313917.61   | 0.02%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                  | Structured Asset Securities Corp                                                 | CUSIP: 86359DBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    599054 | PA      | $3623.92      | 0.00%             | 2035-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $3069622.70   | 0.05%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                        | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9216000 | PA      | $9458391.31   | 0.14%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124160.88    | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2017-C6                                            | CUSIP: 90276UBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2491000 | PA      | $2305503.45   | 0.03%             | 2050-12-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1402608.78   | 0.02%             | 2050-12-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                             | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1236731.91   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2800000 | PA      | $2098040.00   | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | United States Treasury Bill                                                      | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 125000000 | PA      | $124592836.25 | 1.87%             | 2025-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 355220000 | PA      | $224149368.54 | 3.36%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19584795 | PA      | $19455492.26  | 0.29%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $458869.10    | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517322.50    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1168122 | PA      | $1104158.76   | 0.02%             | 2049-03-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                    | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2536415.30   | 0.04%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                    | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   6078000 | PA      | $6246412.45   | 0.09%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                        | United Overseas Bank Ltd                                                         | CUSIP: ZO3818671<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   2400000 | PA      | $2371162.66   | 0.04%             | 2031-03-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT                          | ONGC Videsh Vankorneft Pte Ltd                                                   | CUSIP: LW9384923<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | IN        |   1200000 | PA      | $1194006.96   | 0.02%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                            | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   2996719 | PA      | $2458058.36   | 0.04%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    616387 | PA      | $597895.87    | 0.01%             | 2027-04-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                        | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |    275000 | PA      | $29906.25     | 0.00%             | 2029-10-01      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     89354 | PA      | $89409.66     | 0.00%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                        | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |   1145378 | PA      | $1154506.18   | 0.02%             | 2029-06-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| VESTIS CORP                                     | Vestis Corp                                                                      | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    636719 | PA      | $601699.22    | 0.01%             | 2031-02-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    911882 | PA      | $918510.89    | 0.01%             | 2031-02-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    955000 | PA      | $956165.10    | 0.01%             | 2031-04-16      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                            | Pretzel Parent, Inc., Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    159600 | PA      | $159750.02    | 0.00%             | 2031-10-01      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT                          | BCP Renaissance Parent LLC                                                       | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    978122 | PA      | $980772.44    | 0.01%             | 2028-10-31      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1673625 | PA      | $1672838.40   | 0.03%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                        | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   1623053 | PA      | $1621973.73   | 0.02%             | 2030-12-26      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| PROJECT AURORA US FINCO                         | Project Aurora US Finco Inc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    310000 | PA      | $310968.75    | 0.00%             | 2032-09-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                        | Sgh2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    485000 | PA      | $486212.50    | 0.01%             | 2032-08-18      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                     | Creative Artists Agency LLC                                                      | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    104525 | PA      | $104800.82    | 0.00%             | 2031-10-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                        | Starwood Property Mortgage LLC                                                   | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    372327 | PA      | $373027.46    | 0.01%             | 2030-01-02      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                        | Starwood Property Mortgage LLC                                                   | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    350000 | PA      | $350985.25    | 0.01%             | 2032-09-24      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                              | Pinnacle Buyer LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    209677 | PA      | $210201.61    | 0.00%             | 2032-09-13      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  13914000 | PA      | $9631774.21   | 0.14%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-OA8                                                  | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4036542 | PA      | $3237184.47   | 0.05%             | 2047-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZF1238137<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2400000 | PA      | $2618390.40   | 0.04%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                    | Peru LNG Srl                                                                     | CUSIP: AR7830417<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |   1725230 | PA      | $1656891.57   | 0.02%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                         | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: BX0660676<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   3200000 | PA      | $3212511.17   | 0.05%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5428662 | PA      | $2676079.09   | 0.04%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-17CB                                                 | CUSIP: 02151HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52468 | PA      | $45268.32     | 0.00%             | 2037-08-25      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                         | American National Group Inc                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $2072209.50   | 0.03%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO                                   | Anthelion CLO 2025-1 Ltd                                                         | CUSIP: 03676GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004518.70   | 0.02%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4526000 | PA      | $4042818.72   | 0.06%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                              | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3530000 | PA      | $3259601.29   | 0.05%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5580000 | PA      | $5606761.68   | 0.08%             | 2035-09-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2024-6 Ltd                                               | CUSIP: 05685XAA6<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5017591.00   | 0.08%             | 2038-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                  | Banc of America Funding 2006-2 Trust                                             | CUSIP: 05949QBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48647 | PA      | $48739.67     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4186000 | PA      | $4350726.26   | 0.07%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2022-BNK39                                                                  | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5050093.44   | 0.08%             | 2055-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                     | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4875000 | PA      | $5011706.85   | 0.08%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5768594.72   | 0.09%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3338000 | PA      | $3513483.33   | 0.05%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5443000 | PA      | $5657495.02   | 0.08%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                            | Birch Grove CLO 5 Ltd                                                            | CUSIP: 090976AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10041908.00  | 0.15%             | 2037-10-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    653000 | PA      | $681138.16    | 0.01%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3421000 | PA      | $3286618.98   | 0.05%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                  | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248M6AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5433488 | PA      | $4774492.09   | 0.07%             | 2046-05-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    525000 | PA      | $454365.56    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5240682.70   | 0.08%             | 2052-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1028551.99   | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust Series 2006-4                                         | CUSIP: 12637HAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2364895 | PA      | $823096.64    | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                        | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1288767.09   | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2021-B33                                                                    | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6380000 | PA      | $5702216.87   | 0.09%             | 2043-10-10      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-20CB                                                 | CUSIP: 12667GPT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55009 | PA      | $43777.86     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                             | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5818282.71   | 0.09%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                             | Cardinal Health Inc                                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   4792000 | PA      | $4201115.92   | 0.06%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust 2021-RP2                                           | CUSIP: 17329JAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4413000 | PA      | $3528970.63   | 0.05%             | 2065-03-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                          | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $5018421.09   | 0.08%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    690000 | PA      | $713462.76    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | Credit Suisse Mortgage Capital Certificates                                      | CUSIP: 22943YNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3010628 | PA      | $1299140.52   | 0.02%             | 2038-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                  | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48107631 | PA      | $8779.64      | 0.00%             | 2049-05-10      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| DANA INC                                        | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409759.95    | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DoubleLine Emerging Markets Lo                  | DoubleLine Emerging Markets Local Currency Bond Fund                             | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             | EC               | RF                | US        |   7041262 | NS      | $66469511.30  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EWC Master Issuer LLC                           | EWC Master Issuer LLC                                                            | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2757375 | PA      | $2724925.94   | 0.04%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                        | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1348250.69   | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                            | Entergy Arkansas LLC                                                             | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2439000 | PA      | $2504710.81   | 0.04%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31615199 | PA      | $107643.43    | 0.00%             | 2049-04-15      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                           | FMC GMSR Issuer Trust                                                            | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16440000 | PA      | $15849802.36  | 0.24%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132AEA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9345669 | PA      | $8451930.10   | 0.13%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DSND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17916806 | PA      | $18541251.11  | 0.28%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16460912 | PA      | $16871354.77  | 0.25%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21838759 | PA      | $21990487.65  | 0.33%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132E03H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9427400 | PA      | $7722979.72   | 0.12%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22278620 | PA      | $23288450.33  | 0.35%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1C85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26807646 | PA      | $19630046.02  | 0.29%             | 2048-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1RS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12895137 | PA      | $9839130.09   | 0.15%             | 2048-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8196066 | PA      | $1408626.66   | 0.02%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5800965 | PA      | $5830834.56   | 0.09%             | 2054-06-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A5VL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162797 | PA      | $129123.49    | 0.00%             | 2041-01-15      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A66C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101340 | PA      | $67409.46     | 0.00%             | 2041-01-15      | Floating      | 0.89%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4412389.95   | 0.07%             | 2038-08-17      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AJPE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667617 | PA      | $629617.66    | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B7AC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1878878 | PA      | $197365.00    | 0.00%             | 2054-01-15      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31394CVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569855 | PA      | $583337.51    | 0.01%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31394NGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497599 | PA      | $522963.17    | 0.01%             | 2033-12-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31395NYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39682 | PA      | $3605.96      | 0.00%             | 2036-07-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QCR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17931 | PA      | $1626.53      | 0.00%             | 2039-07-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                          | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1185450.75   | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7080736 | PA      | $7355150.40   | 0.11%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QTY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34526 | PA      | $1015.60      | 0.00%             | 2039-08-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449827 | PA      | $540266.98    | 0.01%             | 2037-04-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec                  | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22775500 | PA      | $897211.21    | 0.01%             | 2054-06-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CO        |   1500000 | PA      | $1560697.50   | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PJ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75770 | PA      | $5458.99      | 0.00%             | 2037-11-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397RVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9834 | PA      | $719.69       | 0.00%             | 2038-03-15      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MN85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402852 | PA      | $401227.90    | 0.01%             | 2040-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57960 | PA      | $7358.96      | 0.00%             | 2050-04-25      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                          | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $397517.63    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                            | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3931000 | PA      | $4005892.35   | 0.06%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PLB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2848 | PA      | $50.71        | 0.00%             | 2040-04-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398TXF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27435 | PA      | $2256.65      | 0.00%             | 2040-08-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XRY25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6252746 | PA      | $5594566.33   | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YMB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59465 | PA      | $59837.27     | 0.00%             | 2030-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                  | First Horizon Alternative Mortgage Securities Trust 2006-FA2                     | CUSIP: 32051G2Z7<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |    190752 | PA      | $71485.80     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                  | First Horizon Alternative Mortgage Securities Trust 2006-RE1                     | CUSIP: 32051RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32106 | PA      | $20232.05     | 0.00%             | 2035-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                      | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4704594.80   | 0.07%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                               | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   4877000 | PA      | $4970975.94   | 0.07%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-                  | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4450000 | PA      | $4549951.45   | 0.07%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                          | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3567000 | PA      | $3655342.68   | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                           | Amrize Finance US LLC                                                            | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2180075.47   | 0.03%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    345000 | PA      | $354446.54    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1172794.84   | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    295000 | PA      | $287993.75    | 0.00%             | 2028-02-03      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2023-C6 MORTGAGE TRUST                                                       | CUSIP: 055985AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1602000 | PA      | $1723845.72   | 0.03%             | 2056-09-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3974000 | PA      | $3563104.26   | 0.05%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3822000 | PA      | $3993314.19   | 0.06%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                      | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   4647000 | PA      | $4779485.37   | 0.07%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO XXIII Ltd                                                       | CUSIP: 09629LAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2544222.50   | 0.04%             | 2037-07-20      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1645012.82   | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                           | Campbell's Company/The                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   2421000 | PA      | $2481451.01   | 0.04%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  10700000 | PA      | $6982285.00   | 0.10%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                              | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397200.56    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DoubleLine Global Bond Fund                     | DoubleLine Global Bond Fund                                                      | CUSIP: 258620699<br>LEI: 5493008IO8R1K4RY7M95 | Long             | EC               | RF                | US        |  18461416 | NS      | $163198921.60 | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleLine Long Duration Total                  | DoubleLine Long Duration Total Return Bond Fund                                  | CUSIP: 258620749<br>LEI: 549300O83GI5BG24L464 | Long             | EC               | RF                | US        |   5000000 | NS      | $31650000.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                    | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   4683000 | PA      | $4901714.83   | 0.07%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                         | Essential Properties LP                                                          | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   2711000 | PA      | $2722786.29   | 0.04%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                               | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4945000 | PA      | $4903142.26   | 0.07%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15223160 | PA      | $15178363.48  | 0.23%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AYUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548064 | PA      | $530873.74    | 0.01%             | 2046-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BUGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13139109 | PA      | $13203096.76  | 0.20%             | 2054-06-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20872615 | PA      | $21001971.23  | 0.32%             | 2055-06-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A7PG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439594 | PA      | $435926.07    | 0.01%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17803130 | PA      | $17728577.74  | 0.27%             | 2055-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31385XLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31669 | PA      | $32085.26     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396Q7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88435 | PA      | $88194.73     | 0.00%             | 2039-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2821000 | PA      | $2821758.68   | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4598000 | PA      | $4815221.80   | 0.07%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                        | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1263170.64   | 0.02%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J8RQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1598952 | PA      | $1473546.14   | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUBG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20923921 | PA      | $21355341.60  | 0.32%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                         | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $803603.57    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                             | Affirm Master Trust                                                              | CUSIP: 00833BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4031986.40   | 0.06%             | 2033-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                        | Agilent Technologies Inc                                                         | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   4958000 | PA      | $4944613.75   | 0.07%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-18CB                                                 | CUSIP: 02151NAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232707 | PA      | $136798.33    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1304284.99   | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Series 2010-4R                                                              | CUSIP: 12643NEG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500285 | PA      | $458541.33    | 0.01%             | 2037-06-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2005-28                                          | CUSIP: 126694PM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136950 | PA      | $69892.71     | 0.00%             | 2019-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    620000 | PA      | $603012.00    | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                   | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-AR2                | CUSIP: 251510GP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3087048 | PA      | $2040229.36   | 0.03%             | 2035-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                        | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4720000 | PA      | $4817086.25   | 0.07%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                   | Exeter Automobile Receivables Trust 2021-2                                       | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7358568 | PA      | $7351744.57   | 0.11%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8666528 | PA      | $7855991.76   | 0.12%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DTGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13567867 | PA      | $13855666.68  | 0.21%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DTTV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6204519 | PA      | $6343593.03   | 0.10%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    507107 | PA      | $507991.58    | 0.01%             | 2031-07-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     89354 | PA      | $89409.66     | 0.00%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5051295 | PA      | $4858790.98   | 0.07%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3122252 | PA      | $2712125.87   | 0.04%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397NCG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9672 | PA      | $9654.61      | 0.00%             | 2029-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13955 | PA      | $787.69       | 0.00%             | 2040-04-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     64985 | PA      | $65175.88     | 0.00%             | 2031-07-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    394092 | PA      | $392537.38    | 0.01%             | 2028-01-18      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398SQX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25383 | PA      | $25677.73     | 0.00%             | 2040-12-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27850 | PA      | $28499.66     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X8CM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14488512 | PA      | $12482971.49  | 0.19%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XMAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26918094 | PA      | $23004927.36  | 0.35%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    332055 | PA      | $333041.42    | 0.00%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    330000 | PA      | $338662.50    | 0.01%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| ECOVYST CATALYST TECHNOL                        | Ecovyst Catalyst Technologies LLC                                                | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    249898 | PA      | $250015.66    | 0.00%             | 2031-06-12      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                               | Clarios Global LP                                                                | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1528469 | PA      | $1531098.22   | 0.02%             | 2030-05-06      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W1HW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20465816 | PA      | $21120751.27  | 0.32%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W1YU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8389234 | PA      | $7124187.24   | 0.11%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                               | Emrld Borrower LP                                                                | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    813850 | PA      | $811204.99    | 0.01%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    997505 | PA      | $995320.30    | 0.01%             | 2030-09-19      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8926652 | PA      | $8072989.44   | 0.12%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XMXN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7916178 | PA      | $8177370.70   | 0.12%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                           | Acuris Finance US Inc                                                            | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    648383 | PA      | $649394.95    | 0.01%             | 2028-02-16      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    793008 | PA      | $794458.72    | 0.01%             | 2028-04-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    209987 | PA      | $209555.41    | 0.00%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     96194 | PA      | $95996.38     | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     84615 | PA      | $84441.03     | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                               | Kaman Corporation, Senior Secured First Lien Delayed Draw Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    121121 | PA      | $120871.78    | 0.00%             | 2032-02-26      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YJJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87004 | PA      | $87532.69     | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418B5K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3279699 | PA      | $2898987.88   | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                            | Flutter Financing BV                                                             | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    465000 | PA      | $465227.85    | 0.01%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                         | Aspire Bakeries Holdings LLC                                                     | CUSIP: N/A<br>LEI: 549300MWN7R72KAKOD18       | Long             | LON              | CORP              | US        |    691508 | PA      | $696476.02    | 0.01%             | 2030-12-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                         | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584165.56    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                         | GSR Mortgage Loan Trust 2006-3F                                                  | CUSIP: 362334HH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1114425 | PA      | $713265.70    | 0.01%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                               | Chariot Buyer LLC                                                                | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    950479 | PA      | $952560.90    | 0.01%             | 2032-09-08      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    635000 | PA      | $635644.53    | 0.01%             | 2032-09-17      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                        | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: YV7122034<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1584812 | PA      | $1694797.75   | 0.03%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                          | Banco GNB Sudameris SA                                                           | CUSIP: BP0859119<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $199617.87    | 0.00%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM2                                    | CUSIP: 36272EAC8<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |   2756735 | PA      | $2775978.55   | 0.04%             | 2065-06-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                            | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    825000 | PA      | $857092.50    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                              | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |   2600000 | PA      | $2612901.82   | 0.04%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                         | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1258618.36   | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                          | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2944000 | PA      | $3018087.53   | 0.05%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                        | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $474311.42    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                        | Horizon Aircraft Finance III Ltd                                                 | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1091996 | PA      | $1055279.02   | 0.02%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2005-A10                                  | CUSIP: 45660LXM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153563 | PA      | $66156.72     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                      | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   4131000 | PA      | $4164054.90   | 0.06%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XNFS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5888793 | PA      | $5051428.21   | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XQ7M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4087252 | PA      | $4244116.56   | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust 2006-S4                                         | CUSIP: 466302AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18390 | PA      | $19113.19     | 0.00%             | 2036-12-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7860000 | PA      | $1980720.00   | 0.03%             | 2048-02-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                        | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   3367000 | PA      | $3562050.04   | 0.05%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                  | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4983575.00   | 0.07%             | 2036-07-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    715000 | PA      | $571245.68    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | Pret 2024-NPL6 LLC                                                               | CUSIP: 69381QAA4<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-MBS          | CORP              | US        |  16229156 | PA      | $16276879.23  | 0.24%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                               | PRPM 2025-4 LLC                                                                  | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3882627 | PA      | $3894663.57   | 0.06%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $601936.68    | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31416XLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146105 | PA      | $145544.67    | 0.00%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateraliz                  | NRZ Excess Spread-Collateralized Notes Series 2020-PLS1                          | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1870666 | PA      | $1864216.14   | 0.03%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                           | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1194831.40   | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                        | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $594659.52    | 0.01%             | 2031-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                          | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4436695.23   | 0.07%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                         | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   3694000 | PA      | $3846306.69   | 0.06%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential Trust                                                       | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3404000 | PA      | $3332998.69   | 0.05%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS10 Trust                                                      | CUSIP: 751155AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375983 | PA      | $1225755.54   | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                        | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $587428.32    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                           | Republic Services Inc                                                            | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4871224.12   | 0.07%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $370521.36    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                            | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4795756.26   | 0.07%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A                  | Research-Driven Pagaya Motor Asset Trust 2025-1                                  | CUSIP: 76089YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1476242 | PA      | $1484617.66   | 0.02%             | 2033-06-27      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                  | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5154000 | PA      | $5022846.16   | 0.08%             | 2060-01-26      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                     | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2113003.98   | 0.03%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                          | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1481257.08   | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                       | Kroger Co/The                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   5076000 | PA      | $4955117.29   | 0.07%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                            | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   9062000 | PA      | $7356628.84   | 0.11%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    720000 | PA      | $721080.72    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255427.84    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2006-3                                                     | CUSIP: 52520CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368346 | PA      | $183304.41    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    890000 | PA      | $817687.50    | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                   | Lineage OP LP                                                                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   4789000 | PA      | $4856646.64   | 0.07%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                        | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    492000 | PA      | $527791.78    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                          | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   4751000 | PA      | $4895497.91   | 0.07%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point Clo XXXI Ltd                                                         | CUSIP: 83615PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1223966.13   | 0.02%             | 2034-10-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1418885.28   | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding LXIII Ltd                                                   | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004866.30   | 0.02%             | 2038-07-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                              | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2429492.56   | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    850000 | PA      | $893600.94    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd                        | Marble Point CLO XIX Ltd                                                         | CUSIP: 56607KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7526397.00   | 0.11%             | 2038-10-19      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                          | Marriott International Inc/MD                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   4944000 | PA      | $4924193.10   | 0.07%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR A D R            | STICHTING ADMINISTRATIEKANTOOR A D R                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                        | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $652212.54    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1338489.03   | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                | Trestles CLO VIII Ltd                                                            | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10020200.00  | 0.15%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6958000 | PA      | $6647401.14   | 0.10%             | 2050-12-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    655000 | PA      | $676346.45    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                  | Vallourec SACA                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   1105000 | PA      | $1178720.08   | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                        | Vantage Data Centers LLC                                                         | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1018813.19   | 0.02%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9062000 | PA      | $9727385.60   | 0.15%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                      | MasTec Inc                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   4804000 | PA      | $5032088.01   | 0.08%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                   | MASTR Alternative Loan Trust 2006-1                                              | CUSIP: 576434Y73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4429054 | PA      | $1852774.28   | 0.03%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                     | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    255000 | PA      | $236832.88    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                 | McDonald's Corp                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   5476000 | PA      | $4758754.18   | 0.07%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                         | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1336241.40   | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2004-1                                        | CUSIP: 61745MWG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19538 | PA      | $14028.39     | 0.00%             | 2033-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37737132 | PA      | $217713.06    | 0.00%             | 2049-09-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                | MortgageIT Securities Corp Mortgage Loan Trust Series 2007-1                     | CUSIP: 61915YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12895790 | PA      | $11160350.65  | 0.17%             | 2047-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    745000 | PA      | $757162.87    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3932000 | PA      | $3939317.41   | 0.06%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    590000 | PA      | $614048.40    | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    940000 | PA      | $973623.80    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                      | Vivint Solar Financing VII LLC                                                   | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9302844 | PA      | $8603125.81   | 0.13%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2486831.46   | 0.04%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $471305.41    | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    510000 | PA      | $480769.30    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $503028.72    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   4976000 | PA      | $4741864.12   | 0.07%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                        | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2512000 | PA      | $2534874.85   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $591126.62    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1041229.67   | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                        | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1265000 | PA      | $1257940.16   | 0.02%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                           | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1077246.63   | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                        | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $818954.60    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                         | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    535000 | PA      | $535189.93    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                     | Workday Inc                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4483433.96   | 0.07%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                        | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $377892.72    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                        | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $989342.40    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                        | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $191625.00    | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                          | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   4741000 | PA      | $4856188.09   | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPRL INTERNATIONAL SINGA                        | BPRL International Singapore Pte Ltd                                             | CUSIP: AM0189861<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | IN        |   3073000 | PA      | $3072454.24   | 0.05%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |   1100000 | PA      | $917620.00    | 0.01%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    182893 | PA      | $183212.47    | 0.00%             | 2031-07-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    362936 | PA      | $355382.35    | 0.01%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A                  | Research-Driven Pagaya Motor Asset Trust 2025-3                                  | CUSIP: 76090QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5043803.00   | 0.08%             | 2034-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EAB GLOBAL INC                                  | EAB Global Inc                                                                   | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    582522 | PA      | $569050.96    | 0.01%             | 2030-08-16      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171292 | PA      | $171625.44    | 0.00%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                  | RAMP Series 2006-NC1 Trust                                                       | CUSIP: 76112BX47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11500000 | PA      | $10069773.75  | 0.15%             | 2036-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $590556.63    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    699785 | PA      | $2795.64      | 0.00%             | 2029-10-25      | Floating      | 17.12%                | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    926960 | PA      | $927539.16    | 0.01%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                  | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   1789000 | PA      | $1715883.39   | 0.03%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    520000 | PA      | $504477.40    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                          | Santander Holdings USA Inc                                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3149000 | PA      | $3210366.20   | 0.05%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Li                  | SAPPHIRE AVIATION FINANCE II LTD                                                 | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2214820 | PA      | $2137979.31   | 0.03%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |    400000 | PA      | $398228.44    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272610.04    | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    625000 | PA      | $641903.75    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                              | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $208388.00    | 0.00%             | 2035-10-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                  | Securitized Asset Backed Receivables LLC Trust 2007-HE1                          | CUSIP: 81377JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19004259 | PA      | $4062401.62   | 0.06%             | 2036-12-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                  | Securitized Asset Backed Receivables LLC Trust 2007-BR3                          | CUSIP: 81377NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11978806 | PA      | $8091098.75   | 0.12%             | 2037-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    540462 | PA      | $542789.05    | 0.01%             | 2028-08-21      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                                | Sedgwick Claims Management Services Inc                                          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1116562 | PA      | $1116389.43   | 0.02%             | 2031-07-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553571.70    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                            | Southern Natural Gas Co LLC                                                      | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1287135.65   | 0.02%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 200 PARK FUNDING TRUST                          | 200 Park Funding Trust                                                           | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5660000 | PA      | $5739018.41   | 0.09%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 289650000 | PA      | $251192173.10 | 3.77%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2023-3                                              | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1617052 | PA      | $1626041.05   | 0.02%             | 2033-10-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                            | Verisk Analytics Inc                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4859147.90   | 0.07%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust   | CUSIP: 93934FMF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906948 | PA      | $898989.86    | 0.01%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6738719 | PA      | $2259388.19   | 0.03%             | 2036-10-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                  | Wells Fargo Mortgage Backed Securities 2007-7 Trust                              | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14233 | PA      | $13493.55     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-C31                                   | CUSIP: 94989WAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4891000 | PA      | $4810594.89   | 0.07%             | 2048-11-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4784000 | PA      | $5017305.16   | 0.08%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-P2                                    | CUSIP: 95000AAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20534016 | PA      | $5552.40      | 0.00%             | 2048-12-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |  55263819 | PA      | $278242.28    | 0.00%             | 2049-11-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $2093625.53   | 0.03%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NBD9<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   2638000 | PA      | $2516429.88   | 0.04%             | 2051-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                      | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $138171.12    | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140L0PB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39953052 | PA      | $34329606.07  | 0.52%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QTEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13564026 | PA      | $13857676.33  | 0.21%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                        | Virgin Media Bristol LLC                                                         | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |    783482 | PA      | $773688.50    | 0.01%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1615000 | PA      | $1615218.03   | 0.02%             | 2031-02-10      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST                                 | Energuate Trust                                                                  | CUSIP: AN3844965<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |   1700000 | PA      | $1700000.00   | 0.03%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Golden State Foods LLC                          | Golden State Foods LLC, Senior Secured First Lien Term Loan                      | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    735702 | PA      | $738434.93    | 0.01%             | 2031-12-04      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    932950 | PA      | $933547.09    | 0.01%             | 2032-01-20      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    214721 | PA      | $203179.71    | 0.00%             | 2029-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    846823 | PA      | $846674.56    | 0.01%             | 2029-03-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    233531 | PA      | $207550.90    | 0.00%             | 2030-02-19      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RBC2<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   3546000 | PA      | $3307474.76   | 0.05%             | 2052-01-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5012425.00   | 0.08%             | 2052-05-15      | Fixed         | 4.34%                 | 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        |   1351289 | PA      | $1351356.84   | 0.02%             | 2028-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                         | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    295000 | PA      | $294911.50    | 0.00%             | 2031-05-30      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1843000 | PA      | $1845083.88   | 0.03%             | 2058-10-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                          | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   4684000 | PA      | $4789870.20   | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMPASS POWER GENERATION                        | Compass Power Generation LLC                                                     | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |   1433384 | PA      | $1445029.80   | 0.02%             | 2029-04-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |   1385000 | PA      | $1387596.88   | 0.02%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                  | Willis Engine Structured Trust VIII                                              | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4461284 | PA      | $4572744.92   | 0.07%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2017-1 CLO Ltd                                             | CUSIP: 97315TAJ1<br>LEI: 254900W8N6WOFX1LSH24 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3008145.90   | 0.05%             | 2036-04-18      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                        | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1186929.49   | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                      | Zoetis Inc                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1818973.58   | 0.03%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                      | Zoetis Inc                                                                       | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   4863000 | PA      | $4880473.39   | 0.07%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                             | Cosan Luxembourg SA                                                              | CUSIP: AZ7914288<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $493870.10    | 0.01%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                            | Boots Group Finco LP                                                             | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    470000 | PA      | $471858.85    | 0.01%             | 2032-08-30      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    513765 | PA      | $515370.13    | 0.01%             | 2031-12-11      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                           | Minerva Luxembourg SA                                                            | CUSIP: AQ3244920<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $400504.00    | 0.01%             | 2028-01-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA                        | Ultrapar International SA                                                        | CUSIP: QZ7451151<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |    487000 | PA      | $486142.57    | 0.01%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS                        | Victory Capital Holdings Inc                                                     | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |    175000 | PA      | $174891.50    | 0.00%             | 2032-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TKO WORLDWIDE HOLDINGS L                        | TKO Worldwide Holdings LLC                                                       | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $250660.00    | 0.00%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    276031 | PA      | $272862.56    | 0.00%             | 2027-03-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    462597 | PA      | $461981.65    | 0.01%             | 2028-04-24      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: BU6194684<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1550000 | PA      | $1585262.50   | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   1031000 | PA      | $766394.09    | 0.01%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: EJ5486794<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    800000 | PA      | $803340.00    | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    988121 | PA      | $938467.84    | 0.01%             | 2027-12-23      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    128886 | PA      | $122710.66    | 0.00%             | 2027-12-17      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    253300 | PA      | $241163.00    | 0.00%             | 2027-12-17      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| X CORP                                          | X Corp                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    835000 | PA      | $820270.60    | 0.01%             | 2029-10-29      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253326 | PA      | $230103.50    | 0.00%             | 2029-03-29      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    835096 | PA      | $832661.37    | 0.01%             | 2026-08-19      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | Lumen Technologies Inc                                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1314599 | PA      | $1308209.85   | 0.02%             | 2029-04-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    465000 | PA      | $466597.28    | 0.01%             | 2028-10-06      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                        | White Cap Supply Holdings LLC                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    978910 | PA      | $980217.03    | 0.01%             | 2029-10-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ECOVYST CATALYST TECHNOL                        | Ecovyst Catalyst Technologies LLC                                                | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    647884 | PA      | $648188.82    | 0.01%             | 2031-06-12      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CROSBY US ACQUISITION CORP                      | Crosby US Acquisition Corp                                                       | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |    414266 | PA      | $416467.32    | 0.01%             | 2029-08-16      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                     | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    428826 | PA      | $416364.76    | 0.01%             | 2030-08-09      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                        | ABG Intermediate Holdings 2 LLC                                                  | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     94288 | PA      | $94221.03     | 0.00%             | 2028-12-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    975686 | PA      | $976925.27    | 0.01%             | 2031-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     70165 | PA      | $70021.03     | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     69996 | PA      | $69851.81     | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                           | Savor Acquisition Inc                                                            | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     60345 | PA      | $60773.87     | 0.00%             | 2032-02-19      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    842888 | PA      | $843317.37    | 0.01%             | 2032-02-10      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                    | Focus Financial Partners LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   1640309 | PA      | $1642556.31   | 0.02%             | 2031-09-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW                           | Madison Safety & Flow LLC                                                        | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    396900 | PA      | $397852.20    | 0.01%             | 2031-09-26      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                        | First Eagle Holdings Inc                                                         | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     48125 | PA      | $47721.69     | 0.00%             | 2032-08-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | Acrisure LLC                                                                     | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    410000 | PA      | $410342.35    | 0.01%             | 2032-06-21      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    470000 | PA      | $468237.50    | 0.01%             | 2032-09-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $129675.00    | 0.00%             | 2033-07-29      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     73128 | PA      | $73356.74     | 0.00%             | 2031-12-11      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |    137777 | PA      | $138006.17    | 0.00%             | 2031-08-07      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                    | PetSmart LLC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    480000 | PA      | $473402.40    | 0.01%             | 2032-08-18      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                         | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | VN        |   1931162 | PA      | $1912435.66   | 0.03%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                           | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                       | CUSIP: BQ7344964<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    900000 | PA      | $861286.50    | 0.01%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US LONG BOND(CBT) Dec25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2100 | NC      | $4490713.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: ZB6265712<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   3300000 | PA      | $3591159.96   | 0.05%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US ULTRA BOND CBT Dec25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -460 | NC      | $-996908.76   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MEDCO LAUREL TREE                               | Medco Laurel Tree Pte Ltd                                                        | CUSIP: BS2398870<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $501866.23    | 0.01%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                          | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $994436.36    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                        | Adani International Container Terminal Pvt Ltd                                   | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   1200000 | PA      | $1104947.52   | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-J10                                                  | CUSIP: 12668ABK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57274 | PA      | $33125.89     | 0.00%             | 2035-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-49CB                                                 | CUSIP: 12668AMG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6277133 | PA      | $3963697.50   | 0.06%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1194565.05   | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2025-SFR2 Trust                                                             | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15700000 | PA      | $15382922.80  | 0.23%             | 2030-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4006472.00   | 0.06%             | 2041-05-17      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $605134.72    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156250 | PA      | $114.58       | 0.00%             | 2044-08-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                         | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24524 | PA      | $118185.08    | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1660000 | PA      | $1444094.34   | 0.02%             | 2029-10-15      | None          | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                           | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $688893.48    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509457.65    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10321000 | PA      | $10615217.44  | 0.16%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   6927000 | PA      | $7153624.29   | 0.11%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                   | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2485704.85   | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                | ArcelorMittal SA                                                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2584000 | PA      | $2760797.41   | 0.04%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                           | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   4768000 | PA      | $4882810.58   | 0.07%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39659676 | PA      | $50102.07     | 0.00%             | 2049-05-10      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38376CJP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    660536 | PA      | $677790.37    | 0.01%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    565000 | PA      | $562969.36    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1741961.43   | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377QY84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1006932 | PA      | $1012093.89   | 0.02%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                  | HSI Asset Securitization Corp Trust 2007-NC1                                     | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8587079 | PA      | $5661755.62   | 0.08%             | 2037-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAJ1<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $506091.70    | 0.01%             | 2037-10-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992027 | PA      | $312579.84    | 0.00%             | 2037-08-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2007-2                                                | CUSIP: 126384AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7793 | PA      | $5931.84      | 0.00%             | 2037-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-37T1                                                 | CUSIP: 12667G2X0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11220280 | PA      | $6723751.69   | 0.10%             | 2035-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-15                                          | CUSIP: 17025TAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141298 | PA      | $83810.93     | 0.00%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    515000 | PA      | $534745.82    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    256000 | PA      | $254676.48    | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $452833.75    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                   | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |   2550000 | PA      | $19125.00     | 0.00%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                  | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4425000 | PA      | $4474494.51   | 0.07%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DoubleLine Infrastructure Inco                  | DoubleLine Infrastructure Income Fund                                            | CUSIP: 258620673<br>LEI: 549300CYGMJO6CGRJP72 | Long             | EC               | RF                | US        |  27534253 | NS      | $263502798.52 | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   9000000 | PA      | $6673518.00   | 0.10%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | Enel Finance International NV                                                    | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   1977000 | PA      | $2025911.20   | 0.03%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1C77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6987972 | PA      | $1191301.02   | 0.02%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396LHY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103325 | PA      | $13033.88     | 0.00%             | 2036-10-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VHJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174908 | PA      | $21268.47     | 0.00%             | 2037-04-25      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397LY29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11813 | PA      | $767.76       | 0.00%             | 2038-07-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140NYN56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20425593 | PA      | $20570006.44  | 0.31%             | 2030-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XKDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8787963 | PA      | $8777503.33   | 0.13%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1295000 | PA      | $1286339.95   | 0.02%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                        | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1145176.55   | 0.02%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                  | Home Partners of America 2021-1 Trust                                            | CUSIP: 437300AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2433542 | PA      | $2174798.16   | 0.03%             | 2041-09-17      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |   1500000 | PA      | $1558563.33   | 0.02%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204596.20    | 0.00%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                      | Impac Secured Assets Trust 2006-5                                                | CUSIP: 45257EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19691163 | PA      | $18171952.19  | 0.27%             | 2037-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru                  | IndyMac IMSC Mortgage Loan Trust 2007-HOA1                                       | CUSIP: 45670LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1254445 | PA      | $821928.90    | 0.01%             | 2047-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                         | Inversion Escrow Issuer LLC                                                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591443.21    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM XIV LP                                                                       | CUSIP: 50184VAU8<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4082294.80   | 0.06%             | 2031-07-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $593186.29    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1178117.33   | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                            | Lockheed Martin Corp                                                             | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   4837000 | PA      | $4915734.27   | 0.07%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2825213.50   | 0.04%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2022-BNK39                                                                  | CUSIP: 06539VBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2682000 | PA      | $1783792.03   | 0.03%             | 2055-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                              | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800908.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                          | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    655000 | PA      | $647608.33    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15681000 | PA      | $15802433.66  | 0.24%             | 2070-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Mach I                                          | MACH 1 Cayman 2019-1 Ltd                                                         | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2859289 | PA      | $2829647.14   | 0.04%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    910000 | PA      | $915904.99    | 0.01%             | 2041-08-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                 | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   5605000 | PA      | $5079680.68   | 0.08%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                         | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600761.60    | 0.01%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | Northrop Grumman Corp                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2442957.71   | 0.04%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                   | OFSI BSL XI Ltd                                                                  | CUSIP: 67115PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001050.00   | 0.02%             | 2035-10-18      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2014-1 Ltd                                                    | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2767186.40   | 0.04%             | 2031-01-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                   | Citicorp Mortgage Securities Inc                                                 | CUSIP: 172973M97<br>LEI: 549300ISEJNGWSXAKR30 | Long             | ABS-MBS          | CORP              | US        |     17685 | PA      | $17360.83     | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                  | Octagon Investment Partners XVI Ltd                                              | CUSIP: 67590BAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004710.60   | 0.03%             | 2030-07-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    710000 | PA      | $711183.24    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                  | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |  37086671 | PA      | $225783.65    | 0.00%             | 2048-10-10      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    156000 | PA      | $158334.57    | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                  | Soundview Home Loan Trust 2007-OPT4                                              | CUSIP: 83613AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5970877 | PA      | $4388969.21   | 0.07%             | 2037-09-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIV                                                             | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6668288.20   | 0.10%             | 2034-10-25      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2001107.20   | 0.03%             | 2034-07-20      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $979728.70    | 0.01%             | 2034-10-25      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    405000 | PA      | $411483.65    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                  | Structured Asset Securities Corp                                                 | CUSIP: 86359DBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    599054 | PA      | $541390.64    | 0.01%             | 2035-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1273462.78   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    665000 | PA      | $682685.68    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                              | HERO Funding Trust 2016-1                                                        | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912070 | PA      | $883287.68    | 0.01%             | 2041-09-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                          | Motorola Solutions Inc                                                           | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   3946000 | PA      | $4068642.51   | 0.06%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1326635.70   | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FWEA 2024-1 A                                   | FWEA 2024-1 A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGSE             | US        |   5489280 | PA      | $5635294.85   | 0.08%             | 2044-08-25      | Fixed         | 7.15%                 | No            |                  3 | On Loan: No      |
| SUBWAY FUNDING LLC                              | Subway Funding LLC                                                               | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4466250 | PA      | $4672711.79   | 0.07%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                           | Suzano Netherlands BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | BR        |   2847000 | PA      | $2851626.38   | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6034128.00   | 0.09%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3112000 | PA      | $2899343.19   | 0.04%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1093522.73   | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1155666.94   | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                  | Transocean International Ltd                                                     | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |    351000 | PA      | $350780.51    | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                        | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1847000 | PA      | $1650338.83   | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2247958.18   | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4859000 | PA      | $4871473.05   | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                        | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $997229.30    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust   | CUSIP: 93936HAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6119083 | PA      | $5076749.10   | 0.08%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust   | CUSIP: 93936PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5666839 | PA      | $4681832.27   | 0.07%             | 2037-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                        | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    335000 | PA      | $342690.26    | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                  | Wells Fargo Mortgage Backed Securities 2006-7 Trust                              | CUSIP: 94982XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366228 | PA      | $332798.20    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3241000 | PA      | $3399423.97   | 0.05%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                        | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |   4283246 | PA      | $4424383.02   | 0.07%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                        | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: AZ7194543<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |   1791784 | PA      | $1735315.96   | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2437774 | PA      | $2221986.18   | 0.03%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DSM74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13975994 | PA      | $14608601.28  | 0.22%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                        | Tierra Mojada Luxembourg II Sarl                                                 | CUSIP: BM6311658<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | MX        |   1267917 | PA      | $1249374.19   | 0.02%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                     | Enviri Corp                                                                      | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    823766 | PA      | $824112.21    | 0.01%             | 2028-03-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1427338 | PA      | $1430178.55   | 0.02%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    536677 | PA      | $530030.22    | 0.01%             | 2028-10-04      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                        | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    495789 | PA      | $497061.18    | 0.01%             | 2029-06-27      | Floating      | 9.03%                 | 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        |    337232 | PA      | $331787.55    | 0.00%             | 2028-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                        | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    186441 | PA      | $186723.36    | 0.00%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     55000 | PA      | $56420.65     | 0.00%             | 2032-11-22      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    106410 | PA      | $91844.78     | 0.00%             | 2028-12-18      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                           | Savor Acquisition Inc                                                            | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    639655 | PA      | $644203.13    | 0.01%             | 2032-02-19      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                        | First Eagle Holdings Inc                                                         | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    281875 | PA      | $279509.61    | 0.00%             | 2032-08-16      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                          | Colossus Acquireco LLC                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1670000 | PA      | $1661650.00   | 0.02%             | 2032-07-30      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1641831 | PA      | $1649358.74   | 0.02%             | 2032-07-12      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                           | Tiger Acquisition LLC                                                            | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    816814 | PA      | $815209.10    | 0.01%             | 2032-08-23      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                               | InRetail Consumer                                                                | CUSIP: BO5432337<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   2700000 | PA      | $2627757.99   | 0.04%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46645637 | PA      | $41725197.70  | 0.63%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8190943 | PA      | $8385190.36   | 0.13%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                        | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4604000 | PA      | $4878173.13   | 0.07%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172830 | PA      | $177070.01    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A7VG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251282 | PA      | $212747.57    | 0.00%             | 2041-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31394RHM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20018 | PA      | $20378.02     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397RKF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28438 | PA      | $2262.24      | 0.00%             | 2038-02-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398CKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42032 | PA      | $40614.41     | 0.00%             | 2038-06-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398W4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309581 | PA      | $320936.84    | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 31425VYM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8156515 | PA      | $8346539.05   | 0.13%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $460162.84    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                   | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9761068 | PA      | $5106084.91   | 0.08%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    460000 | PA      | $482530.80    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae I Pool                                                                | CUSIP: 36176XUH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23557826 | PA      | $22064894.01  | 0.33%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TT96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23416537 | PA      | $21167695.83  | 0.32%             | 2048-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ACEM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3682563 | PA      | $3412455.16   | 0.05%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                         | Nationwide Building Society                                                      | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5640000 | PA      | $5802218.58   | 0.09%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                     | Netflix Inc                                                                      | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3549000 | PA      | $3576982.80   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                        | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $863099.24    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                 | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $754032.61    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                          | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    585000 | PA      | $550006.59    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38375YDW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34423 | PA      | $650.50       | 0.00%             | 2038-09-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28747724 | PA      | $25557484.85  | 0.38%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GABS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128375 | PA      | $124929.09    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor                  | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AP1              | CUSIP: 65535VSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157197 | PA      | $44719.27     | 0.00%             | 2036-01-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    410000 | PA      | $424057.99    | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377J6Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1704396 | PA      | $232575.09    | 0.00%             | 2040-09-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                          | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |    700000 | PA      | $593021.57    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QQF72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4199260 | PA      | $3962766.23   | 0.06%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397SPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12892 | PA      | $12830.98     | 0.00%             | 2026-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                          | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1234908.10   | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                        | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2586476.68   | 0.04%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                         | Hyundai Capital America                                                          | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9420000 | PA      | $9651186.96   | 0.14%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                  | Hyundai Auto Receivables Trust 2024-C                                            | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5275293.92   | 0.08%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM XXV Ltd                                                                      | CUSIP: 50189PAJ1<br>LEI: 549300FY8UGGJMQNCO13 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2009492.40   | 0.03%             | 2030-07-20      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    530000 | PA      | $514853.82    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2007-2                                                     | CUSIP: 52521DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85246 | PA      | $55943.38     | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                 | Lehman XS Trust 2007-3                                                           | CUSIP: 525245AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7563516 | PA      | $7081898.79   | 0.11%             | 2037-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    530000 | PA      | $454436.97    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    505000 | PA      | $467331.51    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                        | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1142934.53   | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                     | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   4168000 | PA      | $4432234.53   | 0.07%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                   | RFMSI Series 2007-S2 Trust                                                       | CUSIP: 749583AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359144 | PA      | $276652.19    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers                   | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6512448.15   | 0.10%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31402Q6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237622 | PA      | $243165.00    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J2J64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4659761 | PA      | $3354562.29   | 0.05%             | 2050-12-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25316257 | PA      | $25911942.60  | 0.39%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31412PNV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41294 | PA      | $42050.39     | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4110000 | PA      | $3494469.14   | 0.05%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                              | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2512000 | PA      | $2528141.08   | 0.04%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                        | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    625000 | PA      | $641903.77    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    795000 | PA      | $790046.75    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YQW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4100 | PA      | $4051.88      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13308024 | PA      | $13518292.70  | 0.20%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                   | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2398251.70   | 0.04%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                               | Park Blue CLO 2022-1 Ltd                                                         | CUSIP: 70016WAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5022099.50   | 0.08%             | 2037-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1015928.33   | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                               | Trimaran Cavu 2021-3 Ltd                                                         | CUSIP: 89624GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5020219.50   | 0.08%             | 2035-01-18      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2896000 | PA      | $2633009.90   | 0.04%             | 2051-08-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491000 | PA      | $517428.08    | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    420000 | PA      | $435532.44    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |   3731000 | PA      | $3747975.19   | 0.06%             | 2025-11-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                        | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2137750.64   | 0.03%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2021-NQM6 Trust                                                             | CUSIP: 36167KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6944000 | PA      | $5504656.01   | 0.08%             | 2066-08-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ABGW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22838243 | PA      | $19636139.50  | 0.29%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                          | GSAA Home Equity Trust 2007-10                                                   | CUSIP: 3622NDAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929629 | PA      | $334802.68    | 0.01%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2014-GC26                                           | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |   3031000 | PA      | $1788411.24   | 0.03%             | 2047-11-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1011015.72   | 0.02%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                         | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: BT4410523<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   2210487 | PA      | $2245240.72   | 0.03%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                   | CoreLogic Inc                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    522094 | PA      | $523072.48    | 0.01%             | 2028-06-02      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| OVG BUSINESS SERVICES                           | Ovg Business Services LLC                                                        | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    728166 | PA      | $728620.93    | 0.01%             | 2031-06-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                    | Cotiviti Inc                                                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1130000 | PA      | $1111637.50   | 0.02%             | 2032-03-29      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5176548 | PA      | $5130857.25   | 0.08%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                  | VOLT CV LLC                                                                      | CUSIP: 91835GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1164306 | PA      | $1164733.23   | 0.02%             | 2051-11-27      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| VAMOS EUROPE SA                                 | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | BR        |   1600000 | PA      | $1587600.00   | 0.02%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    670000 | PA      | $705699.21    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $359484.91    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                    | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1736600.48   | 0.03%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                          | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4976000 | PA      | $4928853.84   | 0.07%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1711301.14   | 0.03%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                | Pregis TopCo LLC                                                                 | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    494827 | PA      | $498795.32    | 0.01%             | 2029-02-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                 | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   3954528 | PA      | $3928657.08   | 0.06%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                              | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1416477.26   | 0.02%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1718624.48   | 0.03%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    590000 | PA      | $624314.47    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust   | CUSIP: 93934FKN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334765 | PA      | $317929.33    | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                           | Waste Connections Inc                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |   3959000 | PA      | $4081168.76   | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                        | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1300073.44   | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7049000 | PA      | $7834579.33   | 0.12%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9693000 | PA      | $9999189.37   | 0.15%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2705000 | PA      | $2464214.43   | 0.04%             | 2053-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2020-C58                                   | CUSIP: 95002UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5510000 | PA      | $4702745.88   | 0.07%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                        | Banco do Brasil SA/Cayman                                                        | CUSIP: EJ5310291<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   5400000 | PA      | $5418495.00   | 0.08%             | 2025-10-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                           | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    358000 | PA      | $376625.17    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   3807000 | PA      | $3875669.75   | 0.06%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4622000 | PA      | $4759757.14   | 0.07%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378VU52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1352340 | PA      | $61194.06     | 0.00%             | 2043-02-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                      | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   1460000 | PA      | $1419531.84   | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     62116 | PA      | $47829.32     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    215781 | PA      | $39919.42     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    666440 | PA      | $666293.79    | 0.01%             | 2029-04-13      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    740755 | PA      | $742492.13    | 0.01%             | 2029-06-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    218087 | PA      | $216996.53    | 0.00%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                       | Corpay Technologies Operating Co LLC                                             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    199000 | PA      | $198907.47    | 0.00%             | 2028-04-28      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAC4<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     63527 | PA      | $61799.57     | 0.00%             | 2028-12-18      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                              | Hunter Douglas Inc                                                               | CUSIP: N8137FAE0<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    593979 | PA      | $595517.58    | 0.01%             | 2032-01-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                        | Freeport LNG Investments LLLP                                                    | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    771155 | PA      | $772465.70    | 0.01%             | 2028-12-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                             | CNT Holdings I Corp                                                              | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    172817 | PA      | $172909.33    | 0.00%             | 2032-11-08      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                | Finastra USA Inc                                                                 | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    290000 | PA      | $289119.85    | 0.00%             | 2032-09-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     22311 | PA      | $22380.84     | 0.00%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                             | Banco Industrial SA/Guatemala                                                    | CUSIP: BN7034463<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |   2937000 | PA      | $2932594.50   | 0.04%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    724050 | PA      | $764958.83    | 0.01%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763095<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   2600000 | PA      | $2494127.01   | 0.04%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763111<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   1600000 | PA      | $1417295.50   | 0.02%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                         | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    330000 | PA      | $356783.46    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                  | Bear Stearns Asset Backed Securities Trust 2007-SD1                              | CUSIP: 07389QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257089 | PA      | $88725.29     | 0.00%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                           | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1216726.80   | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2023-B38 Mortgage Trust                                                | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1315000 | PA      | $1347462.88   | 0.02%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  12173000 | PA      | $10023158.85  | 0.15%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                      | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4070000 | PA      | $3517764.90   | 0.05%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   6222000 | PA      | $4856317.60   | 0.07%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1492821.19   | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                           | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $5011129.48   | 0.08%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104161 | PA      | $106981.47    | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BGHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16327962 | PA      | $350592.37    | 0.01%             | 2051-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25891 | PA      | $25888.49     | 0.00%             | 2038-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397UVX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359454 | PA      | $360593.84    | 0.01%             | 2041-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160059 | PA      | $163793.14    | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QTCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32997593 | PA      | $34117310.48  | 0.51%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                          | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    695000 | PA      | $675985.70    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                          | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    820000 | PA      | $840425.38    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                  | HSI Asset Securitization Corp Trust 2006-HE1                                     | CUSIP: 44328AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21209032 | PA      | $5698436.44   | 0.09%             | 2036-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                           | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2485605.82   | 0.04%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUAY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8221402 | PA      | $8289521.98   | 0.12%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193741 | PA      | $196598.91    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                         | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1870000 | PA      | $1956844.60   | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LA74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219129 | PA      | $92409.58     | 0.00%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                  | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  71281969 | NS      | $71281968.85  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL LP                             | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |   6064000 | PA      | $6223468.16   | 0.09%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $580401.41    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                        | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1433886.73   | 0.02%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4667000 | PA      | $4822546.40   | 0.07%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                               | Jamestown CLO XII Ltd                                                            | CUSIP: 47047JAU8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2008984.00   | 0.03%             | 2038-03-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                        | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1287951.58   | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                              | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $268566.24    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                          | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1810622.97   | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                     | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   9243000 | PA      | $9593720.18   | 0.14%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENDURE DIGITAL INC                              | Newfold Digital Holdings Group Inc                                               | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    345672 | PA      | $182082.75    | 0.00%             | 2028-02-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1016200 | PA      | $923471.30    | 0.01%             | 2030-02-19      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    268817 | PA      | $268845.56    | 0.00%             | 2030-02-28      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                     | Opal US LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1365000 | PA      | $1370289.38   | 0.02%             | 2032-04-23      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                  | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    624228 | PA      | $628629.18    | 0.01%             | 2028-02-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                        | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |   1117080 | PA      | $1106970.31   | 0.02%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE                        | Interoceanica IV Finance Ltd                                                     | CUSIP: EG3966884<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | PE        |    133163 | PA      | $131165.45    | 0.00%             | 2025-11-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| INRETAIL SHOPPIN                                | InRetail Shopping Malls                                                          | CUSIP: AR9465592<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |   2400000 | PA      | $2409916.80   | 0.04%             | 2028-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                        | Empresas Publicas de Medellin ESP                                                | CUSIP: BK4385310<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   1200000 | PA      | $1120431.84   | 0.02%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                  | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7675000 | PA      | $7210922.68   | 0.11%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4168000 | PA      | $4305615.56   | 0.06%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                 | Katayma CLO I Ltd                                                                | CUSIP: 48585JAA8<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | US        |   2190000 | PA      | $2197867.14   | 0.03%             | 2036-10-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                         | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2444586.66   | 0.04%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 28 Ltd                                                                       | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3254961.45   | 0.05%             | 2030-10-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                         | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |  11749000 | PA      | $11663162.63  | 0.18%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                     | Legacy Mortgage Asset Trust 2019-RPL3                                            | CUSIP: 52474FBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19445369 | PA      | $17358651.17  | 0.26%             | 2058-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                          | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    170000 | PA      | $139554.70    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                  | Long Beach Mortgage Loan Trust 2006-3                                            | CUSIP: 542514UK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12641582 | PA      | $3751820.60   | 0.06%             | 2046-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5041000 | PA      | $5109893.94   | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                        | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $785390.81    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                           | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | BR        |   1100000 | PA      | $1208673.05   | 0.02%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                          | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   5256000 | PA      | $5351249.49   | 0.08%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                        | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $785493.69    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1160100.31   | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS4 Trust                                                       | CUSIP: 749228AK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487300 | PA      | $1216617.04   | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290687 | PA      | $238265.42    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                   | RFMSI Series 2007-S3 Trust                                                       | CUSIP: 74958BAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264871 | PA      | $192658.15    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                   | RFMSI Series 2006-S10 Trust                                                      | CUSIP: 74958DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32666 | PA      | $26594.69     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                        | Renesas Electronics Corp                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |   9281000 | PA      | $9047363.82   | 0.14%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-A6                                   | CUSIP: 76113FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1611826 | PA      | $408781.97    | 0.01%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                               | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1957075.97   | 0.03%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $594184.30    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2133183.05   | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                             | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |    210000 | PA      | $81900.00     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                    | Saxon Asset Securities Trust 2005-2                                              | CUSIP: 805564SF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7695758 | PA      | $5503473.22   | 0.08%             | 2035-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                             | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    965000 | PA      | $966301.79    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LT                  | Shenton Aircraft Investment I Ltd                                                | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | CN        |    792249 | PA      | $778959.87    | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                  | Sofi Alternative Trust 2021-1                                                    | CUSIP: 83406GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    419379 | PA      | $413714.12    | 0.01%             | 2030-05-25      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point Clo XX Ltd                                                           | CUSIP: 83611JAE5<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002501.70   | 0.02%             | 2031-07-26      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                             | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    360000 | PA      | $350172.61    | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                   | Starwood Mortgage Residential Trust 2020-1                                       | CUSIP: 85573AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5910000 | PA      | $5162890.90   | 0.08%             | 2050-02-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                             | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    625000 | PA      | $642474.38    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                   | Takeda US Financing Inc                                                          | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $5041534.40   | 0.08%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                      | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   4849000 | PA      | $5118420.14   | 0.08%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1291102.35   | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87478.94     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    785000 | PA      | $838065.22    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 340000000 | PA      | $334855242.40 | 5.03%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                  | VOLT XCVII LLC                                                                   | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217719 | PA      | $217845.00    | 0.00%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                     | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1903991.81   | 0.03%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503741 | PA      | $477870.42    | 0.01%             | 2048-04-25      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                        | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2424706.99   | 0.04%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                              | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1453130.84   | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                        | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1753340.84   | 0.03%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-3 Trust   | CUSIP: 93936JAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545292 | PA      | $489408.94    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust   | CUSIP: 93936PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44676 | PA      | $51344.65     | 0.00%             | 2037-06-25      | Floating      | 13.85%                | No            |                  2 | On Loan: No      |
| Wave USA                                        | WAVE 2019-1 LLC                                                                  | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6446105 | PA      | $6291952.96   | 0.09%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    812496 | PA      | $826719.25    | 0.01%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTREA INC                                     | Fortrea Holdings Inc                                                             | CUSIP: 34965PAD8<br>LEI: 5493000FIVFABOVCDU97 | Long             | LON              | CORP              | US        |     59794 | PA      | $55571.80     | 0.00%             | 2030-07-01      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    318496 | PA      | $315731.44    | 0.00%             | 2030-11-29      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    405188 | PA      | $406761.66    | 0.01%             | 2029-02-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    403588 | PA      | $404799.19    | 0.01%             | 2028-08-23      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    436049 | PA      | $414610.53    | 0.01%             | 2029-09-10      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    987980 | PA      | $966027.17    | 0.01%             | 2031-06-06      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                 | Trans Union LLC                                                                  | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    420750 | PA      | $420882.54    | 0.01%             | 2031-06-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                              | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    334082 | PA      | $333108.56    | 0.00%             | 2031-02-18      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                          | Amentum Holdings, Inc., Senior Secured First Lien Term Loan                      | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    912600 | PA      | $913599.30    | 0.01%             | 2031-09-29      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                        | Graham Packaging Co Inc                                                          | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    980000 | PA      | $981102.50    | 0.01%             | 2027-08-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                            | Alpha Generation LLC                                                             | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1362269 | PA      | $1362098.31   | 0.02%             | 2031-09-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    562175 | PA      | $486750.79    | 0.01%             | 2031-10-07      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    164035 | PA      | $155833.42    | 0.00%             | 2029-11-15      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    339150 | PA      | $340655.83    | 0.01%             | 2028-04-24      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                          | Arsenal AIC Parent LLC, Senior Secured First Lien Term Loan                      | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    208353 | PA      | $208613.44    | 0.00%             | 2030-08-18      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                  | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    415000 | PA      | $417500.38    | 0.01%             | 2032-05-06      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    834004 | PA      | $836718.73    | 0.01%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSURANCE HOLD                        | Trucordia Insurance Holdings LLC                                                 | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    745000 | PA      | $747793.75    | 0.01%             | 2032-06-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    627935 | PA      | $629896.81    | 0.01%             | 2031-12-11      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                             | Resideo Funding Inc                                                              | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    805000 | PA      | $806259.83    | 0.01%             | 2032-08-13      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                           | Intercorp Financial Services Inc                                                 | CUSIP: AP5716067<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PE        |   2100000 | PA      | $2090021.43   | 0.03%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN                        | Prumo Participacoes e Investimentos S/A                                          | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   4528778 | PA      | $4624438.23   | 0.07%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    600000 | PA      | $441656.36    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                   | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2821000 | PA      | $2928244.12   | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2929390.50   | 0.04%             | 2038-08-17      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2441171.00   | 0.04%             | 2038-08-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5650000 | PA      | $5679973.25   | 0.09%             | 2029-12-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                     | Acushnet Co                                                                      | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    620000 | PA      | $643628.20    | 0.01%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                              | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345721.68    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                          | Arizona Public Service Co                                                        | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |  10004000 | PA      | $10254953.54  | 0.15%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                        | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $649122.92    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                  | Avant Credit Card Master Trust 2025-1                                            | CUSIP: 05351KAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2995499.70   | 0.04%             | 2031-04-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                             | Avery Dennison Corp                                                              | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   2311000 | PA      | $2444579.06   | 0.04%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                  | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |    910000 | PA      | $949849.81    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2862000 | PA      | $2930637.06   | 0.04%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                  | Banc of America Funding 2006-6 Trust                                             | CUSIP: 05950RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70664 | PA      | $61512.72     | 0.00%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                        | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   3600000 | PA      | $3542695.20   | 0.05%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2506000 | PA      | $2610284.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                          | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4277000 | PA      | $4421274.80   | 0.07%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                     | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   2894000 | PA      | $3006229.32   | 0.05%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAU8<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2008519.40   | 0.03%             | 2030-11-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2406902.16   | 0.04%             | 2030-10-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4874000 | PA      | $5079489.79   | 0.08%             | 2058-07-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1594176.02   | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                              | CCL Industries Inc                                                               | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   5151000 | PA      | $4844792.52   | 0.07%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                 | CLI Funding IX LLC                                                               | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   3898333 | PA      | $3962255.87   | 0.06%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                          | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    405000 | PA      | $418284.26    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   2100000 | PA      | $1727725.86   | 0.03%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                | Carlisle Cos Inc                                                                 | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $2029934.22   | 0.03%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | CARLYLE US CLO 2021-8 LTD                                                        | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5017500.00   | 0.08%             | 2038-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1698502.90   | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585883.60    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                  | Carrington Mortgage Loan Trust Series 2006-NC5                                   | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4765220 | PA      | $4311521.13   | 0.06%             | 2037-01-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2024-P3                                           | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5450000 | PA      | $5479963.01   | 0.08%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                          | Castle US Holding Corp                                                           | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |    204000 | PA      | $35700.00     | 0.00%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                  | Castlelake Aircraft Structured Trust 2021-1                                      | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994529 | PA      | $984918.51    | 0.01%             | 2046-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                              | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5024429.00   | 0.08%             | 2035-01-20      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4143000 | PA      | $4222966.45   | 0.06%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    825000 | PA      | $841434.83    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DELL INC                                        | Dell Inc                                                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2411171.17   | 0.04%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                             | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    410000 | PA      | $433519.33    | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $697224.77    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38243622 | PA      | $231955.22    | 0.00%             | 2049-07-10      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6349351 | PA      | $5612328.97   | 0.08%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HT5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17450500 | PA      | $16142118.05  | 0.24%             | 2034-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140NYN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5208970 | PA      | $5245798.56   | 0.08%             | 2030-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W0SF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9533887 | PA      | $9671312.85   | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XCTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5931650 | PA      | $5366290.64   | 0.08%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33160255 | PA      | $30641297.57  | 0.46%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XMQ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27630789 | PA      | $23604007.54  | 0.35%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Ginnie Mae II Pool                                                               | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10700580 | PA      | $9196008.41   | 0.14%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1768832.89   | 0.03%             | 2049-05-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2588000 | PA      | $120652.56    | 0.00%             | 2035-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38374UCH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    468186 | PA      | $467004.07    | 0.01%             | 2039-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EF85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12830301 | PA      | $2128590.61   | 0.03%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   9845000 | PA      | $9772068.04   | 0.15%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                     | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   2821000 | PA      | $2951773.15   | 0.04%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                        | Interstate Power and Light Co                                                    | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   2514000 | PA      | $2476540.17   | 0.04%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2021-SFR1 Trust                                                             | CUSIP: 00179DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9506445.00   | 0.14%             | 2038-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                           | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $803508.92    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5098000 | PA      | $4679335.72   | 0.07%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                  | Adjustable Rate Mortgage Trust 2007-3                                            | CUSIP: 00703RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16969 | PA      | $16706.73     | 0.00%             | 2037-11-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                             | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   2081000 | PA      | $2085715.55   | 0.03%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                       | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6866000 | PA      | $6854937.09   | 0.10%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                              | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |   1305000 | PA      | $1366555.55   | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                          | Argent Securities Trust 2006-M1                                                  | CUSIP: 04012MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13396564 | PA      | $3646931.93   | 0.05%             | 2036-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                          | Argent Securities Trust 2006-M1                                                  | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10520593 | PA      | $2864273.57   | 0.04%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                            | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2792325.17   | 0.04%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                              | Athene Holding Ltd                                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3699000 | PA      | $3737858.00   | 0.06%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |   1400000 | PA      | $1302614.74   | 0.02%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5608000 | PA      | $5747393.01   | 0.09%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1690277.93   | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                          | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4895000 | PA      | $5056588.21   | 0.08%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A24U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948319 | PA      | $918372.28    | 0.01%             | 2042-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1062234.88   | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                  | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42642744 | PA      | $120602.21    | 0.00%             | 2049-06-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3676 | PA      | $405.25       | 0.00%             | 2040-01-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108613 | PA      | $111389.08    | 0.00%             | 2040-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                  | Long Beach Mortgage Loan Trust 2006-6                                            | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14861112 | PA      | $5872821.61   | 0.09%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                   | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1227363.38   | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MZ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10205 | PA      | $515.59       | 0.00%             | 2040-04-25      | Floating      | 0.46%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6175167 | PA      | $61.75        | 0.00%             | 2048-07-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2058562 | PA      | $24.09        | 0.00%             | 2048-08-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                 | Lehman XS Trust 2007-1                                                           | CUSIP: 525241AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2206457 | PA      | $2137473.83   | 0.03%             | 2037-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                           | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5650000 | PA      | $5670566.00   | 0.09%             | 2042-08-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                        | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    619000 | PA      | $627902.16    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                      | Navient Private Education Refi Loan Trust 2018-A                                 | CUSIP: 63940PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2646425 | PA      | $2611107.57   | 0.04%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                               | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    715000 | PA      | $710205.64    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                    | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    490000 | PA      | $508523.96    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                         | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $177526.80    | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                  | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1899057 | PA      | $1826698.36   | 0.03%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                          | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227918.50    | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                        | Adani Electricity Mumbai Ltd                                                     | CUSIP: ZP9004422<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |   1900000 | PA      | $1792786.42   | 0.03%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     87964 | PA      | $88221.80     | 0.00%             | 2031-07-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   1067136 | PA      | $1035122.41   | 0.02%             | 2028-08-31      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                        | NGL Energy Operating LLC                                                         | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    590000 | PA      | $591475.00    | 0.01%             | 2031-02-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                        | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2330000 | PA      | $2454648.50   | 0.04%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXV Ltd                        | Marble Point Clo XXV Ltd                                                         | CUSIP: 565923AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1502009.70   | 0.02%             | 2036-10-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                   | MASTR Alternative Loan Trust 2005-2                                              | CUSIP: 576434J47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73761 | PA      | $57588.50     | 0.00%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    685000 | PA      | $685179.86    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    940379 | PA      | $935677.31    | 0.01%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    369682 | PA      | $336040.81    | 0.01%             | 2030-08-01      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    983738 | PA      | $984475.30    | 0.01%             | 2031-07-09      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                              | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    444288 | PA      | $442993.32    | 0.01%             | 2031-02-18      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                  | Merrill Lynch Mortgage Investors Trust Series 2007-MLN1                          | CUSIP: 59024UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4690092 | PA      | $3655012.23   | 0.05%             | 2037-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NP SPE LP                                       | NP SPE II LLC                                                                    | CUSIP: 62946AAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |   1642429 | PA      | $1638640.11   | 0.02%             | 2046-04-20      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                             | Ascend Learning LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    205092 | PA      | $205102.24    | 0.00%             | 2028-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    288582 | PA      | $287989.12    | 0.00%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                    | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965493.10    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                         | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2499079.57   | 0.04%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                | APi Group DE Inc                                                                 | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    295000 | PA      | $295122.43    | 0.00%             | 2029-01-03      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                           | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    852613 | PA      | $852318.97    | 0.01%             | 2028-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 27                  | Octagon Investment Partners 27 Ltd                                               | CUSIP: 67590XAS1<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10091149.00  | 0.15%             | 2030-07-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                       | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    480000 | PA      | $483075.84    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANCO EST RIO GRANDE SUL                        | Banco do Estado do Rio Grande do Sul SA                                          | CUSIP: BN6932428<br>LEI: 254900W2BN097WLYIM20 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $599659.39    | 0.01%             | 2031-01-28      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                          | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: BQ7269484<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $684810.07    | 0.01%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                        | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2876000 | PA      | $2539016.98   | 0.04%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                  | Option One Mortgage Loan Trust 2004-3                                            | CUSIP: 68389FFV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24627 | PA      | $26304.45     | 0.00%             | 2034-11-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                  | Option One Mortgage Loan Trust 2007-6                                            | CUSIP: 68403KAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14773775 | PA      | $13229383.49  | 0.20%             | 2037-07-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                          | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $440874.85    | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                    | SK Hynix Inc                                                                     | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  13344000 | PA      | $13341900.59  | 0.20%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                 | SEB Funding LLC                                                                  | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4987500 | PA      | $4936516.78   | 0.07%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                  | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309685 | PA      | $307998.89    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                    | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |   1205000 | PA      | $1162963.70   | 0.02%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    780000 | PA      | $688568.63    | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                             | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101133.00   | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIII                                                            | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6861960.00   | 0.10%             | 2034-07-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                              | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1057194.67   | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                          | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $635208.60    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    780000 | PA      | $787893.84    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    599769 | PA      | $561229.62    | 0.01%             | 2049-03-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                  | VOLT CIII LLC                                                                    | CUSIP: 92873JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1527444 | PA      | $1529512.39   | 0.02%             | 2051-08-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    432883 | PA      | $409933.94    | 0.01%             | 2028-04-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    485000 | PA      | $465364.78    | 0.01%             | 2029-01-22      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |    658088 | PA      | $643692.77    | 0.01%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |   1265000 | PA      | $1267371.88   | 0.02%             | 2031-01-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                    | Cotiviti Inc                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    543737 | PA      | $535127.30    | 0.01%             | 2031-05-01      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| HOMESERVE USA HOLDING                           | HomeServe USA Holding Corp                                                       | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    464125 | PA      | $463593.58    | 0.01%             | 2030-10-21      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    166276 | PA      | $168042.29    | 0.00%             | 2032-07-02      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                        | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    490159 | PA      | $490901.69    | 0.01%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |   1581318 | PA      | $1602705.12   | 0.02%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications Inc                                                         | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    248750 | PA      | $217967.19    | 0.00%             | 2029-05-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR                     | Prime Security Services Borrower LLC                                             | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    835000 | PA      | $828411.85    | 0.01%             | 2032-03-08      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    600000 | PA      | $602913.00    | 0.01%             | 2032-05-28      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                        | Alterra Mountain Co                                                              | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     75000 | PA      | $75234.75     | 0.00%             | 2030-05-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MEADE PIPELINE CO LLC                           | Meade Pipeline Co LLC                                                            | CUSIP: N/A<br>LEI: 254900UZE9CEDHUYSZ47       | Long             | LON              | CORP              | US        |    525000 | PA      | $525328.13    | 0.01%             | 2032-09-22      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                        | Banco Continental SAECA                                                          | CUSIP: BM9109232<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   2500000 | PA      | $2492124.38   | 0.04%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                 | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   3100000 | PA      | $3089350.26   | 0.05%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BN8775817<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $360722.40    | 0.01%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTERCORP PERU LTD                              | Intercorp Peru Ltd                                                               | CUSIP: AZ7913496<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $194195.54    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: EK8643794<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    600000 | PA      | $600522.00    | 0.01%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: AZ3417070<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   1800000 | PA      | $1759694.58   | 0.03%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BK4991398<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $692612.83    | 0.01%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BN7410036<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   1200000 | PA      | $1069355.04   | 0.02%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                        | Adani Electricity Mumbai Ltd                                                     | CUSIP: BQ5241923<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |   1300000 | PA      | $1194539.32   | 0.02%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                           | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |   1800000 | PA      | $1787698.49   | 0.03%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Funds Trust

**Title:** Vice President