# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001193125-26-050284
**Filing Date:** 2026-2
**Character Count:** 823670
**Document Hash:** 86e4e4065f108a883bc213761fa492d7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-050284.hdr.sgml**: 20260213

**ACCESSION NUMBER**: 0001193125-26-050284

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260213

**DATE AS OF CHANGE**: 20260213

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EMPOWER FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000356476

**ORGANIZATION NAME:**
- **EIN:** 840876044
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 26629826

**BUSINESS ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 303-737-3000

**MAIL ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT-WEST FUNDS INC
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAXIM SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Empower Multi-Sector Bond Fund (Series ID: S000023756)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000069833 | Investor Class      | MXLMX           |
| C000155782 | Institutional Class | MXUGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EMPOWER FUNDS, INC.

- **b. Investment Company Act file number:** 811-03364

- **c. CIK number of Registrant:** 0000356476

- **d. LEI of Registrant:** RUYOMHMDMSPQ01U66388

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

  - **Street Address 1:** 8515 E Orchard Road

  - **City:** Greenwood Village

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 866-831-7129

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

- **a. Name of Series:** Empower Multi-Sector Bond Fund

- **b. EDGAR series identifier (if any):** S000023756

- **c. LEI of Series:** LY1P0ASZ60YV0L8LIB92

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

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

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1395167435.70

**Total Liabilities:** $7134371.23

**Net Assets:** $1388033064.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 936.894362599128 | **1-Year:** 22435.383411787717 | **5-Year:** 137069.048148170241 | **10-Year:** 145282.506564998224 | **30-Year:** 32082.161475182017

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

- **3-Month:** 1238.445818699726 | **1-Year:** 18822.208167839087 | **5-Year:** 52823.588232796409 | **10-Year:** 25490.836901044633 | **30-Year:** 9268.911388220277

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069833 | 0.44%                | 0.51%                | 0.32%                |
| Class ID C000155782 | 0.46%                | 0.58%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $408934.69               | $-878617.53                                |
| Month 2  | $207544.84               | $2211163.46                                |
| Month 3  | $673956.05               | $-2381804.91                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** LY1P0ASZ60YV0L8LIB92

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Instl Resv                                                                               | Dreyfus Instl Resv PFD GOVT INSTL                                                 | CUSIP: 26200X100<br>LEI: 549300FG0OZ5YKPLK622 | Long             | STIV             | RF                | US        |  18708786 | PA      | $18708786.38  | 1.35%             | 2026-01-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Acm Auto Trust 2025-3                                                                            | ACMAT 2025-3A A                                                                   | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1045835 | NS      | $1044040.38   | 0.08%             | 2030-01-20      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Inc.                                                                              | AMN 6.5 01/15/31 144A                                                             | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    355000 | NS      | $355066.40    | 0.03%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                  | ACRISU 6 08/01/29 144A                                                            | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   1130000 | NS      | $1116217.39   | 0.08%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3.3 01/30/32                                                                  | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1435000 | NS      | $1324963.41   | 0.10%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER V6.95 03/10/55                                                                | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    481000 | NS      | $504009.08    | 0.04%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER V6.5 01/31/56                                                                 | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    580000 | NS      | $598260.13    | 0.04%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                              | AFFRM 2024-A 1D                                                                   | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $100212.10    | 0.01%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                                | AYR 5.95 02/15/29 144A                                                            | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    195000 | NS      | $202934.44    | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA A                                                                   | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1725000 | NS      | $1731465.63   | 0.12%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                       | ALVGR V5.6 09/03/54 144A                                                          | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    375000 | NS      | $383859.38    | 0.03%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                            | ALTICE 5 01/15/28 144A                                                            | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2005000 | NS      | $1403429.51   | 0.10%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-4                                              | ACAR 2025-4 C                                                                     | CUSIP: 024948AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | NS      | $576183.13    | 0.04%             | 2031-01-13      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                             | ANGOL 8.75 04/14/32 144A                                                          | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    743000 | NS      | $723956.28    | 0.05%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 5.875 02/16/31 144a                                                         | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    780000 | NS      | $780052.19    | 0.06%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 8.625 02/04/30 144A                                                         | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    158000 | NS      | $175275.31    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                                       | ACA 6.875 08/15/32 144A                                                           | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     45000 | NS      | $47435.83     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 4.125 07/09/35                                                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    543000 | NS      | $403992.00    | 0.03%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust 2024-A                                                            | ASCNT 2024-A A                                                                    | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168189 | NS      | $172817.63    | 0.01%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                                        | AES V7.6 01/15/55                                                                 | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    565000 | NS      | $575400.50    | 0.04%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| APH Somerset Inv 2 LLC / APH2 Somerset Inv 2 LLC / APH3 Somerset Inv 2                           | AQUARI 7.875 11/01/29 144A                                                        | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | NS      | $31309.51     | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.375 08/15/35                                                                  | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1560000 | NS      | $1598609.25   | 0.12%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AGFC Capital Trust I                                                                             | AMGFIN V0 01/15/67 144A                                                           | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | NS      | $66000.00     | 0.00%             | 2067-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                                | AYR 4.25 06/15/26                                                                 | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1210000 | NS      | $1209939.25   | 0.09%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                           | AYR 5.75 10/01/31 144A                                                            | CUSIP: 00929JAA4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    450000 | NS      | $469037.30    | 0.03%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Adani Ports And Special Economic Zone Ltd.                                                       | ADSEZ 4.375 07/03/29 144A                                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    500000 | NS      | $485149.28    | 0.03%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 4.95 09/10/34                                                                 | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1300000 | NS      | $1297455.53   | 0.09%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2025-3A A                                                                   | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640000 | NS      | $1645359.38   | 0.12%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                           | AYR 5.25 03/15/30 144A                                                            | CUSIP: 00929JAB2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    260000 | NS      | $265426.81    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alaska Airlines Pass Through Trust 2020-1A                                                       | ALK 4.8 08/15/27 144A                                                             | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |   1063494 | NS      | $1064452.19   | 0.08%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 4.875 02/15/30 144A                                                           | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1245000 | NS      | $1234729.01   | 0.09%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                                | SFRFP 6.5 10/15/31 144A                                                           | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    154020 | NS      | $146251.34    | 0.01%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                              | ACAR 2023-4 D                                                                     | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $515950.81    | 0.04%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                                                       | AMNPHA 6.875 08/01/32 144A                                                        | CUSIP: 03168LAA3<br>LEI: 549300VV176ZO5WQHZ61 | Long             | DBT              | CORP              | US        |     40000 | NS      | $42252.40     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.5 12/01/34                                                                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1640000 | NS      | $1685020.80   | 0.12%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 5.15 02/15/35                                                                 | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    300000 | NS      | $303139.59    | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2024-1 LLC                                                                 | XCAP 2024-1A B                                                                    | CUSIP: 05335FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1282000 | NS      | $1313924.00   | 0.09%             | 2031-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                              | AVTR 4.625 07/15/28 144A                                                          | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    325000 | NS      | $323234.13    | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2020-2A C                                                                   | CUSIP: 05377REC4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     48333 | NS      | $48321.25     | 0.00%             | 2027-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-5A D                                                                   | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $254199.83    | 0.02%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                                  | BALN 5.3 03/26/34 144A                                                            | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2480000 | NS      | $2568151.77   | 0.19%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V7.003 10/19/34 144A                                                       | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    900000 | NS      | $1002088.75   | 0.07%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 B                                                                    | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860000 | NS      | $822906.50    | 0.06%             | 2041-12-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-A                                                              | BX 2022-AHP B                                                                     | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | NS      | $729334.63    | 0.05%             | 2039-01-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                        | BCP V6.45 07/30/35 144A                                                           | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    502000 | NS      | $522536.08    | 0.04%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.744 02/12/36                                                               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2255000 | NS      | $2349705.00   | 0.17%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners Clo VIII Limited                                                         | BSP 2022-28A BR                                                                   | CUSIP: 08179KAQ6<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |   1080000 | NS      | $1081780.88   | 0.08%             | 2037-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXVII                                                               | BSP 2024-37A B                                                                    | CUSIP: 08182TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    470000 | NS      | $471695.28    | 0.03%             | 2038-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Benin (The Republic of)                                                                          | BENIN 7.96 02/13/38 144A                                                          | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    172000 | NS      | $178303.77    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 9 LTD                                                                            | BGCLO 2024-9A A1                                                                  | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    455000 | NS      | $455807.63    | 0.03%             | 2037-10-22      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.705 05/01/40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    928000 | NS      | $947282.08    | 0.07%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                       | BLDR 6.375 03/01/34 144A                                                          | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    870000 | NS      | $899520.75    | 0.06%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-VLT7 B                                                                    | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790000 | NS      | $791224.13    | 0.06%             | 2044-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NOTE TRUST 2023-A                                                                | BXGNT 2023-A A                                                                    | CUSIP: 123919AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354387 | NS      | $361445.09    | 0.03%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.625 12/01/30 144a                                                        | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2435000 | NS      | $869760.32    | 0.06%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | COOPR 2025-CES2 A1A                                                               | CUSIP: 12674UAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    730842 | NS      | $737140.56    | 0.05%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2018-1                                                      | CLAST 2018-1 B                                                                    | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176351 | NS      | $161571.09    | 0.01%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                               | CVECN 5.4 03/20/36                                                                | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    340000 | NS      | $339553.94    | 0.02%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 4 03/01/31                                                                    | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1980000 | NS      | $1928042.90   | 0.14%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 3.25 01/31/32                                                                 | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    285000 | NS      | $262494.77    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                                    | CHEPDE 5.5 01/15/28 144a                                                          | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   1107000 | NS      | $1091838.00   | 0.08%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.625 01/15/34 144A                                                           | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    740000 | NS      | $773315.53    | 0.06%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 6 12/15/35 144A                                                               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    604000 | NS      | $619194.12    | 0.04%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                      | CLR 4.375 01/15/28                                                                | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    100000 | NS      | $99804.26     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corevest American Finance Trust                                                                  | CAFL 2021-3 D                                                                     | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $96069.97     | 0.01%             | 2054-10-19      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                                                  | CNR 9.5 08/15/29 144A                                                             | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    965000 | NS      | $714100.00    | 0.05%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 6.55 04/03/34 144A                                                         | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    787000 | NS      | $857830.00    | 0.06%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 8.075 04/01/36 144A                                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    265000 | NS      | $285749.69    | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM LLC                                                                                | DCP 6.45 11/03/36 144A                                                            | CUSIP: 26439XAH6<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |    840000 | NS      | $890878.29    | 0.06%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM A10                                                                  | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058000 | NS      | $1063555.00   | 0.08%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi (Emirate of)                                                                           | ADGB 3.875 04/16/50 144A                                                          | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    526000 | NS      | $422386.79    | 0.03%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                                       | ENDP 8.5 04/15/31 144A                                                            | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | NS      | $671157.53    | 0.05%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                                       | ESAB 6.25 04/15/29 144A                                                           | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     23000 | NS      | $23648.99     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2023-3A D                                                                    | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | NS      | $1207732.80   | 0.09%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                             | ESA 2025-ESH C                                                                    | CUSIP: 30227TAE0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $105164.18    | 0.01%             | 2042-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fhf Issuer Trust 2024-1                                                                          | FHF 2025-2A A2                                                                    | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | NS      | $1176331.50   | 0.08%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FA1728                                                                         | CUSIP: 3140W14N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4822028 | NS      | $4954337.50   | 0.36%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                                                        | EFMT 2019-2 A3                                                                    | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26943 | NS      | $26207.95     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR1 TRUST                                                                   | FKH 2021-SFR1 E1                                                                  | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | NS      | $329306.41    | 0.02%             | 2038-08-19      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2020-4                                                                | FCAT 2020-4 D                                                                     | CUSIP: 33845XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29052 | NS      | $29004.13     | 0.00%             | 2027-02-16      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                                                | FLR 1.125 08/15/29                                                                | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    211000 | NS      | $240371.20    | 0.02%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                                     | FOCS 6.75 09/15/31 144A                                                           | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    360000 | NS      | $370122.69    | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2023-B                                                              | FORDL 2023-B D                                                                    | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | NS      | $176356.13    | 0.01%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST 2022-1FP                                                                         | FREED 2022-1FP D                                                                  | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13622 | NS      | $13610.08     | 0.00%             | 2029-03-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GITSIT MTG LN TR 2025-NPL1                                                                       | GITST 2025-NPL2 A1                                                                | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | NS      | $1090000.00   | 0.08%             | 2055-12-27      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                                | GCAR 2021-3A E                                                                    | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445000 | NS      | $1437435.13   | 0.10%             | 2028-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2022-1                                                         | GCAR 2022-2A D                                                                    | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    576240 | NS      | $580880.56    | 0.04%             | 2028-04-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2022-1                                                         | GCAR 2023-4A D                                                                    | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $310325.66    | 0.02%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 3.625 06/15/29 144A                                                            | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    445000 | NS      | $428932.86    | 0.03%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.7 05/08/33 144A                                                          | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1705000 | NS      | $1795331.97   | 0.13%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                      | GBLATL 3.125 06/15/31 144A                                                        | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    360000 | NS      | $325409.19    | 0.02%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Great CDN Gaming Corp/Raptor Co-Issuer LLC                                                       | GCCN 8.75 11/15/29 144A                                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    650000 | NS      | $656597.14    | 0.05%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | HERTZ 2025-3A C                                                                   | CUSIP: 42806MDD8<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    630000 | NS      | $636213.56    | 0.05%             | 2029-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Ltd/LLC                                                             | HORZN 2019-2 A                                                                    | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    144547 | NS      | $141271.67    | 0.01%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                                            | HGMT 2025-HGLR A                                                                  | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | NS      | $1113902.38   | 0.08%             | 2045-02-07      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.5 03/26/36 144A                                                          | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2042000 | NS      | $2036546.37   | 0.15%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 6 09/26/35 144A                                                            | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    424000 | NS      | $440761.05    | 0.03%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 4.55 01/11/28                                                               | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | NS      | $252377.00    | 0.02%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 5.6 01/15/35                                                                | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    872000 | NS      | $921217.46    | 0.07%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Insight Enterprises Inc.                                                                         | NSIT 6.625 05/15/32 144A                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    680000 | NS      | $699037.25    | 0.05%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l. / ION Platform Finance US Inc.                                     | IONPLA 9.5 05/30/29 144a                                                          | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | LU        |    755000 | NS      | $764339.38    | 0.06%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.717 09/14/33                                                               | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    610000 | NS      | $644888.38    | 0.05%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.                  | JBSSBZ 5.95 04/20/35 144A                                                         | CUSIP: 472140AA0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    630000 | NS      | $662437.82    | 0.05%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                          | JBSSBZ 6.75 03/15/34                                                              | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    415000 | NS      | $458492.09    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                                                         | KAZAKS 5.5 07/01/37 144A                                                          | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1104000 | NS      | $1137861.88   | 0.08%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp Capital III                                                                              | KEY 7.75 07/15/29                                                                 | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1056405.88   | 0.08%             | 2029-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KSA Ijarah Sukuk Ltd.                                                                            | KSA 4.875 09/09/35 144A                                                           | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |    538000 | NS      | $540555.50    | 0.04%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL1                                                                           | LHOME 2024-RTL1 A1                                                                | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680000 | NS      | $1686253.94   | 0.12%             | 2029-01-25      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TR 2024-3                                                                   | LADAR 2024-3A C                                                                   | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101272.76    | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Limak Yenilenebilir Enerji AS                                                                    | LIMYEN 9.625 08/12/30 144A                                                        | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    225000 | NS      | $220871.41    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM3 TRUST                                                                              | MFRA 2020-NQM3 A1                                                                 | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    401926 | NS      | $384019.25    | 0.03%             | 2065-01-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Ascot Group Limited                                                                              | ASCOTG 4.25 12/15/30 144A                                                         | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    845000 | NS      | $785242.12    | 0.06%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 5.95 10/15/33 144A                                                          | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1680000 | NS      | $1777493.73   | 0.13%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 6.4 03/26/29 144A                                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     65000 | NS      | $68113.27     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2024-A                                                                   | MFIT 2024-AA D                                                                    | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $102440.84    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                                                             | MXPRLL 7.75 07/15/30 144A                                                         | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    920000 | NS      | $952013.22    | 0.07%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LLP / Medline Co-Issuer Inc.                                                    | MEDIND 6.25 04/01/29 144A                                                         | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    610000 | NS      | $630594.38    | 0.05%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                              | MTH 3.875 04/15/29 144A                                                           | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    771000 | NS      | $757265.38    | 0.05%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                              | MTH 5.65 03/15/35                                                                 | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1920000 | NS      | $1961618.68   | 0.14%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust 2019-1                                                              | MST 2017-1A M1                                                                    | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | NS      | $826408.00    | 0.06%             | 2055-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.484 09/16/36                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1480000 | NS      | $1301383.79   | 0.09%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                           | MSI 5.4 04/15/34                                                                  | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1855000 | NS      | $1915547.13   | 0.14%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Ltd.                                                                          | NBR 7.5 01/15/28 144A                                                             | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    485000 | NS      | $484924.59    | 0.03%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Ashtead Capital Inc.                                                                             | AHTLN 5.5 08/11/32 144A                                                           | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    905000 | NS      | $934452.31    | 0.07%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                             | ATLX 2024-RPL2 A1                                                                 | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289105 | NS      | $282408.94    | 0.02%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| New Home Company Inc                                                                             | NWHM 8.5 11/01/30 144A                                                            | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     90000 | NS      | $92686.77     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                                     | NDSN 5.8 09/15/33                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    930000 | NS      | $983689.65    | 0.07%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST SERIES 2025-R1Q & NYMT LOAN TRUST SERIES 2025-R1T                                | NYMT 2025-R1 A                                                                    | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58695 | NS      | $58852.08     | 0.00%             | 2030-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.2 03/15/40                                                                  | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    990000 | NS      | $1005300.44   | 0.07%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.75 03/31/34 144A                                                            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    105000 | NS      | $105424.73    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 6.5 10/01/31 144A                                                          | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    545000 | NS      | $561724.32    | 0.04%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 6.75 09/15/33                                                                 | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    155000 | NS      | $156957.44    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                                   | OPALBD 6.5 03/31/32 144A                                                          | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     90000 | NS      | $92179.69     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.25 11/09/32                                                                | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    465000 | NS      | $484720.88    | 0.03%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                                  | PRPM 2025-2 A1                                                                    | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211978 | NS      | $212373.11    | 0.02%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL1 TRUST                                                                             | PRET 2024-RPL1 A1                                                                 | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1431022 | NS      | $1387279.19   | 0.10%             | 2063-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 5.375 02/08/35                                                               | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    995000 | NS      | $1016392.50   | 0.07%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.84 01/23/30                                                               | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    890000 | NS      | $903796.50    | 0.07%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                            | PETMK 3.5 04/21/30 144A                                                           | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    319000 | NS      | $310569.64    | 0.02%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POWERPAY ISSUANCE TRUST 2024-1                                                                   | PWRP 2024-1A A                                                                    | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565065 | NS      | $582892.06    | 0.04%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                                       | PROG 2021-SFR7 E1                                                                 | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | NS      | $192573.70    | 0.01%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.125 12/01/29                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    540000 | NS      | $553891.56    | 0.04%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2018-2                                                                     | ARRW 2020-1 A3                                                                    | CUSIP: 04285CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810000 | NS      | $1672228.75   | 0.12%             | 2055-03-25      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                       | PRU V6.5 03/15/54                                                                 | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    485000 | NS      | $512610.83    | 0.04%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 3.625 03/01/29 144A                                                           | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    900000 | NS      | $869285.99    | 0.06%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.93 05/01/60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    605000 | NS      | $593236.48    | 0.04%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS V6.75 12/10/54                                                                | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    768000 | NS      | $802076.16    | 0.06%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 7.375 04/25/30                                                              | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    868000 | NS      | $916608.00    | 0.07%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                             | CPGX 6.036 11/15/33 144A                                                          | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | NS      | $765377.11    | 0.06%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                                       | RGA V6.65 09/15/55                                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    935000 | NS      | $966132.72    | 0.07%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.875 01/30/29 144A                                                        | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1344000 | NS      | $1386787.54   | 0.10%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                                    | CCSI 6.5 10/15/28 144A                                                            | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461000 | NS      | $463167.61    | 0.03%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS8791                                                                         | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2257000 | NS      | $2323001.75   | 0.17%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 6 02/01/33 144A                                                               | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1555000 | NS      | $1597678.96   | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SF ABS ISSUER LLC                                                                                | SFARM 2025-1A A2                                                                  | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | NS      | $1565174.38   | 0.11%             | 2055-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                                        | JBL 3 01/15/31                                                                    | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1325000 | NS      | $1234545.13   | 0.09%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 9.875 08/15/30 144A                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1165000 | NS      | $1254347.38   | 0.09%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                                  | OII 6 02/01/28                                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     16000 | NS      | $16179.62     | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2024-2                                                                       | OPTN 2024-2 B                                                                     | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515000 | NS      | $1518426.88   | 0.11%             | 2032-02-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SMB Pvt Education Loan Trust 2018-C                                                              | SMB 2018-C B                                                                      | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $98381.55     | 0.01%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DR AUTO 2024-3                                                                         | SDART 2024-3 D                                                                    | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    795000 | NS      | $818544.81    | 0.06%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                        | RRX 6.4 04/15/33                                                                  | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1136000 | NS      | $1221921.25   | 0.09%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 5.1 06/18/50                                                               | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1529000 | NS      | $1441388.30   | 0.10%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                                         | SAIC 5.875 11/01/33 144A                                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     16000 | NS      | $16219.84     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                        | STX 5.875 07/15/30 144A                                                           | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     12000 | NS      | $12370.39     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Senegal (Republic of)                                                                            | SENEGL 6.25 05/23/33 144A                                                         | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    835000 | NS      | $482996.08    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 7.875 09/15/29                                                               | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    605000 | NS      | $665516.94    | 0.05%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 4.375 02/15/30 144A                                                            | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     66000 | NS      | $64462.20     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V6.066 01/19/35 144A                                                       | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1220000 | NS      | $1287648.13   | 0.09%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: —       |
| Turkey (Republic of)                                                                             | TURKEY 6.95 09/16/35                                                              | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1748000 | NS      | $1800440.00   | 0.13%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LUMEXA IMAGING                                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL5333838<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | NS      | $270843.75    | 0.02%             | 2032-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 6.5 05/15/32                                                                  | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    511000 | NS      | $531368.47    | 0.04%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                             | STLD 5.375 08/15/34                                                               | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    215000 | NS      | $222736.06    | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                     | TPHL 0 03/30/27 144A                                                              | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |     30749 | NS      | $571.94       | 0.00%             | 2027-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                                      | SUMILF V5.875 09/10/55 144A                                                       | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1270000 | NS      | $1282721.63   | 0.09%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 5.7 04/01/55                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    815000 | NS      | $808471.25    | 0.06%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                                   | SNX 5.3 10/10/35                                                                  | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    285000 | NS      | $282213.34    | 0.02%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Limited                                                                             | TKOCN 8.25 05/01/30 144A                                                          | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    380000 | NS      | $403648.91    | 0.03%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Teine Energy Ltd                                                                                 | TEINEN 6.875 04/15/29 144A                                                        | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |    533000 | NS      | $532901.01    | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 3.15 10/01/26                                                                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    424000 | NS      | $419105.36    | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 6 12/01/32                                                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    335000 | NS      | $351585.22    | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing 2021 Dac / Thrust Engine Leasing 2021 Statutory Trust                      | THRST 2021-1A A                                                                   | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | IE        |    416849 | NS      | $411374.04    | 0.03%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 3.5 11/01/27 144A                                                          | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    385000 | NS      | $379107.47    | 0.03%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V4.875 PERP                                                                  | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1235000 | NS      | $1228620.18   | 0.09%             | 2500-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                        | TPMT 2019-4 A1                                                                    | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136080 | NS      | $131273.14    | 0.01%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MTG TR 2021-1                                                                         | TPMT 2021-1 A2                                                                    | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | NS      | $905636.00    | 0.07%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.699 02/08/35 144A                                                          | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    925000 | NS      | $972605.13    | 0.07%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 0.875 12/01/28 2028                                                          | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    255000 | NS      | $330735.00    | 0.02%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V5.861 06/19/32 144A                                                        | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    400000 | NS      | $406669.68    | 0.03%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 07/31/30                                                                  | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1705000 | NS      | $1717587.75   | 0.12%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER 2025-1                                                                    | UNIT 2025-1A A2                                                                   | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $102402.86    | 0.01%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.5 05/01/33 144A                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1448000 | NS      | $1564565.47   | 0.11%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 06/15/34 144A                                                          | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     29000 | NS      | $29631.70     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 4.125 08/15/31 144A                                                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1837000 | NS      | $1671620.17   | 0.12%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-7                                                                | VERUS 2025-7 A1                                                                   | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-O            | CORP              | US        |    685603 | NS      | $688278.63    | 0.05%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                                 | WFRBS 2014-C20 B                                                                  | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-O            | CORP              | US        |    121709 | NS      | $105377.78    | 0.01%             | 2047-05-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                                 | WFRBS 2013-C15 B                                                                  | CUSIP: 92938CAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198542 | NS      | $191291.38    | 0.01%             | 2046-08-17      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.389 04/24/34                                                               | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    935000 | NS      | $972804.06    | 0.07%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.5 12/15/35                                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    267000 | NS      | $265580.16    | 0.02%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                            | WHISPI 5.7 09/30/31 144A                                                          | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    250000 | NS      | $259451.19    | 0.02%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Zambia (Republic Of)                                                                             | ZAMBIN 5.75 06/30/33 144A                                                         | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    339389 | NS      | $334184.59    | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AGILITI HEALTH INC                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4271377<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329984 | NS      | $322559.69    | 0.02%             | 2030-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4755601<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550094 | NS      | $551239.31    | 0.04%             | 2031-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4794030<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283571 | NS      | $284837.28    | 0.02%             | 2031-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4811990<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1188957 | NS      | $1189092.25   | 0.09%             | 2030-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCT                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4855567<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    593504 | NS      | $596577.50    | 0.04%             | 2029-11-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINCO PTY LTD                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4978294<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2694362 | NS      | $2686502.72   | 0.19%             | 2031-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NAB HOLDINGS LLC                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4995827<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    953229 | NS      | $909142.63    | 0.07%             | 2028-11-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL5011186<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613961 | NS      | $617031.06    | 0.04%             | 2031-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL5125234<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399713 | NS      | $402139.53    | 0.03%             | 2031-05-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL5135076<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    787251 | NS      | $791187.72    | 0.06%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PARTNERS                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL5170461<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    644184 | NS      | $642976.67    | 0.05%             | 2031-12-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROJECT RUBY ULTIMATE PARENT C                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL5170875<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464855 | NS      | $465900.69    | 0.03%             | 2028-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL5224490<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | NS      | $496083.06    | 0.04%             | 2032-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING SYS                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5224698<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463103 | NS      | $465803.94    | 0.03%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INNIO MIN                                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL5253556<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | NS      | $572493.75    | 0.04%             | 2028-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB                                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL5355179<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | NS      | $91012.50     | 0.01%             | 2031-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                        | PDVSA 12.75 02/17/22 REGS                                                         | CUSIP: P7807HAM7<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |    780000 | NS      | $220350.00    | 0.02%             | 2022-02-17      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                                                                | PETRPE 4.75 06/19/32 REGS                                                         | CUSIP: P7808BAA5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    500000 | NS      | $368750.00    | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trinidad And Tobago (Republic Of)                                                                | TRITOB 6.4 06/26/34 REGS                                                          | CUSIP: P93960AK1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    253000 | NS      | $254897.50    | 0.02%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Netflix, Inc.                                                                                    | NFLX 3.625 05/15/27                                                               | CUSIP: U74079AK7<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    300000 | NS      | $357660.66    | 0.03%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 0 01/03/30 REGS                                                             | CUSIP: V3R60FEP5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     13779 | NS      | $12170.20     | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 1 06/30/34 .                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |     58602 | NS      | $58.60        | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 5.1 02/25/29 REGS                                                           | CUSIP: Y000WRAQ1<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    510000 | NS      | $619368.33    | 0.04%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                     | TPHL 4 03/30/29                                                                   | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |     34469 | NS      | $619.41       | 0.00%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                     | TPHL 0 03/30/27 144a                                                              | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |    156230 | NS      | $1913.82      | 0.00%             | 2027-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 7.25 12/28/32 144A                                                         | CUSIP: YK2129871<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    401508 | NS      | $5754.93      | 0.00%             | 2032-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 6.5 12/28/29 144A                                                          | CUSIP: YK2137973<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    232508 | NS      | $4233.98      | 0.00%             | 2029-12-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holdings Ltd                                                                    | SINOCE 3 03/27/33 144A                                                            | CUSIP: YQ8739969<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |    124545 | NS      | $11209.06     | 0.00%             | 2033-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.1 01/15/30 144A                                                          | CUSIP: YS0719403<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    329229 | NS      | $311532.94    | 0.02%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (REPUBLIC OF)                                                                          | SENIOR UNSECURED NOTES                                                            | CUSIP: YS0765125<br>LEI: N/A                  | Long             | DBT              | CORP              | LK        |     62826 | NS      | $60155.88     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mozambique (Republic of)                                                                         | MOZAM 9 09/15/31 144A                                                             | CUSIP: ZQ3787269<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    547000 | NS      | $467170.81    | 0.03%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte SA Cayman Islands Branch                                               | BANORT V8.375 PERP 144a                                                           | CUSIP: 05971PAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    302000 | NS      | $317100.00    | 0.02%             | 2500-12-31      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.482 09/21/36                                                               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    435000 | NS      | $381740.53    | 0.03%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.846 03/08/37                                                               | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2345000 | NS      | $2208368.93   | 0.16%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.518 10/25/35                                                               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2050000 | NS      | $2099654.58   | 0.15%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bausch Plus Lomb Corp.                                                                           | BLCOCN 8.375 10/01/28 144A                                                        | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     10000 | NS      | $10437.50     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2024-1CON                                                               | BHG 2024-1CON C                                                                   | CUSIP: 08862HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $102081.77    | 0.01%             | 2035-04-17      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.388 05/01/31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    265000 | NS      | $287576.28    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 5.55 06/23/35                                                                 | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    235000 | NS      | $240958.45    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                        | ALSN 3.75 01/30/31 144A                                                           | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    445000 | NS      | $419017.28    | 0.03%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                                                                         | COMMON STOCK                                                                      | CUSIP: 02090DA18<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      5850 | NS      | $101404.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                                | SFRFP 6.5 04/15/32 144A                                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    631482 | NS      | $605390.38    | 0.04%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3                                                                              | SFRFP 10 01/15/33 144A                                                            | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     82000 | NS      | $75235.00     | 0.01%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAFL ISSUER LLC 2021-RTL1                                                                        | CAFL 2021-RTL1 A1                                                                 | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90516 | NS      | $85894.38     | 0.01%             | 2029-03-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 4.75 03/01/30 144A                                                           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1368000 | NS      | $1306506.35   | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                             | ANGOL 8 11/26/29 144A                                                             | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    451000 | NS      | $440143.85    | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.2 02/15/35                                                                  | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2430000 | NS      | $2482103.19   | 0.18%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-West                                                                                   | CSMC 2021-RPL4 A1                                                                 | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136654 | NS      | $136126.38    | 0.01%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                                     | COMM 2024-CBM A2                                                                  | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $203582.94    | 0.01%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                                        | APODS 6.9 04/13/29                                                                | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1060000 | NS      | $1111440.41   | 0.08%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.375 12/01/31                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    410000 | NS      | $425157.66    | 0.03%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                           | ASCRES 6.625 07/15/33 144A                                                        | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    635000 | NS      | $657252.95    | 0.05%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                                            | TEAM 5.5 05/15/34                                                                 | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1595000 | NS      | $1650536.64   | 0.12%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 6.375 07/15/30 144A                                                        | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    475000 | NS      | $507443.25    | 0.04%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-3A D                                                                   | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    255000 | NS      | $258447.09    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V5.581 07/03/36 144A                                                       | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    395000 | NS      | $405842.69    | 0.03%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING IV LIMITED                                                                           | CAI 2020-1A A                                                                     | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    253288 | NS      | $243043.55    | 0.02%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                                                             | CAPCOP 6.75 03/31/33 144A                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    815000 | NS      | $845926.18    | 0.06%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-1                                                                   | CARMX 2022-1 D                                                                    | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $99538.26     | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.25 03/15/33 144A                                                           | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    123000 | NS      | $127960.24    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                              | AZORRA 7.75 04/15/30 144A                                                         | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     15000 | NS      | $15838.79     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corporation                                                                 | CRS 5.625 03/01/34 144A                                                           | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     61000 | NS      | $61959.23     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                             | CEMEX V7.2 PERP 144A                                                              | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    500000 | NS      | $521450.00    | 0.04%             | 2500-12-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 5.65 01/13/37                                                               | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    387000 | NS      | $408710.69    | 0.03%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.75 07/01/31 144A                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     22000 | NS      | $22822.83     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CCF Holdings LLC                                                                                 | CLIF 2025-1H A                                                                    | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445000 | NS      | $1445000.00   | 0.10%             | 2050-12-20      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 8 04/20/33                                                                  | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    411000 | NS      | $441825.00    | 0.03%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 8.75 11/14/53                                                               | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    235000 | NS      | $258735.00    | 0.02%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Corevest American Finance Trust                                                                  | CAFL 2019-3 B                                                                     | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $139363.66    | 0.01%             | 2052-10-18      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                                       | CDP 2.75 04/15/31                                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    110000 | NS      | $100335.12    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEP AUTO LN TR 2024-2                                                                   | CAALT 2024-2A C                                                                   | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | NS      | $243277.77    | 0.02%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2022-1                                                              | DRMT 2022-1 A1                                                                    | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1442758 | NS      | $1356791.75   | 0.10%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                                      | DKS 4.1 01/15/52                                                                  | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1815000 | NS      | $1326144.50   | 0.10%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dillards, Inc.                                                                                   | DDS 7.75 07/15/26                                                                 | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   1070000 | NS      | $1083886.73   | 0.08%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 6.95 03/15/37 144A                                                         | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    675000 | NS      | $724342.51    | 0.05%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6.2 02/15/56                                                                   | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    715000 | NS      | $715487.00    | 0.05%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    814000 | NS      | $829132.25    | 0.06%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 A                                                                    | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | NS      | $414870.11    | 0.03%             | 2041-06-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                                         | BX 2024-VLT5 B                                                                    | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $106676.97    | 0.01%             | 2046-11-16      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TMSHR ISS LLC 2021-A                                                                   | EHGVT 2021-A C                                                                    | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23680 | NS      | $22674.59     | 0.00%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V8 05/15/54                                                                    | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | NS      | $32023.65     | 0.00%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                                      | AGKLN 7 05/21/30 144A                                                             | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   1010000 | NS      | $1054147.79   | 0.08%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                               | ATH 3.5 01/15/31                                                                  | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    385000 | NS      | $363748.16    | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                               | BPR 2021-NRD D                                                                    | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | NS      | $89157.61     | 0.01%             | 2038-12-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6 10/20/33                                                                 | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    730000 | NS      | $737665.00    | 0.05%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.137 11/15/35 144A                                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    575000 | NS      | $495181.92    | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Csmc                                                                                             | CSMC 2014-USA B                                                                   | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    285000 | NS      | $249467.48    | 0.02%             | 2037-09-17      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 6.125 02/15/33 144A                                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1540000 | NS      | $1590188.50   | 0.11%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021                                                              | CRVNA 2021-P4 C                                                                   | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | NS      | $131481.86    | 0.01%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                             | CEMEX 3.875 07/11/31 144A                                                         | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    640000 | NS      | $612835.72    | 0.04%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.174 05/25/34                                                                 | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    299000 | NS      | $317533.63    | 0.02%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2019-RP1                                                                     | CMLTI 2019-RP1 M2                                                                 | CUSIP: 17327RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | NS      | $172588.22    | 0.01%             | 2066-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                             | DISH 5.25 12/01/26 144A                                                           | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2330000 | NS      | $2259511.51   | 0.16%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V7.125 12/01/54                                                               | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    975000 | NS      | $1023704.55   | 0.07%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4805                                                                         | CUSIP: 31418EKT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1926131 | NS      | $1887424.13   | 0.14%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | HERTZ 2023-1A 1D                                                                  | CUSIP: 42806MCJ6<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    255000 | NS      | $256915.73    | 0.02%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 7.125 04/30/31 144A                                                        | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     23000 | NS      | $24167.63     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                                  | MADIAQ 5.875 06/30/29 144A                                                        | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    720000 | NS      | $715625.88    | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.5 08/15/55 .                                                               | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1040000 | NS      | $1095691.75   | 0.08%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 10.375 12/09/34 144A                                                       | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1274000 | NS      | $1511333.18   | 0.11%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                                  | ACHC 5.5 07/01/28 144A                                                            | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     35000 | NS      | $34786.89     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 5.75 06/06/28                                                                 | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | NS      | $155306.44    | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                              | AFFRM 2024-X2 D                                                                   | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | NS      | $141198.58    | 0.01%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                            | AL V4.65 PERP B                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    640000 | NS      | $631277.19    | 0.05%             | 2500-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                     | ENTG 3.625 05/01/29 144A                                                          | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    612000 | NS      | $587920.37    | 0.04%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ethiopia (Federal Democratic Republic of)                                                        | ETHOPI 6.625 12/11/24 144A                                                        | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    143000 | NS      | $153207.34    | 0.01%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc.                                                                      | Optimum Communications Inc. CL A                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     95643 | NS      | $157810.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                              | ACAR 2025-1 D                                                                     | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $304676.38    | 0.02%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                              | OBX 2024-NQM9 A1                                                                  | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |    746132 | NS      | $755846.34    | 0.05%             | 2064-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 3.5 03/01/32                                                                  | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    846000 | NS      | $781530.77    | 0.06%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 5.75 07/01/34 144A                                                             | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     80000 | NS      | $80604.87     | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 8.75 09/30/51 144A                                                          | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    654000 | NS      | $654329.98    | 0.05%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV7                                                                         | PMTLT 2025-INV7 A7                                                                | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1367634 | NS      | $1394194.25   | 0.10%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES 2023                                                                   | PART 2023-2A B                                                                    | CUSIP: 74113VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    461602 | NS      | $461640.69    | 0.03%             | 2027-12-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 3.5 07/09/41                                                               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    636000 | NS      | $440112.00    | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                                                     | ASH 3.375 09/01/31 144A                                                           | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    560000 | NS      | $512232.94    | 0.04%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                                  | SRFC 2021-1A C                                                                    | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9757 | NS      | $9738.79      | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                                                 | SOLADV 5.625 09/30/33 144A                                                        | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    710000 | NS      | $716243.81    | 0.05%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 6.75 10/25/28 144A                                                         | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1145000 | NS      | $1214657.28   | 0.09%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 5.375 07/15/29 144A                                                        | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     45000 | NS      | $46065.39     | 0.00%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stream Innovations 2024-1 Issuer Trust                                                           | STRE 2024-1A A                                                                    | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63832 | NS      | $66351.34     | 0.00%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                             | BLD 4.125 02/15/32 144A                                                           | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    265000 | NS      | $251679.27    | 0.02%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                         | BFLD 2025-660F C                                                                  | CUSIP: 05556QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | NS      | $221092.66    | 0.02%             | 2042-11-17      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V7.437 11/02/33                                                              | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1235000 | NS      | $1412167.06   | 0.10%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 9.875 02/01/32 144A                                                        | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    885000 | NS      | $914269.11    | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| RYAN SPECIALTY GROUP HOLDINGS                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4755205<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168300 | NS      | $168440.19    | 0.01%             | 2031-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | Boeing Co. 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      8155 | NS      | $566364.75    | 0.04%             | 2027-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 5.95 08/04/33                                                                 | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    510000 | NS      | $531283.13    | 0.04%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Brazil (Federative Republic)                                                                     | BRAZIL 7.25 01/12/56                                                              | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1034000 | NS      | $1022729.38   | 0.07%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                       | CDW 3.569 12/01/31                                                                | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | NS      | $1467099.66   | 0.11%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CEVA SANTE                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL5001989<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133650 | NS      | $134401.78    | 0.01%             | 2030-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                     | TPHL 4.2 09/30/32                                                                 | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |    127825 | NS      | $1783.16      | 0.00%             | 2032-10-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2023-D                                                                | CPS 2023-D C                                                                      | CUSIP: 12598VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | NS      | $1060859.00   | 0.08%             | 2030-01-15      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.375 02/01/28 144A                                                        | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1555000 | NS      | $1128192.65   | 0.08%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 3.5 01/31/34                                                                | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    211000 | NS      | $193898.45    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc                                                                  | CPXCN 6.189 06/01/35 144A                                                         | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | NS      | $1012655.76   | 0.07%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                             | CEMEX V5.125 PERP 144A                                                            | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    995000 | NS      | $991972.61    | 0.07%             | 2500-12-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 3.1 01/22/61                                                                | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1440000 | NS      | $890640.00    | 0.06%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.875 PERP X                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1370000 | NS      | $1365222.13   | 0.10%             | 2500-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.375 07/01/28 144A                                                          | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    390000 | NS      | $401853.30    | 0.03%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIPMENT FINANCE 2025-1 LLC                                                          | CEFI 2025-1A A                                                                    | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1384937 | NS      | $1390621.50   | 0.10%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG V6.375 09/15/54                                                              | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1300000 | NS      | $1309934.63   | 0.09%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CREDIT ACC AUTO LN TR 2025-2                                                                     | CAALT 2025-2A C                                                                   | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $304777.28    | 0.02%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cyberark Software Ltd.                                                                           | CYBR 0 06/15/30                                                                   | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    300000 | NS      | $320550.00    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-3                                                                       | DTAOT 2023-3A D                                                                   | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | NS      | $849917.82    | 0.06%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                    | WBD 6.35 06/01/40 *                                                               | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    290000 | NS      | $240194.45    | 0.02%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 8.45 08/10/28 144A                                                          | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    450000 | NS      | $482443.09    | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 2.95 03/15/31                                                                | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1450000 | NS      | $1348107.63   | 0.10%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 5.4 02/15/35                                                                 | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2315000 | NS      | $2374521.10   | 0.17%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                             | FMGAU 4.375 04/01/31 144A                                                         | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     33000 | NS      | $31915.09     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                           | FAIRIC 6 05/15/33 144A                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    906000 | NS      | $930595.19    | 0.07%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 8.375 04/01/32 144A                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     88000 | NS      | $92634.51     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust 2013-G1                                                             | GSMS 2013-G1 B                                                                    | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66727 | NS      | $66147.26     | 0.00%             | 2031-04-11      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Company Inc                                               | POWSOL 6.75 02/15/30 144A                                                         | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     35000 | NS      | $36533.35     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                             | DISH 5.75 12/01/28 144A                                                           | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | NS      | $1266460.69   | 0.09%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group U.S. Holdings Inc.                                                   | MERLLN 7.375 02/15/31 144A                                                        | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    450000 | NS      | $400849.23    | 0.03%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 3.875 11/15/30 144A                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     17000 | NS      | $15774.15     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.466 01/18/35                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     67000 | NS      | $69644.85     | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                        | STX 4.091 06/01/29 144a                                                           | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     40000 | NS      | $39197.31     | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Slam 2024-1 Ltd. / Slam 2024-1 LLC                                                               | SLAM 2024-1A A                                                                    | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    588618 | NS      | $596114.06    | 0.04%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                                     | SWTCH 2025-1A A2                                                                  | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | NS      | $1759428.38   | 0.13%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH 2024                                                                   | FMBT 2024-FBLU A                                                                  | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | NS      | $821793.56    | 0.06%             | 2039-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL5173671<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    476250 | NS      | $476497.81    | 0.03%             | 2031-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BIFM CA BUYER INC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL5243615<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480782 | NS      | $483486.66    | 0.03%             | 2028-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                                | LEBAN 7 03/23/32 15YR                                                             | CUSIP: M6S21BAQ6<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    758000 | NS      | $177781.31    | 0.01%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                      | GBLATL 4.4 10/15/29 144A                                                          | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    195000 | NS      | $191834.30    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                      | GBLATL 7.95 06/15/33 144A                                                         | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    605000 | NS      | $690962.53    | 0.05%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES 2024-2                                                                      | GCAR 2024-2A D                                                                    | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | NS      | $235773.84    | 0.02%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC / GD Finance Co Inc                                               | GDDY 5.25 12/01/27 144A                                                           | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    505000 | NS      | $506376.13    | 0.04%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2023-5A D                                                                    | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | NS      | $676414.19    | 0.05%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fs Luxembourg SARL                                                                               | FSBIOE 8.625 06/25/33 144A                                                        | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    362000 | NS      | $372860.00    | 0.03%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC / GD Finance Co Inc                                               | GDDY 3.5 03/01/29 144A                                                            | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    633000 | NS      | $606972.06    | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 9 LTD/LLC                                                              | GLM 2021-9A AR                                                                    | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   1515000 | NS      | $1518554.25   | 0.11%             | 2037-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                                                                           | GWRE 1.25 11/01/29                                                                | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    311000 | NS      | $341944.50    | 0.02%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.6 04/01/34                                                                  | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | NS      | $1251503.72   | 0.09%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.9 11/15/35                                                                  | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | NS      | $83837.71     | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7.25 06/15/33 144A                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    260000 | NS      | $275699.88    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Herc Holdings Inc                                                                                | HRI 6 03/15/34 144A                                                               | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    450000 | NS      | $455997.03    | 0.03%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2024-1                                                              | HGVT 2024-1B C                                                                    | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21787 | NS      | $22384.96     | 0.00%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2024-1                                                              | HGVT 2024-1B D                                                                    | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    513798 | NS      | $530404.50    | 0.04%             | 2039-09-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 6.25 09/22/32 144A                                                         | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    393000 | NS      | $419124.16    | 0.03%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V5.709 02/02/35                                                              | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    765000 | NS      | $799113.41    | 0.06%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                               | IR 5.7 08/14/33                                                                   | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   2355000 | NS      | $2495115.79   | 0.18%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 4.875 02/01/35                                                               | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    310000 | NS      | $305973.53    | 0.02%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                        | JMIKE 2019-1A A2                                                                  | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    629782 | NS      | $629783.81    | 0.05%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Kuwait (State Of)                                                                                | KUWIB 4.136 10/09/30 144A                                                         | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   1859000 | NS      | $1858218.04   | 0.13%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V6.625 PERP                                                                | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     80000 | NS      | $79867.51     | 0.01%             | 2500-12-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| MMP CAPITAL 2025-A LLC                                                                           | MMP 2025-A B                                                                      | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1199000 | NS      | $1223833.88   | 0.09%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                      | MFF 2023-1A A                                                                     | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    582507 | NS      | $585098.06    | 0.04%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8289                                                                         | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1692350 | NS      | $1722723.63   | 0.12%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8382                                                                         | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4884414 | NS      | $4880347.50   | 0.35%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                      | MFF 2023-1A D                                                                     | CUSIP: 588926AD7<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    220000 | NS      | $222907.73    | 0.02%             | 2036-05-20      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Centerfield Media Parent Inc                                                                     | CFIELD 6.625 08/01/26 144A                                                        | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1335000 | NS      | $1286598.14   | 0.09%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 3.875 05/15/32 144A                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    803000 | NS      | $729266.37    | 0.05%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SND MTG TR 2024-1                                                                    | JPSMT 2024-1 A4                                                                   | CUSIP: 61777HAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    819734 | NS      | $803619.94    | 0.06%             | 2063-01-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 0.875 04/15/30                                                               | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    227000 | NS      | $252679.39    | 0.02%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2017-2                                                       | NRZT 2017-2A A3                                                                   | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    918794 | NS      | $894798.38    | 0.06%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                              | OMAN 6.5 03/08/47 144A                                                            | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   2237000 | NS      | $2400554.44   | 0.17%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 3.875 01/15/28 144A                                                         | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    135000 | NS      | $133076.50    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6 08/03/55                                                                   | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     98000 | NS      | $86415.26     | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                             | OTIS 5.131 09/04/35                                                               | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    175000 | NS      | $178333.73    | 0.01%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                           | PERTIJ 2.3 02/09/31 144A                                                          | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    736000 | NS      | $653579.51    | 0.05%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Company                                                                 | PCG 4.3 03/15/45                                                                  | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    235000 | NS      | $186409.55    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 5.95 01/28/31                                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1039000 | NS      | $1005588.19   | 0.07%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 3.7 03/01/41                                                               | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1090000 | NS      | $910828.48    | 0.07%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 6.875 05/15/34                                                                | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    108000 | NS      | $119776.27    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RCO IX MORTGAGE LLC 2025-4                                                                       | RCO 2025-4 A1                                                                     | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270906 | NS      | $1271228.63   | 0.09%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2024-CES3 A1A                                                                | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017221 | NS      | $1032329.75   | 0.07%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc.                                                                          | RADPAR 8.5 07/15/32 144A                                                          | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     22000 | NS      | $22982.03     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REACH ABS TR 2024-2                                                                              | REACH 2024-2A B                                                                   | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | NS      | $989259.94    | 0.07%             | 2031-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                                                  | SLAM 2021-1A A                                                                    | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    483772 | NS      | $461752.59    | 0.03%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 5.625 01/13/35 144A                                                           | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1429000 | NS      | $1514775.25   | 0.11%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V4 PERP H                                                                    | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    909000 | NS      | $848628.94    | 0.06%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 3.75 02/15/31 144A                                                             | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    279000 | NS      | $261834.81    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES                                                              | SRFC 2023-2A C                                                                    | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29625 | NS      | $30729.41     | 0.00%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                                         | SNAP 6.875 03/01/33 144A                                                          | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    720000 | NS      | $746096.56    | 0.05%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-1A A2I                                                                | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1291950 | NS      | $1309705.63   | 0.09%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.125 08/01/30 144A                                                          | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     31000 | NS      | $31186.90     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.75 11/15/32 144A                                                           | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1028000 | NS      | $1057700.94   | 0.08%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                                   | TCBI V4 05/06/31                                                                  | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    843000 | NS      | $832945.97    | 0.06%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Pt Mtg Tr 2017-1                                                                            | TPMT 2017-1 M1                                                                    | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | NS      | $628284.06    | 0.05%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones                                                                   | BCICI V7.5 PERP 144A                                                              | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    376000 | NS      | $398748.00    | 0.03%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Baxter International, Inc.                                                                       | BAX 5.65 12/15/35                                                                 | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1380000 | NS      | $1396585.31   | 0.10%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                                | FE 3.875 01/15/31                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    238000 | NS      | $256088.00    | 0.02%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding Llc                                                                         | FOCUS 2023-2 A2                                                                   | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | NS      | $259782.05    | 0.02%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Bayport Polymers LLC                                                                             | BRLS 5.14 04/14/32 144A                                                           | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | NS      | $925980.04    | 0.07%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: —       |
| Blue Owl Finance Llc                                                                             | OWL 6.25 04/18/34                                                                 | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1820000 | NS      | $1876774.88   | 0.14%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aag FH UK PLC / Global Auto Holdings PLC                                                         | GLOBAU 11.5 08/15/29 144A                                                         | CUSIP: 00033YAA4<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | CORP              | GB        |   1375000 | NS      | $1439892.09   | 0.10%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                                  | AJAXM 2022-B A1                                                                   | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1117807 | NS      | $1084697.00   | 0.08%             | 2062-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                                 | ABCSUP 4 01/15/28 144A                                                            | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    265000 | NS      | $263202.22    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                              | ANTHOL 2.75 01/15/27                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    250000 | NS      | $244327.06    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance Inc.             | BWIN 7.125 05/15/31 144A                                                          | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |     38000 | NS      | $39371.70     | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EDUCATION FDG TR 2020-A                                                                          | EFT 2020-A A                                                                      | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71914 | NS      | $69218.23     | 0.00%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                                         | WRLDPY 7.5 01/15/31 144A                                                          | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    852000 | NS      | $905548.20    | 0.07%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 3.75 10/01/30 144A                                                             | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    445000 | NS      | $421994.74    | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GeoPark Ltd.                                                                                     | GEOPAR 8.75 01/31/30 144A                                                         | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    346000 | NS      | $322755.75    | 0.02%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO REC ISSUER TR 2025-2                                                                    | GCAR 2025-2A D                                                                    | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $131617.95    | 0.01%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 7.35 03/06/30                                                                   | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    620000 | NS      | $665400.38    | 0.05%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                              | FYBR 2023-1 A2                                                                    | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275000 | NS      | $1286681.50   | 0.09%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MIRA TRUST 2023-MILE                                                                             | M1RA 2023-MILE A                                                                  | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | NS      | $1272245.69   | 0.09%             | 2038-06-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 3.87 07/23/60                                                              | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    736000 | NS      | $486569.61    | 0.04%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | PAA 3.55 12/15/29                                                                 | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    495000 | NS      | $480883.65    | 0.03%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                                         | SAIC 4.875 04/01/28 144A                                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    707000 | NS      | $705124.04    | 0.05%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 7.95 11/19/54 144A                                                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    602000 | NS      | $647184.92    | 0.05%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V6.6 PERP 144A                                                                | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    980000 | NS      | $995251.75    | 0.07%             | 2500-12-31      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Western Midstream Operating LP                                                                   | WES 5.3 03/01/48                                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    280000 | NS      | $241425.74    | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL3640705<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358781 | NS      | $359004.81    | 0.03%             | 2028-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4666196<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    647543 | NS      | $645276.19    | 0.05%             | 2029-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ggam Finance Ltd.                                                                                | GGAMFI 5.875 03/15/30 144A                                                        | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     31000 | NS      | $31458.49     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-G                                                              | GSMS 2014-GC22 B                                                                  | CUSIP: 36253BAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $163117.44    | 0.01%             | 2047-06-12      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Aaset 2024-2 Ltd.                                                                                | AASET 2024-2A A                                                                   | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1062130 | NS      | $1077007.75   | 0.08%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 6.625 02/01/32 144A                                                            | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    265000 | NS      | $274297.31    | 0.02%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 5.95 06/30/33                                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    530000 | NS      | $561997.63    | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                              | CLH 5.75 10/15/33 144A                                                            | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     11000 | NS      | $11283.84     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans 2021-A Llc                                                          | CASL 2021-A C                                                                     | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48313 | NS      | $45906.94     | 0.00%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 6.125 06/15/33 144A                                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    744000 | NS      | $743436.88    | 0.05%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2                                                              | CAALT 2024-1A C                                                                   | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | NS      | $174040.41    | 0.01%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM LLC                                                                   | ELFI 2021-A B                                                                     | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50821 | NS      | $42245.17     | 0.00%             | 2046-12-26      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc.                                                                        | FG 6.5 06/04/29                                                                   | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | NS      | $1177211.82   | 0.08%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 3.25 02/15/30                                                                | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    990000 | NS      | $949481.71    | 0.07%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LV TR 2024-SHOW                                                                                  | LV 2024-SHOW A                                                                    | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575000 | NS      | $1598685.17   | 0.12%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDITCARD                                                                     | MFCC 2024-2A A                                                                    | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | NS      | $728962.88    | 0.05%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                  | FFIN 2023-2A B                                                                    | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85339 | NS      | $89082.69     | 0.01%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2                                                              | GSAR 2023-1A B                                                                    | CUSIP: 36267FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | NS      | $918195.50    | 0.07%             | 2029-03-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 0 01/03/30 144A                                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     18811 | NS      | $16611.31     | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.375 10/06/30 144A                                                        | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1225000 | NS      | $1318331.00   | 0.09%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DECHRA FINANCE US LLC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4814887<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    572125 | NS      | $575343.19    | 0.04%             | 2031-12-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL5229390<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625690 | NS      | $628036.19    | 0.05%             | 2030-06-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                      | GBLATL V7.95 10/15/54 144A                                                        | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    280000 | NS      | $289093.28    | 0.02%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                                      | HST 5.5 04/15/35                                                                  | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1400000 | NS      | $1417107.24   | 0.10%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 6.25 01/15/33 144A                                                            | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    805000 | NS      | $811735.19    | 0.06%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                                   | JHXAU 5.875 01/31/31 144A                                                         | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    712000 | NS      | $726756.19    | 0.05%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                              | KENINT 7.875 10/09/33 144A                                                        | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    587000 | NS      | $586739.94    | 0.04%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST                                                                                       | MAPSL 2021-1A A                                                                   | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201291 | NS      | $192859.95    | 0.01%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2019-G                                                      | NAVSL 2019-GA B                                                                   | CUSIP: 63941JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $90587.92     | 0.01%             | 2068-10-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| RED OAK FUNDING MASTER TRUST                                                                     | ROAK 2025-1A A                                                                    | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $500000.00    | 0.04%             | 2030-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 5.625 09/30/31 144A                                                           | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1290000 | NS      | $1318788.62   | 0.10%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                                  | SEB4P 2024-1A A2                                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | NS      | $450069.67    | 0.03%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 3.5 06/01/31                                                                  | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    525000 | NS      | $493455.42    | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Teva Pharmaceutical Finance Company LLC                                                          | TEVA 6.15 02/01/36                                                                | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    155000 | NS      | $162734.33    | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Tidewater Inc New                                                                                | TDW 9.125 07/15/30 144A                                                           | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    570000 | NS      | $611575.24    | 0.04%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 7.85 10/12/28 144A                                                          | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    300000 | NS      | $321076.50    | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                                 | WULF 7.75 10/15/30 144A                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1457000 | NS      | $1501071.96   | 0.11%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4679157<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    519750 | NS      | $521699.06    | 0.04%             | 2029-10-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 7.65 06/15/35 REGS                                                         | CUSIP: P01012AN6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    696000 | NS      | $721752.00    | 0.05%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                                                   | CENCHI 7.25 04/28/25                                                              | CUSIP: G20769AK4<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    190000 | NS      | $3325.00      | 0.00%             | 2025-04-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                                                                 | AEIS 2.5 09/15/28                                                                 | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |    152000 | NS      | $249204.00    | 0.02%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                                     | FLEXIH 3.363 06/30/31 144A                                                        | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   1385000 | NS      | $1274403.75   | 0.09%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust 2013-PEMB                                                     | GSMS 2013-PEMB A                                                                  | CUSIP: 36197VAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $92950.00     | 0.01%             | 2033-03-07      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5                                       | MSBAM 2012-CKSV A2                                                                | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80762 | NS      | $77530.41     | 0.01%             | 2030-10-18      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM2 TRUST                                                                              | MFRA 2024-NQM2 A1                                                                 | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-O            | CORP              | US        |   1148361 | NS      | $1150099.22   | 0.08%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 9.625 06/09/31 144A                                                        | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    300000 | NS      | $340491.36    | 0.02%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                                               | UA 7.25 07/15/30 144A                                                             | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    485000 | NS      | $485470.78    | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 4.05 02/01/30                                                                 | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    120000 | NS      | $117561.62    | 0.01%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                              | ACAR 2025-1 C                                                                     | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | NS      | $1664247.75   | 0.12%             | 2031-08-12      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                                     | ANGINC V7 12/01/55                                                                | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    238000 | NS      | $238256.09    | 0.02%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKGB 37 02/18/26 2Y                                                             | CUSIP: M8T85VDM6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  94830000 | NS      | $2210351.84   | 0.16%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 6.9 07/31/30 REGS                                                            | CUSIP: P8054QBA0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1180899 | NS      | $1164083.02   | 0.08%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5.9 11/15/33                                                                  | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2675000 | NS      | $2857135.88   | 0.21%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022-5                                                                  | AOMT 2022-5 A1                                                                    | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1444260 | NS      | $1436989.88   | 0.10%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust 2019-A                                                                        | AQFIT 2019-A C                                                                    | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    461709 | NS      | $453460.36    | 0.03%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-2A D                                                                   | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1444000 | NS      | $1476098.00   | 0.11%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.375 05/30/30 144A                                                          | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    400000 | NS      | $410642.56    | 0.03%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 D                                                                    | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1129000 | NS      | $1075420.16   | 0.08%             | 2041-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 4.875 06/01/28 144A                                                         | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1040000 | NS      | $930800.00    | 0.07%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                       | CDW 3.276 12/01/28                                                                | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | NS      | $228322.58    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                                   | CARMX 2024-1 D                                                                    | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $102026.02    | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024                                                              | CRVNA 2024-N1 D                                                                   | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101996.14    | 0.01%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-P3                                                           | CRVNA 2023-N4 D                                                                   | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $104027.78    | 0.01%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 3.95 06/30/62                                                                | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    340000 | NS      | $204587.27    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Coty Inc / Hfc Prestige Prods Inc / Hfc Pretige Intl U S LLC                                     | COTY 6.625 07/15/30 144A                                                          | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    620000 | NS      | $635118.07    | 0.05%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                                | DHI 5.5 10/15/35                                                                  | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    400000 | NS      | $416537.63    | 0.03%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc. Pass Thru Trust                                                            | DAL 3.625 07/30/27 15-1                                                           | CUSIP: 24736XAA6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | ABS-O            | CORP              | US        |    627507 | NS      | $620243.13    | 0.04%             | 2029-01-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                                   | EPR 3.6 11/15/31                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    185000 | NS      | $171448.36    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 10.75 11/30/29 .                                                             | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   8115279 | NS      | $8973885.19   | 0.65%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                     | ENTG 4.75 04/15/29 144A                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1850000 | NS      | $1854036.69   | 0.13%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FAT BRANDS ROYALTY I LLC2020-1                                                                   | FAT 2021-1A A2                                                                    | CUSIP: 31189TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    787200 | NS      | $474878.41    | 0.03%             | 2051-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD6322                                                                         | CUSIP: 3132DUAX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2942132 | NS      | $2894098.50   | 0.21%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 20                                                              | FIAOT 2022-2A D                                                                   | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $149047.33    | 0.01%             | 2028-10-15      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 4.375 08/15/29 144A                                                         | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    404000 | NS      | $397264.16    | 0.03%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 6.75 01/15/31 144A                                                          | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    587000 | NS      | $615863.97    | 0.04%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                         | SVC 4.95 02/15/27                                                                 | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    590000 | NS      | $592529.79    | 0.04%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V6.254 10/23/34                                                               | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    615000 | NS      | $675230.88    | 0.05%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kdac Aviation Finance Cayman Limited / Kdac Aviation Finance USA Llc                             | KDAC 2017-1A A                                                                    | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     56194 | NS      | $56109.93     | 0.00%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES 2023-4                                                                      | LADAR 2023-4A D                                                                   | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | NS      | $78165.78     | 0.01%             | 2031-04-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| LEGACY MTG ASST TR 2020-RPL1                                                                     | LMAT 2020-RPL1 A2                                                                 | CUSIP: 52474HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $182448.13    | 0.01%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 5.75 03/15/33                                                                | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    915000 | NS      | $969513.23    | 0.07%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEX 2024-BBG MORTGAGE TRUST                                                                      | LEX 2024-BBG A                                                                    | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $201179.42    | 0.01%             | 2033-10-14      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                                                  | MMYT 0 07/01/30                                                                   | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |    180000 | NS      | $176220.00    | 0.01%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARLETTE FDG TST 2018-3                                                                          | MFT 2024-1A D                                                                     | CUSIP: 57108VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | NS      | $436128.25    | 0.03%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                        | MTDR 6.875 04/15/28 144A                                                          | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    125000 | NS      | $127735.75    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MOMNT TECHNOLOGIES TRUST 2023-1                                                                  | MMNT 2023-1A A                                                                    | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148020 | NS      | $148302.25    | 0.01%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                            | NLSN 10.375 05/15/31 144A                                                         | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     85000 | NS      | $87153.99     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 7.375 09/28/33 144A                                                        | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    784000 | NS      | $797347.38    | 0.06%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                                                    | PHOAVI 9.25 07/15/30 144A                                                         | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | KY        |    560000 | NS      | $596575.83    | 0.04%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PURCHASING FDG LLC 2024-A                                                                        | PPWR 2024-A B                                                                     | CUSIP: 745935AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | NS      | $1436181.88   | 0.10%             | 2028-08-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1                                                                           | REACH 2025-1A C                                                                   | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | NS      | $137415.77    | 0.01%             | 2032-08-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.375 01/30/34 144A                                                        | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    407000 | NS      | $423292.27    | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.75 03/24/35 144A                                                         | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    238000 | NS      | $235811.38    | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                                | LNW 7.25 11/15/29 144A                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     15000 | NS      | $15405.99     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                             | SFD 3 10/15/30 144A                                                               | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    545000 | NS      | $501444.84    | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                                    | SNOW 0 10/01/29                                                                   | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    192000 | NS      | $296448.00    | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 6.125 12/11/37 144A                                                          | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1255000 | NS      | $1238371.25   | 0.09%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 5.875 03/15/34 144A                                                        | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    590000 | NS      | $591724.75    | 0.04%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                                   | SNX 1.75 08/09/26                                                                 | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    985000 | NS      | $970298.55    | 0.07%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2015-SFR1 Trust                                                            | TAH 2020-SFR2 E1                                                                  | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | NS      | $213928.00    | 0.02%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST 2024-NPL1                                                             | GITST 2025-NPL1 A1                                                                | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    769130 | NS      | $770464.44    | 0.06%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 4.875 03/12/29 144A                                                        | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1495000 | NS      | $1518983.61   | 0.11%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.25 05/29/32                                                              | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    141000 | NS      | $150087.45    | 0.01%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                                      | W 6.75 11/15/32 144A                                                              | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    300000 | NS      | $308424.00    | 0.02%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UPSTREAM REHABILITATION                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL3679885<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366244 | NS      | $324191.28    | 0.02%             | 2026-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL5135910<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550830 | NS      | $552207.63    | 0.04%             | 2030-12-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL5168481<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128798 | NS      | $114630.35    | 0.01%             | 2026-04-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| M6 ETX HOLDINGS II MIDCO LLC                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL5236262<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415876 | NS      | $417954.88    | 0.03%             | 2032-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL5336138<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139650 | NS      | $140697.38    | 0.01%             | 2030-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 4.65 10/07/41 REGS                                                         | CUSIP: P5015VAN6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    403000 | NS      | $347990.50    | 0.03%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                              | ACAR 2024-4 D                                                                     | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $202149.34    | 0.01%             | 2031-08-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 0 07/03/26 REGS                                                             | CUSIP: V3R60FEK6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4864 | NS      | $4774.57      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 0 12/31/30 .                                                               | CUSIP: YK2170958<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    185669 | NS      | $232.10       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAFL 2023-RTL1 ISSUER LLC                                                                        | CAFL 2023-RTL1 A1                                                                 | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | NS      | $495000.00    | 0.04%             | 2030-12-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                                                                  | CMGMCO 8.875 06/18/29 144A                                                        | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | NS      | $889127.13    | 0.06%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                                        | CRHID 5 02/09/36                                                                  | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1780000 | NS      | $1786146.11   | 0.13%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2015-1                                                  | CLAST 2019-1A A                                                                   | CUSIP: 14855MAA6<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-O            | CORP              | US        |    144923 | NS      | $142024.92    | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2018-B-GS                                                          | CBSLT 2020-1 A                                                                    | CUSIP: 20268BAA8<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |     68381 | NS      | $62963.99     | 0.00%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2025-1A D                                                                    | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | NS      | $583543.94    | 0.04%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.625 02/01/31                                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1297000 | NS      | $1245888.25   | 0.09%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 3.875 09/01/28 144A                                                           | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    245000 | NS      | $240471.13    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                                         | FLTR 5.875 06/04/31 144A                                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1595000 | NS      | $1617170.50   | 0.12%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.33 07/23/35                                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1310000 | NS      | $1345969.88   | 0.10%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l. / ION Platform Finance US Inc.                                     | IONPLA 8.75 05/01/29 144@                                                         | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | LU        |    370000 | NS      | $374884.00    | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ISLAND FINANCE TR 2025-1                                                                         | ISLN 2025-1A A                                                                    | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101200.99    | 0.01%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 2.5 09/01/30 144A                                                          | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    115000 | NS      | $105372.74    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.673 04/01/35 144A                                                        | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2535000 | NS      | $2646706.50   | 0.19%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                                                              | KAPT 2024-1A 1A                                                                   | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | NS      | $150786.92    | 0.01%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 5.5 03/15/35                                                                 | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    665000 | NS      | $691099.44    | 0.05%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TRUST                                                                               | ALTDE 2025-1A A                                                                   | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    562682 | NS      | $575064.88    | 0.04%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC & Panther Co-Issuer Inc.                                           | TIHLLC 7.125 06/01/31 144A                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | NS      | $31087.44     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance Us Inc                                                                        | STLA 6.45 03/18/35 144A                                                           | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1090000 | NS      | $1133065.75   | 0.08%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                                         | AOMT 2021-3 A2                                                                    | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242609 | NS      | $211616.45    | 0.02%             | 2066-05-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Global Financing DAC                                                           | APTV V6.875 12/15/54                                                              | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    975000 | NS      | $1016928.36   | 0.07%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc.                                                                                      | SUNRN 2021-2A A                                                                   | CUSIP: 86772HAA5<br>LEI: 54930007SJ77CI66U531 | Long             | ABS-O            | CORP              | US        |     79082 | NS      | $72097.56     | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017 4                                                                 | TPMT 2017-4 M2                                                                    | CUSIP: 89173UAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | NS      | $288839.39    | 0.02%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 5.55 05/30/33 144A                                                          | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    220000 | NS      | $226988.05    | 0.02%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6.625 03/15/35                                                             | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1553000 | NS      | $1599900.61   | 0.12%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.625 03/01/32 144A                                                           | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    740000 | NS      | $769910.06    | 0.06%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 8.25 05/15/29 144A                                                            | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    155000 | NS      | $156217.38    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 5 02/01/28 144A                                                              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | NS      | $62501.51     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 2.5 03/01/31                                                                  | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    680000 | NS      | $587228.41    | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                                | DHI 5 10/15/34                                                                    | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    675000 | NS      | $682778.44    | 0.05%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                          | DTV 8.875 02/01/30 144a                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    921000 | NS      | $931862.31    | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.55 12/01/33                                                                  | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2450000 | NS      | $2685264.09   | 0.19%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL1127                                                                         | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5646020 | NS      | $5797258.00   | 0.42%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2025-3                                                         | GSAR 2025-3A C                                                                    | CUSIP: 36272GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | NS      | $171025.83    | 0.01%             | 2031-09-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.5 06/16/34 144A                                                          | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    524000 | NS      | $531397.43    | 0.04%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 6.625 02/17/45 31Y                                                         | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    598000 | NS      | $555944.93    | 0.04%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8 PERP 144A                                                                  | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    729000 | NS      | $747328.67    | 0.05%             | 2500-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                                      | ITRI 1.375 07/15/30                                                               | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    246000 | NS      | $248613.77    | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.576 07/23/36                                                               | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1240000 | NS      | $1282716.63   | 0.09%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                                    | MPEL 5.375 12/04/29 144A                                                          | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    484000 | NS      | $479066.30    | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                              | MNET 2025-2A A2                                                                   | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1700000 | NS      | $1718825.25   | 0.12%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBLE RECV 2024-2                                                                   | WLAKE 2024-2A D                                                                   | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $204219.34    | 0.01%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4562668<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567256 | NS      | $568762.44    | 0.04%             | 2029-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                              | MNET 2025-2A B                                                                    | CUSIP: 59170JAZ1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    730000 | NS      | $735768.31    | 0.05%             | 2055-08-20      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-300P                                                          | NYC 2025-300P A                                                                   | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2155000 | NS      | $2163438.50   | 0.16%             | 2042-07-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2025-1                                                                  | OCTL 2025-1A D                                                                    | CUSIP: 67580EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | NS      | $335288.63    | 0.02%             | 2031-12-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                    | OC 5.7 06/15/34                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1390000 | NS      | $1461122.62   | 0.11%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                                                                    | PALI 2021-RTL1 A1                                                                 | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63686 | NS      | $63686.38     | 0.00%             | 2026-06-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.95 01/28/60                                                               | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    794000 | NS      | $646395.41    | 0.05%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.125 09/18/34 10Y                                                         | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    374000 | NS      | $383037.78    | 0.03%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.5 09/15/31 144A                                                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    355000 | NS      | $336556.63    | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                                     | ENOIGA 5.375 03/30/28                                                             | CUSIP: M4R2A7AC2<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    650000 | NS      | $641065.77    | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 2.75 12/22/26 26/D                                                            | CUSIP: X3R52SBX1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 474610000 | NS      | $1407650.44   | 0.10%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Post Holdings Inc.                                                                               | POST 6.25 02/15/32 144A                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    875000 | NS      | $899040.50    | 0.06%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEAS LLC 2024-1                                                                    | SCFET 2024-1A C                                                                   | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $103261.47    | 0.01%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V6.7 PERP I                                                                   | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    675000 | NS      | $704245.75    | 0.05%             | 2500-12-31      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                                             | TRFIG 2024-1A B                                                                   | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    200000 | NS      | $202773.98    | 0.01%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 4 06/30/28 .                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |     47788 | NS      | $1134.97      | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.625 05/16/36 REGS                                                        | CUSIP: X73648AA9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2236000 | NS      | $2331030.00   | 0.17%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST                                                                                      | VISIO 2020-1R A1                                                                  | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398826 | NS      | $386868.31    | 0.03%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                             | WLK 5.55 11/15/35                                                                 | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1350000 | NS      | $1349698.56   | 0.10%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OP LTD                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL3202845<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    555000 | NS      | $554479.44    | 0.04%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4679231<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773969 | NS      | $777765.25    | 0.06%             | 2030-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (REPUBLIC OF)                                                                          | SENIOR UNSECURED NOTES                                                            | CUSIP: YS0724148<br>LEI: N/A                  | Long             | DBT              | CORP              | LK        |    123647 | NS      | $112209.65    | 0.01%             | 2038-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOL                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL5143062<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538284 | NS      | $538284.00    | 0.04%             | 2032-07-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DYNAMO US BIDCO INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL5258555<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118800 | NS      | $119616.75    | 0.01%             | 2031-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO REC ISSUER TR 2024-1                                                                    | GCAR 2024-1A D                                                                    | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $203514.45    | 0.01%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.625 05/16/36 144A                                                        | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    253000 | NS      | $263701.91    | 0.02%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL5337672<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1143439 | NS      | $1147727.00   | 0.08%             | 2030-06-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 1.75 06/23/32 138                                                            | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |  60580000 | NS      | $2532841.50   | 0.18%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                             | GOINSO 7.5 04/15/32 144A                                                          | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    686000 | NS      | $731453.57    | 0.05%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPT 2024-1                                                                        | GDLP 2024-1A A                                                                    | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149622 | NS      | $151546.70    | 0.01%             | 2046-10-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 5.5 02/15/35                                                                 | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | NS      | $71704.61     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asp Unifrax Holdings Inc                                                                         | FRAX 5.25 09/30/28 144A                                                           | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   1180000 | NS      | $88500.00     | 0.01%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 6.75 12/28/30 144A                                                         | CUSIP: YK2130309<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    281233 | NS      | $4218.52      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4939155<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238141 | NS      | $238608.31    | 0.02%             | 2030-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL5279189<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | NS      | $938700.75    | 0.07%             | 2032-11-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 5.625 01/13/35 REGS                                                           | CUSIP: M6320RAB2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    565000 | NS      | $600030.00    | 0.04%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co Inc.                                                                         | GRMPAC 7.125 08/15/28 144A                                                        | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |   1075000 | NS      | $1075917.00   | 0.08%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                        | HASI 6.375 07/01/34                                                               | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    487000 | NS      | $496162.50    | 0.04%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 04/15/30 144A                                                            | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    405000 | NS      | $393540.16    | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                                                       | HGVT 2025-1A C                                                                    | CUSIP: 43283CAC5<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |     87827 | NS      | $89161.00     | 0.01%             | 2042-05-27      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                            | AMRZ 5.4 04/07/35                                                                 | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    445000 | NS      | $458903.53    | 0.03%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2023-2                                                                     | HPEFS 2023-2A D                                                                   | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101037.61    | 0.01%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2023-1                                             | BLAST 2023-1 D                                                                    | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | NS      | $951927.88    | 0.07%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                                              | IAGLN 2.9 03/15/35 144A                                                           | CUSIP: 11042CAA8<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | GB        |    579027 | NS      | $529203.57    | 0.04%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-Sprl Mortgage Trust                                                            | HY 2025-SPRL A                                                                    | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | NS      | $1855853.56   | 0.13%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                              | IHS 8.25 11/29/31 144A                                                            | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    281000 | NS      | $293095.19    | 0.02%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                        | TPMT 2019-HY2 M1                                                                  | CUSIP: 89177HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | NS      | $926907.56    | 0.07%             | 2058-05-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.844 11/06/33 144A                                                          | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    894000 | NS      | $894857.69    | 0.06%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                  | IEP 10 11/15/29 144A                                                              | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    760000 | NS      | $759463.97    | 0.05%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 3.2 09/23/61                                                                | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    106000 | NS      | $67958.38     | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                                         | BROPAR 5.875 04/15/29 144A                                                        | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    940000 | NS      | $938525.98    | 0.07%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust 2019-3                                                         | BHLD 2019-2 A1                                                                    | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58220 | NS      | $57289.36     | 0.00%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-VLT7 A                                                                    | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | NS      | $901394.81    | 0.06%             | 2044-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 4.5 08/15/30 144A                                                            | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | NS      | $220313.78    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                       | CDW 3.25 02/15/29                                                                 | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | NS      | $957929.49    | 0.07%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                             | CENT 2025-CITY A                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1540000 | NS      | $1558730.38   | 0.11%             | 2040-07-12      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                 | CYH 4.75 02/15/31 144A                                                            | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    886000 | NS      | $789324.47    | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                 | CYH 5.25 05/15/30 144A                                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    800000 | NS      | $751354.16    | 0.05%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alliancebernstein Corprte Inc                                                                    | AMSR 2021-SFR2 C                                                                  | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1992879 | NS      | $1954605.61   | 0.14%             | 2038-08-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Acushnet Co                                                                                      | GOLF 5.625 12/01/33 144A                                                          | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     16000 | NS      | $16179.77     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.338 05/04/53                                                                | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    780000 | NS      | $742950.00    | 0.05%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 3.75 01/15/32                                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    245000 | NS      | $229856.36    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.75 01/15/36 144A                                                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     35000 | NS      | $35850.16     | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.125 12/15/30 144A                                                        | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    437000 | NS      | $445016.53    | 0.03%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 6.15 09/30/30                                                                 | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    485000 | NS      | $518515.66    | 0.04%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                              | AFFRM 2024-A B                                                                    | CUSIP: 00834BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | NS      | $330520.47    | 0.02%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-Inv3                                                             | VERUS 2023-8 A1                                                                   | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-O            | CORP              | US        |    445096 | NS      | $449286.05    | 0.03%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6.875 04/15/32 144A                                                           | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    885000 | NS      | $932276.91    | 0.07%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.25 10/15/35 144A                                                            | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    220000 | NS      | $219293.97    | 0.02%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                                    | WHTCAP 7.375 11/15/30 144A                                                        | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    255000 | NS      | $263777.94    | 0.02%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                             | WSTOP 2024-1A A2                                                                  | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | NS      | $354483.75    | 0.03%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 4.625 03/01/30 144A                                                           | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    340000 | NS      | $331519.63    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUGREEN                                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL3473057<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    499724 | NS      | $488688.97    | 0.04%             | 2027-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4743235<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385042 | NS      | $3850.42      | 0.00%             | 2028-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4842680<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    499188 | NS      | $500158.34    | 0.04%             | 2028-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4862100<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1765636 | NS      | $1757910.88   | 0.13%             | 2030-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4939221<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    521554 | NS      | $523075.13    | 0.04%             | 2028-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL5024601<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    547619 | NS      | $551726.19    | 0.04%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL5195674<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509179 | NS      | $509815.56    | 0.04%             | 2028-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS                                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL5239399<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | NS      | $971755.00    | 0.07%             | 2032-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                        | Sunac China Holdings Ltd. HKD0.10                                                 | CUSIP: G8569A106<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | HK        |     27230 | NS      | $4592.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 8.5 05/31/29 M                                                              | CUSIP: P9767G6N6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  25620000 | NS      | $1434592.00   | 0.10%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 11/13/42 M                                                             | CUSIP: P4R0C9EK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  25800000 | NS      | $1224631.38   | 0.09%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                         | MGS 2.632 04/15/31 0220                                                           | CUSIP: Y2R35QHH7<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |  11000000 | NS      | $2616078.34   | 0.19%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 7.625 02/01/41 REGS                                                        | CUSIP: P01012AR7<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    223000 | NS      | $222219.50    | 0.02%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cameroon (Republic of)                                                                           | REPCAM 9.5 07/31/31 7Y                                                            | CUSIP: V58014AC1<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    286000 | NS      | $285285.00    | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/35 REGS                                                          | CUSIP: X5S0055X5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    939860 | NS      | $562514.43    | 0.04%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 7.125 01/17/33 REGS                                                        | CUSIP: X7360WCQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    430000 | NS      | $466773.78    | 0.03%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2019-D                                                                  | AJAXM 2019-D A1                                                                   | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102020 | NS      | $99020.25     | 0.01%             | 2065-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 6.75 04/15/28 144A                                                         | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    227000 | NS      | $231125.82    | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 2.125 09/22/31 REGS                                                        | CUSIP: X93622FZ0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    239000 | NS      | $205993.52    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 6.25 12/28/28 144A                                                         | CUSIP: YK2408416<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    138393 | NS      | $2698.65      | 0.00%             | 2028-12-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 0 12/31/32 144A                                                            | CUSIP: YK2439700<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    350277 | NS      | $875.71       | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                                       | SHIMAO 0 07/21/26 144A                                                            | CUSIP: YQ9098217<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    641821 | NS      | $17970.98     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holdings Ltd                                                                    | SINOCE 0 03/27/27 144a                                                            | CUSIP: YQ9108396<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |    307807 | NS      | $2308.56      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8.75 02/28/48 2048                                                           | CUSIP: S6989ZAQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  51600000 | NS      | $2995256.75   | 0.22%             | 2049-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 7 01/15/31 144A                                                            | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    254000 | NS      | $263518.76    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.625 07/28/34                                                               | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1180000 | NS      | $1232370.45   | 0.09%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Applebees's Funding LLC / IHOP Funding LLC                                                       | DIN 2023-1A A2                                                                    | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1854000 | NS      | $1881474.44   | 0.14%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1                                              | ARIVO 2022-1A B                                                                   | CUSIP: 04047EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    878294 | NS      | $878712.19    | 0.06%             | 2028-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-8A C                                                                   | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    110000 | NS      | $116487.28    | 0.01%             | 2030-02-20      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                                     | BBCMS 2018-TALL A                                                                 | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1260000 | NS      | $1192710.06   | 0.09%             | 2037-03-16      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                                               | BX 2025-ROIC C                                                                    | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1055882 | NS      | $1051924.50   | 0.08%             | 2042-02-18      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd / Bacardi Martini BV                                                                 | BACARD 5.4 06/15/33 144A                                                          | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    650000 | NS      | $657158.00    | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.15 05/01/30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1035000 | NS      | $1063472.98   | 0.08%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                                  | BAMCN 5.795 04/24/35                                                              | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    260000 | NS      | $272077.38    | 0.02%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 4.75 09/10/34                                                               | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    224000 | NS      | $223614.55    | 0.02%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 PLC                                                                      | STYRO 9.625 03/15/29 144A                                                         | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   1015000 | NS      | $703015.96    | 0.05%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| COLT 2023-4 MORTGAGE LOAN TRUST                                                                  | COLT 2023-4 A1                                                                    | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-O            | CORP              | US        |    124696 | NS      | $126227.63    | 0.01%             | 2068-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                                     | NOTES ESCROW                                                                      | CUSIP: 131ESC9C1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    920000 | NS      | $0.01         | 0.00%             | 2010-07-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Clean Harbors, Inc.                                                                              | CLH 6.375 02/01/31 144A                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     11000 | NS      | $11320.36     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Costar Group Inc                                                                                 | CSGP 2.8 07/15/30 144A                                                            | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   1942000 | NS      | $1780003.50   | 0.13%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                              | DC 2023-DC C                                                                      | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | NS      | $475671.56    | 0.03%             | 2040-09-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 3.875 11/30/30                                                               | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    450532 | NS      | $1504776.88   | 0.11%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.55 05/15/34                                                                  | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | NS      | $174701.61    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                     | ENTG 5.95 06/15/30 144A                                                           | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     15000 | NS      | $15300.16     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS8479                                                                         | CUSIP: 3140XQM53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2566648 | NS      | $2612034.00   | 0.19%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE                                                                                          | SENIOR UNSECURED EURO NOTES                                                       | CUSIP: 326183431<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |    771840 | NS      | $575020.81    | 0.04%             | 2041-05-31      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                            | HP 5.5 12/01/34                                                                   | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2434000 | NS      | $2396355.25   | 0.17%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Hilton Domestic Operating Co Inc.                                                                | HLT 3.625 02/15/32 144A                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    166000 | NS      | $154094.52    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V6.5 PERP OO                                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1910000 | NS      | $1984702.38   | 0.14%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V6.401 03/06/35                                                               | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1110000 | NS      | $1205676.75   | 0.09%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                             | MCMLT 2019-GS1 A1                                                                 | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85618 | NS      | $84176.71     | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                              | MLANE 2024-B A                                                                    | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | NS      | $538709.06    | 0.04%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Movida Europe S.A                                                                                | MOVIBZ 7.85 04/11/29 144A                                                         | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    363000 | NS      | $343031.38    | 0.02%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: —       |
| Navient Corporation                                                                              | NAVI 5 03/15/27                                                                   | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    675000 | NS      | $676464.09    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                                      | NAVSL 2021-A A                                                                    | CUSIP: 63942BAA2<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |     88210 | NS      | $81046.53     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                       | NTRS V5.117 11/19/40                                                              | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    540000 | NS      | $539257.69    | 0.04%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 180 Medical Inc.                                                                                 | CTECLN 5.3 10/08/35 144a                                                          | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   1675000 | NS      | $1669167.13   | 0.12%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PK ALIFT Loan Funding 3 LP                                                                       | PKAIR 2024-1 A1                                                                   | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    177194 | NS      | $181079.27    | 0.01%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 7.375 04/08/31 144A                                                        | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    702000 | NS      | $699036.25    | 0.05%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 LLC                                                                               | PRET 2025-NPL3 A1                                                                 | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |    413647 | NS      | $415592.13    | 0.03%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS V4.75 06/01/50                                                                | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1275000 | NS      | $1254123.48   | 0.09%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital Farm Credit ACA                                                                          | CFCFCS V5 PERP 1                                                                  | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    425000 | NS      | $420750.00    | 0.03%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR                                                              | SDART 2025-4 D                                                                    | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $100521.47    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-1A A2II                                                               | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1301850 | NS      | $1329231.50   | 0.10%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 4.5 12/01/29 144A                                                             | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    679000 | NS      | $664583.59    | 0.05%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 6.9 02/28/32 144A                                                           | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   2595000 | NS      | $2788987.92   | 0.20%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                             | ANGOL 9.244 01/15/31 144A                                                         | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    517000 | NS      | $520081.95    | 0.04%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2018-2                                                                     | ARRW 2019-1 A1                                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80381 | NS      | $78630.06     | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4813392<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2937976 | NS      | $2944547.91   | 0.21%             | 2031-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL5140936<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | NS      | $593512.50    | 0.04%             | 2032-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V2.359 07/29/32                                                               | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    430000 | NS      | $376405.08    | 0.03%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CARDINAL MORTGAGE TRUST 2025-RTL1                                                                | CRDNL 2025-RTL1 A1                                                                | CUSIP: 14151BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | NS      | $546502.19    | 0.04%             | 2030-11-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-Sfr5 Trust                                                                             | AMSR 2021-SFR3 D                                                                  | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | NS      | $508988.13    | 0.04%             | 2038-10-19      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 5.375 12/15/31                                                                | CUSIP: 00774MBP9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    480000 | NS      | $497135.38    | 0.04%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                              | ADVGRO 6.75 08/01/32 144A                                                         | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    395000 | NS      | $412624.83    | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliance Resource Operating Partners LP/Alliance Resource Finance Corp                           | ARLP 8.625 06/15/29 144A                                                          | CUSIP: 01879NAC9<br>LEI: 2549007036KGPSVTHP54 | Long             | DBT              | CORP              | US        |    640000 | NS      | $674671.36    | 0.05%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Altice Luxembourg FR SA                                                                          | Altice Luxembourg FR SA 0% SNR PERP BDS EUR (144A)                                | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | DBT              | CORP              | LU        |       342 | NS      | $5526.37      | 0.00%             | 2500-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                     | APO V6 12/15/54                                                                   | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1145000 | NS      | $1130696.75   | 0.08%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Applebees's Funding LLC / IHOP Funding LLC                                                       | DIN 2025-1A A2                                                                    | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1965000 | NS      | $1979301.63   | 0.14%             | 2055-06-05      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                                                        | IREN 0 07/01/31                                                                   | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    215000 | NS      | $159207.50    | 0.01%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 6.75 05/01/33 144A                                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     23000 | NS      | $24007.32     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                               | MTNA 6.75 03/01/41                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    590000 | NS      | $644924.24    | 0.05%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 0.75 07/09/30                                                              | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   3292800 | NS      | $2798880.00   | 0.20%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-1A C                                                                   | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $104075.48    | 0.01%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                              | AZORRA 7.25 01/15/31 144A                                                         | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    650000 | NS      | $681091.06    | 0.05%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                                    | BGC 6.15 04/02/30                                                                 | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    665000 | NS      | $688570.13    | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                         | BFLD 2025-660F B                                                                  | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $250778.20    | 0.02%             | 2042-11-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                                     | ENOIGA 5.875 03/30/31                                                             | CUSIP: M4R2A7AB4<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    185000 | NS      | $178887.59    | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (REPUBLIC OF)                                                                          | SENIOR UNSECURED NOTES                                                            | CUSIP: YS0764847<br>LEI: N/A                  | Long             | DBT              | CORP              | LK        |   1397042 | NS      | $1059718.65   | 0.08%             | 2035-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                                                                             | BNSF V6.613 12/15/55                                                              | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | NS      | $965464.19    | 0.07%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                               | BPR 2021-NRD B                                                                    | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $129137.89    | 0.01%             | 2038-12-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 6.2 04/14/34                                                                  | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1040000 | NS      | $1097612.13   | 0.08%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings Llc                                                                | LUCK 7.25 10/15/32 144A                                                           | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    575000 | NS      | $543576.65    | 0.04%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Carvana Auto Receivables Trust 2024-N3                                                           | CRVNA 2024-N3 D                                                                   | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $299061.22    | 0.02%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 4.625 12/15/29                                                                | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    538000 | NS      | $521829.72    | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DELC                                                                               | BX 2025-DELC C                                                                    | CUSIP: 05594MAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | NS      | $245611.72    | 0.02%             | 2042-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-XL5 A                                                                     | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975870 | NS      | $976470.71    | 0.07%             | 2041-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2023-B                                                                  | BHG 2023-B B                                                                      | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289209 | NS      | $303247.59    | 0.02%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2024-2                                             | BLAST 2024-2 D                                                                    | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | NS      | $749899.50    | 0.05%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                                              | IAGLN 3.35 06/15/29 144A                                                          | CUSIP: 11043XAB9<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | GB        |    123431 | NS      | $119564.68    | 0.01%             | 2030-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                       | CDW 5.55 08/22/34                                                                 | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   1195000 | NS      | $1217602.89   | 0.09%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 4 08/01/28 144A                                                               | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5000 | NS      | $4926.35      | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                                              | CLAST 2025-1A A                                                                   | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1144933 | NS      | $1163372.63   | 0.08%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Cimpress PLC                                                                                     | CMPR 7.375 09/15/32 144A                                                          | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   1265000 | NS      | $1290304.82   | 0.09%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Citadel LP                                                                                       | CITADL 6 01/23/30 144A                                                            | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    270000 | NS      | $282047.66    | 0.02%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                           | ARNC 11.5 10/01/31 144A                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | NS      | $720862.25    | 0.05%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 5.45 07/15/34                                                                 | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    245000 | NS      | $253959.47    | 0.02%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                      | CLR 2.875 04/01/32 144A                                                           | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2375000 | NS      | $2072618.28   | 0.15%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-3                                                                       | DTAOT 2023-3A C                                                                   | CUSIP: 23345WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | NS      | $574782.00    | 0.04%             | 2029-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2025-INV1                                                   | DRMT 2025-INV1 A1                                                                 | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    936287 | NS      | $938056.25    | 0.07%             | 2060-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.6 09/01/34                                                                   | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | NS      | $771836.81    | 0.06%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 3.375 02/15/30                                                                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    545000 | NS      | $501527.74    | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.384 10/23/35                                                               | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    270000 | NS      | $278655.03    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.7 04/01/35                                                                   | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    505000 | NS      | $522739.02    | 0.04%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Euronet Worldwide, Inc.                                                                          | EEFT 0.625 10/01/30                                                               | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    255000 | NS      | $232528.14    | 0.02%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4438                                                                         | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920515 | NS      | $921789.81    | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ferrellgas, L.P. / Ferrellgas Finance Corp.                                                      | FGP 5.875 04/01/29 144A                                                           | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    952000 | NS      | $914780.18    | 0.07%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-1                                                                  | FFIN 2024-2A D                                                                    | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84702 | NS      | $85856.94     | 0.01%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 5.875 01/25/34                                                             | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    855000 | NS      | $878038.56    | 0.06%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 5 02/15/32                                                                    | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    115000 | NS      | $117564.15    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                              | AVTR 3.875 11/01/29 144A                                                          | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     33000 | NS      | $31556.42     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                                       | ICECR 6 08/01/32 144a                                                             | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    840000 | NS      | $851465.32    | 0.06%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                                 | GMABDC 7.25 12/15/33 144A                                                         | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     65000 | NS      | $68276.77     | 0.00%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                                   | TEVA 7.875 09/15/31                                                               | CUSIP: N8539TAP9<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    395000 | NS      | $555303.25    | 0.04%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.5 10/06/33 144A                                                          | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3795000 | NS      | $4191351.80   | 0.30%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE X LIMITED                                                                      | SEACO 2025-1H A                                                                   | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |   1018315 | NS      | $1018476.13   | 0.07%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.5 06/01/33                                                                  | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2715000 | NS      | $2824631.47   | 0.20%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM3                                                           | IMPRL 2022-NQM3 A1                                                                | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1379592 | NS      | $1374956.75   | 0.10%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED V6.114 09/11/34                                                            | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    255000 | NS      | $275511.56    | 0.02%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-NQM2                                                               | JPMMT 2025-NQM2 A1                                                                | CUSIP: 46590SAC1<br>LEI: 529900LIO4UMWFLNQ670 | Long             | ABS-O            | CORP              | US        |   1051551 | NS      | $1060932.75   | 0.08%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                          | JBSSBZ 3 02/02/29                                                                 | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    260000 | NS      | $250340.14    | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms                                    | JPMCC 2025-BMS A                                                                  | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $399874.56    | 0.03%             | 2042-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.                  | JBSSBZ 5.5 01/15/36 144A                                                          | CUSIP: 472140AE2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    445000 | NS      | $452190.19    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                                                              | KAPT 2024-1A A                                                                    | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | NS      | $397072.22    | 0.03%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                              | KENINT 9.75 02/16/31 144A                                                         | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    100000 | NS      | $109380.15    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LAUREL RD PRIME STD LN 2020-A                                                                    | LRK 2020-A A2FX                                                                   | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109993 | NS      | $103079.46    | 0.01%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 5.4 03/15/32                                                                 | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    330000 | NS      | $343235.47    | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MFA TRUST 2022-INV1                                                                              | MFRA 2022-INV1 A1                                                                 | CUSIP: 55284TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    819494 | NS      | $813500.44    | 0.06%             | 2057-03-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc                                                                   | VAC 4.5 06/15/29 144A                                                             | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    145000 | NS      | $138534.16    | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 6.5 02/15/31 144A                                                             | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1082000 | NS      | $1111246.38   | 0.08%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.342 10/18/33                                                                | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    925000 | NS      | $1013774.01   | 0.07%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.627 11/01/34                                                                | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    309000 | NS      | $345513.88    | 0.02%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                               | MSBAM 2013-C11 B                                                                  | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | NS      | $48376.00     | 0.00%             | 2046-08-17      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Nova Ltd                                                                                         | NVMI 0 09/15/30                                                                   | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |    187000 | NS      | $232534.50    | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 4.375 01/15/28 144A                                                         | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    210000 | NS      | $208675.94    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 7.125 11/15/31                                                                | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1330000 | NS      | $1388304.25   | 0.10%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND I LLC                                                                         | EQS 2024-2M A                                                                     | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651090 | NS      | $660241.75    | 0.05%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL8 LLC                                                                               | PRET 2025-NPL8 A1                                                                 | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |   1024522 | NS      | $1027247.00   | 0.07%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 6.25 04/15/28 144A                                                         | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     95000 | NS      | $98651.43     | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 4.8 10/24/30 144A                                                          | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1435000 | NS      | $1435542.63   | 0.10%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2020-2A A                                                                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    165000 | NS      | $164664.88    | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-2A D                                                                   | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    255000 | NS      | $257097.17    | 0.02%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| PSBDC 1A                                                                                         | ABS FLOAT SER.1A CL.B1                                                            | CUSIP: 696928AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | NS      | $652765.75    | 0.05%             | 2037-07-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 3.875 03/17/28                                                             | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | NS      | $588780.00    | 0.04%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                              | USLBMH 6.25 01/15/29 144A                                                         | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1415000 | NS      | $1273486.27   | 0.09%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS                                                                                | BX 2022-CLS A                                                                     | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1294000 | NS      | $1298183.00   | 0.09%             | 2039-10-14      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2025-STAR                                                          | BPR 2025-STAR A                                                                   | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | NS      | $150873.38    | 0.01%             | 2042-11-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                                  | BANK 2021-BN35 AS                                                                 | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | NS      | $416601.31    | 0.03%             | 2064-06-17      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                                      | PAYX 5.6 04/15/35                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    415000 | NS      | $434627.41    | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 6.25 07/01/33                                                                 | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1230000 | NS      | $1314882.97   | 0.09%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 3.25 09/21/71                                                               | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2321000 | NS      | $1433101.45   | 0.10%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 4.34 03/07/42                                                               | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | NS      | $355360.00    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA                                                                                   | BBVASM V8.125 01/08/39 144A                                                       | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    303000 | NS      | $327796.91    | 0.02%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                                               | BHG 2025-1CON B                                                                   | CUSIP: 08860AAB5<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-O            | CORP              | US        |    148180 | NS      | $149649.83    | 0.01%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Company Inc                                               | POWSOL 6.75 09/15/32 144A                                                         | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    215000 | NS      | $222953.39    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                        | TIBX 9 09/30/29 144A                                                              | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1230000 | NS      | $1281057.77   | 0.09%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                                     | Biomarin Pharmaceutical Inc. COM USD0.001                                         | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     24250 | NS      | $1441177.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Finance Llc                                                                             | OWL 3.125 06/10/31                                                                | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1015000 | NS      | $919834.75    | 0.07%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMPDC 2025-1A A1                                                                  | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | NS      | $549901.75    | 0.04%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COREVEST AMCR FIN TR 2020-2                                                                      | CAFL 2020-2 C                                                                     | CUSIP: 21872VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $99443.22     | 0.01%             | 2052-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2020-1                                                                       | RCKT 2020-1 A1                                                                    | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95423 | NS      | $83529.41     | 0.01%             | 2050-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| REACH ABS TR 2022-2                                                                              | REACH 2025-2A B                                                                   | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | NS      | $1564912.13   | 0.11%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.805 05/01/50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2905000 | NS      | $2857341.71   | 0.21%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.528 05/01/34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1190000 | NS      | $1316567.19   | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2                                                              | CAALT 2024-3A C                                                                   | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | NS      | $217299.34    | 0.02%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-1                                                                       | DTAOT 2023-1A D                                                                   | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1091000 | NS      | $1105918.50   | 0.08%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 7.008 05/01/64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    395000 | NS      | $448818.91    | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.187 11/15/36 144A                                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     24000 | NS      | $20354.22     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2024-RTL1                                                                             | ROC 2024-RTL1 A1                                                                  | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | NS      | $822960.50    | 0.06%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 4.25 07/01/26 144A                                                            | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     50000 | NS      | $49993.35     | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER II LLC                                                                           | HYPER 2025-1A A2                                                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | NS      | $1044141.44   | 0.08%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                          | DTV 5.875 08/15/27 144A                                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | NS      | $319866.65    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                                           | BURL 1.25 12/15/27                                                                | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    216000 | NS      | $319896.00    | 0.02%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                                        | CNO 5.25 05/30/29                                                                 | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    480000 | NS      | $486949.50    | 0.04%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Shenton Aircraft Invesment 1 Limited                                                             | SHNTN 2015-1A A                                                                   | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |    115536 | NS      | $112474.68    | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                                  | SBGI 8.125 02/15/33 144A                                                          | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    795000 | NS      | $830321.88    | 0.06%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                    | WBD 3.625 05/15/30 *                                                              | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    101000 | NS      | $92983.89     | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                         | DISH 11.75 11/15/27 144A                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    670000 | NS      | $697322.62    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.375 07/24/44 30Y                                                           | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    322000 | NS      | $274631.44    | 0.02%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                                  | SOBOCN V7.5 03/01/55                                                              | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   1250000 | NS      | $1336086.25   | 0.10%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 6 01/15/34                                                                    | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    815000 | NS      | $855236.75    | 0.06%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V6.123 11/21/34                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    525000 | NS      | $567188.50    | 0.04%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 6.125 03/15/33                                                               | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    725000 | NS      | $775515.99    | 0.06%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                        | TPMT 2019-4 A2                                                                    | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | NS      | $563203.75    | 0.04%             | 2059-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Drawbridge Special Opportunities Fund LP/ Drawbridge Special Opportunities Finance Corporation   | DRAWBR 5.95 09/17/30 144A                                                         | CUSIP: 26150TAF6<br>LEI: OTW7FAILU3FWEXAKRN53 | Long             | DBT              | CORP              | US        |   1090000 | NS      | $1039685.18   | 0.07%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 5.45 06/15/34                                                                 | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    750000 | NS      | $780969.44    | 0.06%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                                             | TRFIG 2024-1A A1                                                                  | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   1055000 | NS      | $1052205.13   | 0.08%             | 2027-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.988 08/05/33 144A                                                          | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1080000 | NS      | $1095533.63   | 0.08%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES4                                                                                   | EFMT 2025-CES4 A1                                                                 | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-O            | CORP              | US        |   2035729 | NS      | $2052574.63   | 0.15%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 4.625 11/02/31                                                             | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    161000 | NS      | $144225.78    | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.8 09/15/34                                                                 | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1560000 | NS      | $1559548.41   | 0.11%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                                | UNGUZB 8.75 05/07/30 144A                                                         | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    483000 | NS      | $518313.50    | 0.04%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.45 04/01/44                                                                 | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     55000 | NS      | $50108.19     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL3707686<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500385 | NS      | $490376.90    | 0.04%             | 2028-09-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4663300<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1455257 | NS      | $1457075.97   | 0.10%             | 2030-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4987857<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550214 | NS      | $551933.19    | 0.04%             | 2029-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL5017431<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496259 | NS      | $498973.41    | 0.04%             | 2030-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LSF12 CROWN US COMMERCIAL                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL5165487<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    582916 | NS      | $586315.63    | 0.04%             | 2031-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL5195831<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535957 | NS      | $536435.38    | 0.04%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL5224615<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333531 | NS      | $336032.88    | 0.02%             | 2031-08-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 9.25 04/17/30 REGS                                                         | CUSIP: P01012CF1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    334000 | NS      | $363058.00    | 0.03%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 5 07/31/40 REGS                                                              | CUSIP: P8054QBE2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    449000 | NS      | $351342.50    | 0.03%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Kuwait (State Of)                                                                                | KUWIB 4.652 10/09/35 144A                                                         | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   1649000 | NS      | $1646722.75   | 0.12%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kyrgyzstan (Republic of)                                                                         | KYRGYZ 7.75 06/03/30 144A                                                         | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |   1665000 | NS      | $1716499.25   | 0.12%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LSB Industries Inc                                                                               | LXU 6.25 10/15/28 144A                                                            | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   1529000 | NS      | $1526559.88   | 0.11%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES 2025-1 TR                                                                   | LADAR 2025-1A D                                                                   | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255000 | NS      | $1279420.00   | 0.09%             | 2032-05-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 7.5 04/01/28 144a                                                          | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    620000 | NS      | $361150.00    | 0.03%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.5 11/15/31 144a                                                          | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | NS      | $244000.00    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES 2023-4                                                                      | LADAR 2023-4A C                                                                   | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1244000 | NS      | $1279584.00   | 0.09%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| LANNETT CO INC                                                                                   | COMMON STOCK                                                                      | CUSIP: 516012200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5681 | NS      | $6309.38      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 11.75 01/31/29 144A                                                        | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    760000 | NS      | $564640.03    | 0.04%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Csmc                                                                                             | CSMC 2014-USA D                                                                   | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $84934.17     | 0.01%             | 2037-09-17      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                               | CNQCN 5.4 12/15/34                                                                | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2730000 | NS      | $2779122.50   | 0.20%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECIEVABLES TRUST 202                                                              | CMXS 2025-B D                                                                     | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $1010495.00   | 0.07%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 3 10/15/30                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    720000 | NS      | $644067.35    | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.65 02/01/34                                                                | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    310000 | NS      | $326566.51    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.55 06/01/34                                                                | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    620000 | NS      | $652088.41    | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Trust 2016-2                                                                      | CHASE 2016-SH2 M2                                                                 | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379316 | NS      | $357155.06    | 0.03%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                                       | LIBMUT V4.125 12/15/51 144A                                                       | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1610000 | NS      | $1587529.38   | 0.11%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 6.5 03/26/31 144A                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    140000 | NS      | $149726.34    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN V8.5 01/15/84                                                               | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    900000 | NS      | $1032001.50   | 0.07%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                                               | ET V6.5 PERP H                                                                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1233000 | NS      | $1238430.11   | 0.09%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 4.95 01/05/36                                                               | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1659000 | NS      | $1672520.88   | 0.12%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 5.33 01/05/54                                                               | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    265000 | NS      | $255539.49    | 0.02%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 6.5 11/28/27 REGS                                                          | CUSIP: V342A3BX1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    805000 | NS      | $815841.94    | 0.06%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 4.5 06/30/29 .                                                             | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |     83220 | NS      | $1664.40      | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                            | CHBANI 8.75 10/01/29 144A                                                         | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       438 | NS      | $467.52       | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                               | CIFR 7.125 11/15/30 144A                                                          | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | NS      | $343228.73    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUD LN LLC 2024-B                                                                   | CASL 2024-B A1A                                                                   | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997778 | NS      | $1026012.00   | 0.07%             | 2054-08-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUD LN LLC 2024-B                                                                   | CASL 2024-B B                                                                     | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $102783.29    | 0.01%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 0 12/31/28 144A                                                            | CUSIP: YK2138690<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    148535 | NS      | $557.01       | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 7.721 12/28/27 144A                                                        | CUSIP: YK2152865<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     96603 | NS      | $2173.57      | 0.00%             | 2027-12-28      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (REPUBLIC OF)                                                                          | SENIOR UNSECURED NOTES                                                            | CUSIP: YS0721615<br>LEI: N/A                  | Long             | DBT              | CORP              | LK        |    131870 | NS      | $112913.69    | 0.01%             | 2033-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica Del Rio Lempa                                                  | CELELS 8.65 01/24/33 144A                                                         | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    248000 | NS      | $265980.00    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Commvault Systems Inc.                                                                           | CVLT 0 09/15/30                                                                   | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |     94000 | NS      | $83143.00     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                      | CLR 5.75 01/15/31 144A                                                            | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   5215000 | NS      | $5347383.75   | 0.39%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | COOPR 2025-CES3 A1A                                                               | CUSIP: 216926AA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1864982 | NS      | $1859900.25   | 0.13%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 5.2 03/27/28 144A                                                          | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    680000 | NS      | $690266.94    | 0.05%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                               | MGY 6.875 12/01/32 144A                                                           | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |   1155000 | NS      | $1187077.84   | 0.09%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Corevest American Finance Trust                                                                  | CAFL 2019-3 A                                                                     | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23278 | NS      | $23231.51     | 0.00%             | 2052-10-18      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017-RPL1                                                                             | CSMC 2017-RPL1 A1                                                                 | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1194494 | NS      | $1171974.50   | 0.08%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Dentsply Sirona Inc                                                                              | XRAY 3.25 06/01/30                                                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   1810000 | NS      | $1672072.97   | 0.12%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ELFI Graduate Ln Program 2019-A LLC                                                              | ELFI 2019-A A                                                                     | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84805 | NS      | $80209.21     | 0.01%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| EWC MASTER ISSUER LLC                                                                            | WAX 2022-1A A2                                                                    | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130275 | NS      | $128763.27    | 0.01%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc.                                                                             | EXP 5 03/15/36                                                                    | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   1380000 | NS      | $1351753.50   | 0.10%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM2                                                                                   | EFMT 2025-NQM2 A1                                                                 | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-O            | CORP              | US        |    793081 | NS      | $800432.88    | 0.06%             | 2070-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 8.625 02/28/29 144A                                                        | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    263000 | NS      | $280095.00    | 0.02%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2018-2                                                             | MCMLT 2019-1 M2                                                                   | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    603888 | NS      | $562540.25    | 0.04%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                              | MLANE 2024-A B                                                                    | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | NS      | $417135.91    | 0.03%             | 2029-08-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.75 02/15/33                                                                  | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    540000 | NS      | $566694.29    | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2023-2A D                                                                    | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | NS      | $209100.69    | 0.02%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                                       | EVRG 4.5 12/15/27                                                                 | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    128000 | NS      | $155776.00    | 0.01%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2024-5A D                                                                    | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $301349.47    | 0.02%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.297 04/20/37                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    435000 | NS      | $442482.00    | 0.03%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.424 07/21/34 MTN                                                            | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1610000 | NS      | $1674909.25   | 0.12%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2021-2A C                                                                   | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    160000 | NS      | $156578.77    | 0.01%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 5.875 10/28/35 144A                                                        | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    966000 | NS      | $967642.19    | 0.07%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4785                                                                         | CUSIP: 31418EJ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1346326 | NS      | $1350480.00   | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVW LLC 2024-1                                                                                   | MVWOT 2024-1A A                                                                   | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    754873 | NS      | $769523.00    | 0.06%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2024-1 L                                                              | PEAC 2024-1A B                                                                    | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | NS      | $1258355.38   | 0.09%             | 2030-11-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PSBDC 1A                                                                                         | ABS FLOAT SER.1A CL.A                                                             | CUSIP: 696928AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | NS      | $922202.50    | 0.07%             | 2037-07-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVICES HO                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4728046<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667906 | NS      | $669019.63    | 0.05%             | 2031-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/30 REGS                                                            | CUSIP: X5S0055Z0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     30723 | NS      | $18203.37     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                             | ESA 2025-ESH E                                                                    | CUSIP: 30227TAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    120000 | NS      | $120749.02    | 0.01%             | 2042-10-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6857                                                                         | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1514503 | NS      | $1486728.38   | 0.11%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FA0685                                                                         | CUSIP: 3140W0XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969038 | NS      | $995481.69    | 0.07%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FA1378                                                                         | CUSIP: 3140W1Q89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1350625 | NS      | $1285634.75   | 0.09%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS7751                                                                         | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4612423 | NS      | $4394040.00   | 0.32%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2021-2                                                                | FCAT 2021-2 D                                                                     | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162261 | NS      | $160014.05    | 0.01%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.831 04/19/35                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1590000 | NS      | $1689624.10   | 0.12%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2014-4                                                                | NAVSL 2021-EA B                                                                   | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | NS      | $83624.49     | 0.01%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                             | ESA 2025-ESH D                                                                    | CUSIP: 30227TAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $105655.61    | 0.01%             | 2042-10-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                                        | EOFP 6.75 09/15/33 144A                                                           | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    755000 | NS      | $779594.59    | 0.06%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-B                                                                      | NSLT 2021-BA B                                                                    | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $224587.30    | 0.02%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                                      | NTAP 5.7 03/17/35                                                                 | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    500000 | NS      | $523272.45    | 0.04%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD3238                                                                         | CUSIP: 3132DQS31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2110313 | NS      | $2146791.25   | 0.15%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8494                                                                         | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6186871 | NS      | $6274754.00   | 0.45%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FA1731                                                                         | CUSIP: 3140W14R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2718504 | NS      | $2793866.50   | 0.20%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Arab Emirates (Federal Government of)                                                     | UAE 4.05 07/07/32 144A                                                            | CUSIP: 31424EAD4<br>LEI: 98450060C643D82DF808 | Long             | DBT              | NUSS              | AE        |    199000 | NS      | $199190.80    | 0.01%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                                                | FLASHC 7.25 12/31/30 144A                                                         | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    706000 | NS      | $699478.56    | 0.05%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 9.25 02/01/29 144A                                                         | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     29000 | NS      | $30416.59     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 5.125 10/01/34 144A                                                        | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1455000 | NS      | $1423279.82   | 0.10%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V5.543 01/17/31                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1005000 | NS      | $1028300.93   | 0.07%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 7.875 04/01/33 144A                                                        | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    540000 | NS      | $559203.75    | 0.04%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-4                                                         | GCAR 2025-4A D                                                                    | CUSIP: 36273HAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | NS      | $634404.94    | 0.05%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                             | ALPGEN 6.25 01/15/34 144A                                                         | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    300000 | NS      | $302693.09    | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                              | ANTHOL 3.75 07/15/27                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    250000 | NS      | $244438.80    | 0.02%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL0627                                                                         | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5335908 | NS      | $5487750.00   | 0.40%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL2922                                                                         | CUSIP: 31427QG89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3689220 | NS      | $3748014.00   | 0.27%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2022-1                                                          | FIAOT 2022-1A D                                                                   | CUSIP: 32057KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $198623.64    | 0.01%             | 2028-06-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2022-1                                                          | FIAOT 2025-1A D                                                                   | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | NS      | $401130.97    | 0.03%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                                            | NEENST 9.75 07/15/28 144A                                                         | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    596000 | NS      | $600470.00    | 0.04%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NEW RSDNTL MTG LN TR 2022-NQM2                                                                   | NRZT 2022-NQM2 A1                                                                 | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2351701 | NS      | $2235052.19   | 0.16%             | 2062-03-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust 2019-A                                                                        | AQFIT 2019-A A                                                                    | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84454 | NS      | $82570.48     | 0.01%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 8.5 01/31/47 144A                                                           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1176000 | NS      | $1153635.86   | 0.08%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM5 TRUST                                                                              | OBX 2023-NQM5 A1A                                                                 | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    604508 | NS      | $607581.31    | 0.04%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 20                                                              | OMFIT 2022-S1 D                                                                   | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | NS      | $271374.78    | 0.02%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 20                                                              | OMFIT 2025-1A D                                                                   | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | NS      | $121422.00    | 0.01%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                                   | OTEXCN 3.875 12/01/29 144A                                                        | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    503000 | NS      | $477362.18    | 0.03%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                      | FMCN 9.375 03/01/29 144A                                                          | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1095000 | NS      | $1153049.63   | 0.08%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2023-3                                                                | FCAT 2023-3 C                                                                     | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | NS      | $20011.17     | 0.00%             | 2029-07-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM3                                                                     | ADMT 2023-NQM3 A1                                                                 | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    748672 | NS      | $753008.19    | 0.05%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM2                                                                     | ADMT 2025-NQM2 A1                                                                 | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-O            | CORP              | US        |   1251538 | NS      | $1263384.19   | 0.09%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                                  | FFIN 2025-1A D                                                                    | CUSIP: 35040WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389927 | NS      | $390198.91    | 0.03%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 9.125 05/15/31 144A                                                        | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    157000 | NS      | $168626.94    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Alta Wind Holdings LLC                                                                           | ALTAWH 7 06/30/35 144A                                                            | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486476 | NS      | $464256.75    | 0.03%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                     | Apollo Global Management Inc 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      1050 | NS      | $79086.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet Inc                                                                                     | FRPT 3 04/01/28                                                                   | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     69000 | NS      | $80661.00     | 0.01%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gcat 2019-RPL1 Trust                                                                             | GCAT 2019-RPL1 A1                                                                 | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83253 | NS      | $81376.21     | 0.01%             | 2068-11-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1                                              | ARIVO 2025-1A A2                                                                  | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1370000 | NS      | $1369192.88   | 0.10%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 4.7 01/30/31 144A                                                            | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    557000 | NS      | $553414.63    | 0.04%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2022-A                                                                  | BHG 2022-A B                                                                      | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186250 | NS      | $185461.27    | 0.01%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bojangles Inc                                                                                    | BOJA 2024-1A A2                                                                   | CUSIP: 09748RAC2<br>LEI: 549300V7MGDZ6K056B43 | Long             | ABS-O            | CORP              | US        |   1326675 | NS      | $1341572.00   | 0.10%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 03/15/30 144A                                                            | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1335000 | NS      | $1372930.00   | 0.10%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 08/01/32 144A                                                            | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1735000 | NS      | $1780597.50   | 0.13%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.27 11/17/33                                                                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    920000 | NS      | $1001670.35   | 0.07%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-INV1                                                          | CMLTI 2025-INV1 A2                                                                | CUSIP: 17332GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848419 | NS      | $864062.25    | 0.06%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                                                            | LB 6.25 12/01/30 144A                                                             | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | NS      | $414266.41    | 0.03%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                          | DTV 10 02/15/31 144A                                                              | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    806000 | NS      | $823773.74    | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.55 11/15/35                                                                 | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1350000 | NS      | $1341808.43   | 0.10%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                  | GTN 9.625 07/15/32 144A                                                           | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    890000 | NS      | $923613.86    | 0.07%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.95 09/26/55                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1067000 | NS      | $945377.18    | 0.07%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                    | OC 7 12/01/36                                                                     | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1127000 | NS      | $1278212.87   | 0.09%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V7 06/01/54 B                                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    535000 | NS      | $579271.81    | 0.04%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINAN LLC 2024-3                                                                      | FHF 2024-3A C                                                                     | CUSIP: 30339EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230000 | NS      | $1161033.75   | 0.08%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8492                                                                         | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10615399 | NS      | $10592330.63  | 0.76%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                                  | FFIN 2025-1A B                                                                    | CUSIP: 35040WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550771 | NS      | $556507.75    | 0.04%             | 2050-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-8 LLC                                                                                  | PRPM 2025-8 A1                                                                    | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    913941 | NS      | $912176.88    | 0.07%             | 2030-10-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                                          | PRIMBP 8 03/15/31 144A                                                            | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    130000 | NS      | $134029.34    | 0.01%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants, Inc.                                                                            | HNGRY 2024-1A A2                                                                  | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1852012 | NS      | $1914295.13   | 0.14%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG 2025-CES2                                                                          | JPMMT 2025-CES2 A1                                                                | CUSIP: 46595TAC4<br>LEI: 529900TE3BWT8J4WHE11 | Long             | ABS-O            | CORP              | US        |   1322187 | NS      | $1332513.13   | 0.10%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 4.75 03/05/35                                                              | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1449000 | NS      | $1454445.44   | 0.10%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 4.25 04/15/31                                                                 | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1710000 | NS      | $1669417.93   | 0.12%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARLETTE FDG TST 2018-3                                                                          | MFT 2024-1A B                                                                     | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75943 | NS      | $76353.26     | 0.01%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                           | MSI 5.55 08/15/35                                                                 | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    765000 | NS      | $794988.75    | 0.06%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.75 02/01/32 144A                                                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    505000 | NS      | $517080.78    | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC/ NGL Energy Finance Corp                                                | NGL 8.125 02/15/29 144A                                                           | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | NS      | $160884.45    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ggam Master Trust Internationa Ltd. / Ggam Mastertrust Us LLC                                    | GGAMMT 2025-1A A                                                                  | CUSIP: 36173XAA0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | ABS-O            | CORP              | KY        |   1065000 | NS      | $1070711.50   | 0.08%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust 2013-PEMB                                                     | GSMS 2013-PEMB D                                                                  | CUSIP: 36197VAG3<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-O            | CORP              | US        |    430000 | NS      | $15050.00     | 0.00%             | 2033-03-07      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | PAA 3.8 09/15/30                                                                  | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    780000 | NS      | $757129.25    | 0.05%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                                                         | PMTLT 2024-INV2 A1                                                                | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    746454 | NS      | $758723.94    | 0.05%             | 2059-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                                     | OGN 4.125 04/30/28 144a                                                           | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1075000 | NS      | $1047517.25   | 0.08%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 3.6 01/15/72                                                                 | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    820000 | NS      | $518896.00    | 0.04%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 5.5 02/04/35                                                               | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    437000 | NS      | $462610.13    | 0.03%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RISING TIDE HOLDINGS INC                                                                         | COMMON STOCK                                                                      | CUSIP: 76770EA10<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       662 | NS      | $1489.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.5 03/18/54 30Y                                                           | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2674000 | NS      | $2557233.25   | 0.18%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 2.5 08/15/27                                                                 | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    253000 | NS      | $272228.00    | 0.02%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                                    | RIVLEN 6.25 10/15/30 144A                                                         | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | NS      | $163316.64    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                                               | RYASPE 5.875 08/01/32 144A                                                        | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     61000 | NS      | $62327.84     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2                                                              | GSAR 2023-2A A3                                                                   | CUSIP: 36269EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    842000 | NS      | $855544.31    | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2022-1                                                         | GCAR 2024-3A C                                                                    | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | NS      | $1315585.88   | 0.09%             | 2031-02-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                                                    | GSKY 2025-3A B                                                                    | CUSIP: 39571WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1725000 | NS      | $1728455.38   | 0.12%             | 2060-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                | DINO 6.25 01/15/35                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1085000 | NS      | $1131342.50   | 0.08%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                        | HASI 6.75 07/15/35                                                                | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1070000 | NS      | $1117864.57   | 0.08%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.125 06/15/39                                                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    665000 | NS      | $642197.13    | 0.05%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.45 09/15/34                                                                 | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    580000 | NS      | $596846.10    | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                              | HGVLLC 6.625 01/15/32 144A                                                        | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |    311000 | NS      | $318770.98    | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 6.375 03/01/33 144A                                                          | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    565000 | NS      | $570649.94    | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL1 LLC                                                                               | PRET 2025-NPL1 A1                                                                 | CUSIP: 74143VAA2<br>LEI: 25490067FPEW3M3QY244 | Long             | ABS-O            | CORP              | US        |   1049644 | NS      | $1051577.88   | 0.08%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RES TR 2021-SFR5                                                                        | PROG 2021-SFR5 E1                                                                 | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $143184.41    | 0.01%             | 2038-07-19      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PROGRESS RES TR 2021-SFR5                                                                        | PROG 2021-SFR5 E2                                                                 | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $98663.92     | 0.01%             | 2038-07-19      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                                       | PROG 2021-SFR6 E2                                                                 | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $98687.82     | 0.01%             | 2038-07-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                                               | PROG 2021-SFR3 E2                                                                 | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $104079.14    | 0.01%             | 2038-05-19      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTSII 2025-1A B                                                                   | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | NS      | $381023.06    | 0.03%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1695000 | NS      | $1764291.60   | 0.13%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RFR TRUST 2025-SGRM                                                                              | RFR 2025-SGRM A                                                                   | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1415000 | NS      | $1447999.63   | 0.10%             | 2041-03-13      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| RCO IX MORTGAGE LLC 2025-2                                                                       | RCO 2025-2 A1                                                                     | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1184951 | NS      | $1188744.36   | 0.09%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                  | IEP 5.25 05/15/27                                                                 | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    636000 | NS      | $627258.31    | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                                         | ICLR 6 05/08/34                                                                   | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    945000 | NS      | $999327.83    | 0.07%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 5.875 07/21/28                                                                | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    845000 | NS      | $877903.63    | 0.06%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                        | JMIKE 2024-1A A2                                                                  | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1086788 | NS      | $1108631.50   | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust 2024-B                                                           | REPS 2024-B C                                                                     | CUSIP: 76042GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | NS      | $383899.94    | 0.03%             | 2037-11-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                                              | ROCSOF 9 11/28/28 144A                                                            | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    810000 | NS      | $835237.06    | 0.06%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TR 2024-3                                                                   | LADAR 2024-3A D                                                                   | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101015.74    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 2.3 02/15/31                                                                 | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    230000 | NS      | $206940.72    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 5.25 09/01/35                                                                | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    755000 | NS      | $759981.25    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                        | MTDR 6.5 04/15/32 144A                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     73000 | NS      | $74034.04     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                           | BWY 9.25 04/15/30 144A                                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1220000 | NS      | $1171029.25   | 0.08%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MET 10.75 08/01/39                                                                | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    915000 | NS      | $1220542.25   | 0.09%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 4.125 07/09/46                                                             | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    961227 | NS      | $685835.69    | 0.05%             | 2046-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ARIXA MORTGAGE TRUST 2025-RTL1                                                                   | ARIXA 2025-RTL1 A1                                                                | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-O            | CORP              | US        |    315000 | NS      | $317018.84    | 0.02%             | 2030-08-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                                         | MRP 6.25 09/15/32 144A                                                            | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | NS      | $570075.62    | 0.04%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 9.25 10/01/28 144A                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     97000 | NS      | $101801.53    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2015-C                                                          | SMB 2015-C B                                                                      | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |      6000 | NS      | $5994.20      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                                    | SMBCAC 5.45 05/03/28 144A                                                         | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    415000 | NS      | $426016.84    | 0.03%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                              | MLANE 2025-A A                                                                    | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | NS      | $490516.63    | 0.04%             | 2030-05-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.948 01/19/38                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4063000 | NS      | $4275569.52   | 0.31%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                          | SMB 2021-A A2A2                                                                   | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85616 | NS      | $84784.28     | 0.01%             | 2053-01-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2021-D                                                          | SMB 2021-D B                                                                      | CUSIP: 78449MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $174316.81    | 0.01%             | 2053-03-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 4.5 10/26/46 144A                                                             | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1131000 | NS      | $966946.78    | 0.07%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sgus LLC                                                                                         | SGUSLL 11 12/15/29 144A                                                           | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306590 | NS      | $113438.30    | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.942 02/07/39                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    145000 | NS      | $152390.56    | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MPOWER ED TR 2025-A                                                                              | MPOWR 2025-A A                                                                    | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1034835 | NS      | $1054390.25   | 0.08%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                                               | HBRLN 6.327 04/01/35 144A                                                         | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   1160000 | NS      | $1174625.50   | 0.08%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 4.25 02/15/30 144A                                                           | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | NS      | $386343.89    | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 6 08/15/33 144A                                                               | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    200000 | NS      | $205321.80    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2016-1                                                                 | TPMT 2016-4 B1                                                                    | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    615000 | NS      | $600975.25    | 0.04%             | 2056-07-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                                                               | MUSA 3.75 02/15/31 144A                                                           | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     10000 | NS      | $9385.65      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NMG PARENT LLC                                                                                   | ESCROW SHARES                                                                     | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $1300.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1 TRUST                                                               | TCN 2021-SFR1 B                                                                   | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | NS      | $483969.03    | 0.03%             | 2038-07-19      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 5.45 02/15/37 AA                                                              | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    347588 | NS      | $357339.57    | 0.03%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                                 | COOP 5.75 11/15/31 144A                                                           | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | NS      | $1026418.75   | 0.07%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V6.475 06/01/34                                                               | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    950000 | NS      | $997421.64    | 0.07%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 02/01/31 144A                                                            | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    578000 | NS      | $549464.96    | 0.04%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2022-2                                                              | HGVT 2022-2A C                                                                    | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346864 | NS      | $350256.63    | 0.03%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECE TR 2024-1                                                                        | VEROS 2024-1 C                                                                    | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1220000 | NS      | $1252071.25   | 0.09%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBLE RECV 2024-2                                                                   | WLAKE 2024-2A B                                                                   | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1325000 | NS      | $1337291.25   | 0.10%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                                 | NAVSL 2020-HA A                                                                   | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17823 | NS      | $16869.69     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                                      | NTAP 5.5 03/17/32                                                                 | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    550000 | NS      | $572111.60    | 0.04%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMER                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL3547512<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    531050 | NS      | $92933.81     | 0.01%             | 2026-02-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4687226<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | NS      | $155658.75    | 0.01%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ashton Woods (USA) LLC/Ashton Woods Finance Co.                                                  | ASHWOO 4.625 04/01/30 144A                                                        | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | NS      | $1289234.75   | 0.09%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.125 03/15/30 144A                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    228000 | NS      | $235374.44    | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                              | NRZT 2021-NQ2R A1                                                                 | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217870 | NS      | $209395.16    | 0.02%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.375 05/15/30                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    860000 | NS      | $839843.00    | 0.06%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc           | HGVLLC 4.875 07/01/31 144A                                                        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | NS      | $98019.65     | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V6.141 11/18/39                                                              | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     85000 | NS      | $88575.46     | 0.01%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4742187<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167230 | NS      | $5016.91      | 0.00%             | 2028-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 8.5 03/15/28 REGS                                                          | CUSIP: P80557BV5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  35540000 | NS      | $928972.19    | 0.07%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                                        | NIPLIF V6.5 04/30/55 144a                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    480000 | NS      | $516858.72    | 0.04%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                       | NOG 3.625 04/15/29                                                                | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     83000 | NS      | $79970.50     | 0.01%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer Llc / Illuminate Holdings IV Inc                                                | LUMMUS 9 07/01/28 144A                                                            | CUSIP: 45232TAA9<br>LEI: 549300K1Y0YC1YC1H809 | Long             | DBT              | CORP              | US        |    280000 | NS      | $280378.55    | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc.                                                                                | IM 4.75 05/15/29 144A                                                             | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |     65000 | NS      | $64156.28     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                                                      | NTNX 0.5 12/15/29                                                                 | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    385000 | NS      | $371332.50    | 0.03%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                                         | NYMT 2024-CP1 A1                                                                  | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1741486 | NS      | $1625393.59   | 0.12%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 2.85 02/14/30                                                               | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    838000 | NS      | $791665.28    | 0.06%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 5.1 02/10/54                                                                | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    113000 | NS      | $109168.08    | 0.01%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Adamas Trust Inc.                                                                                | NYMT 2024-BPL2 A1                                                                 | CUSIP: 67120TAA8<br>LEI: 549300JFGR0M7ULHWG48 | Long             | ABS-O            | CORP              | US        |    700000 | NS      | $706291.81    | 0.05%             | 2039-05-25      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM9 TRUST                                                                              | OBX 2023-NQM9 A1                                                                  | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-O            | CORP              | US        |    954953 | NS      | $966623.81    | 0.07%             | 2063-10-25      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                               | IDCC 3.5 06/01/27                                                                 | CUSIP: 45867GAD3<br>LEI: 529900HQAUTC3VI47G64 | Long             | DBT              | CORP              | US        |     55000 | NS      | $226627.50    | 0.02%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Inc.                                                                             | JACK 2019-1A A2II                                                                 | CUSIP: 466365AB9<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |    285750 | NS      | $283539.63    | 0.02%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                               | CHRD 6.75 03/15/33 144A                                                           | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     91000 | NS      | $94104.65     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2025-1                                                                  | OCTL 2025-1A A2                                                                   | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680000 | NS      | $1681629.63   | 0.12%             | 2031-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                    | JPMCC 2012-LC9 C                                                                  | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143790 | NS      | $139615.50    | 0.01%             | 2047-12-17      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Kimmeridge Texas Gas LLC                                                                         | KTGLLC 8.5 02/15/30 144A                                                          | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    925000 | NS      | $963335.70    | 0.07%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Smb Pvt Education Loan Trust 2020-A                                                              | SMB 2020-A A2A                                                                    | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27108 | NS      | $26340.76     | 0.00%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Slam 2025-1 Ltd. / Slam 2025-1 LLC                                                               | SLAM 2025-1A A                                                                    | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    255729 | NS      | $262079.88    | 0.02%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.35 06/01/34                                                                 | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1445000 | NS      | $1495818.08   | 0.11%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                                                                | LAFL 2016-1A A1                                                                   | CUSIP: 50543LAA0<br>LEI: 549300FTBC83WH0X4750 | Long             | ABS-O            | CORP              | US        |    163257 | NS      | $163472.80    | 0.01%             | 2042-01-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 3.95 03/25/51                                                                | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    904000 | NS      | $594795.41    | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.5 08/03/35                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    565000 | NS      | $553633.56    | 0.04%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-1                                                                | LADAR 2023-1A D                                                                   | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | NS      | $1114481.25   | 0.08%             | 2030-06-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                       | LADAR 2023-2A D                                                                   | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | NS      | $722858.00    | 0.05%             | 2031-02-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Bbcms Mortgage Trust 2018-CBM                                                                    | BBCMS 2018-CBM A                                                                  | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1629000 | NS      | $1591067.00   | 0.11%             | 2037-07-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                               | BPR 2021-NRD C                                                                    | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $143796.20    | 0.01%             | 2038-12-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.125 01/31/30 144A                                                            | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     16000 | NS      | $15477.05     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.375 01/31/32 144A                                                            | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     16000 | NS      | $15242.83     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                                      | SAGLEN 11 12/15/29 144*                                                           | CUSIP: 79380MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237500 | NS      | $308.75       | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Mesquite Energy Inc.                                                                             | Mesquite Energy Inc. 7.25% SNR SEC PERP NTS USD (144A)                            | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    500000 | NS      | $50.00        | 0.00%             | 2500-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                     | OCINCC 6.65 03/15/31                                                              | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    665000 | NS      | $685291.56    | 0.05%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND III LLC                                                                       | EQS 2025-2M A                                                                     | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | NS      | $1034957.00   | 0.07%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-3                                                                    | LFT 2025-3A A                                                                     | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $999389.31    | 0.07%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Lyft Inc                                                                                         | LYFT 0 09/15/30                                                                   | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    185000 | NS      | $208680.00    | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V4 PERP I                                                                    | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    700000 | NS      | $695722.41    | 0.05%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                                                  | SRFC 2025-3A C                                                                    | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116333 | NS      | $116929.34    | 0.01%             | 2044-08-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MFA TRUST 2022-INV2                                                                              | MFRA 2022-INV2 A1                                                                 | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1037617 | NS      | $1035502.00   | 0.07%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 3.625 09/01/30 144A                                                          | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1212000 | NS      | $1157666.74   | 0.08%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 3.25 08/15/33 144A                                                           | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    200000 | NS      | $179349.48    | 0.01%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 5.15 03/17/30 144A                                                         | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    200000 | NS      | $202743.95    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 4.279 03/15/32 *                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1529000 | NS      | $1342186.75   | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                            | MFIT 2025-AA A                                                                    | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635000 | NS      | $1655767.50   | 0.12%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                                    | MFT 2023-4A B                                                                     | CUSIP: 57108UAB0<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |    450000 | NS      | $464713.19    | 0.03%             | 2033-12-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 5.5 04/15/37                                                                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1300000 | NS      | $1330788.00   | 0.10%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                           | PERTIJ 6.45 05/30/44 144A                                                         | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    318000 | NS      | $338968.41    | 0.02%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.25 06/01/31                                                                 | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    320000 | NS      | $297756.22    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                               | SNLN 5.4 03/20/34                                                                 | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    985000 | NS      | $1017252.38   | 0.07%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                           | SO 4.9 10/01/35 B                                                                 | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    190000 | NS      | $187952.59    | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS V ISS 2021-A                                                                      | SNVA 2021-A B                                                                     | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304400 | NS      | $135446.86    | 0.01%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 5.15 04/01/35                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    700000 | NS      | $711441.88    | 0.05%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synergy Infrastructure Holdings LLC                                                              | SYNRGY 7.875 12/01/30 144a                                                        | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | NS      | $720522.35    | 0.05%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.75 01/15/34                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2395000 | NS      | $2537301.88   | 0.18%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.7 02/16/32                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    421000 | NS      | $419876.03    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                              | PLNT 2019-1A A2                                                                   | CUSIP: 72703PAC7<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |    507600 | NS      | $485983.39    | 0.04%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST 2024-RRTL1                                                                    | TVC 2024-RRTL1 A1                                                                 | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | NS      | $851620.69    | 0.06%             | 2039-08-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING III LLC 2024-1                                                                       | TIF 2024-1A A                                                                     | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86875 | NS      | $87201.68     | 0.01%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                                                     | PII 5.6 03/01/31                                                                  | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   1350000 | NS      | $1364097.43   | 0.10%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.625 04/15/30 144A                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     25000 | NS      | $24344.11     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                            | CHTR 6.55 05/01/37                                                                | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    190000 | NS      | $193887.19    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                                      | TOL 5.6 06/15/35                                                                  | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | NS      | $719040.85    | 0.05%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2024-CES1 A1A                                                                | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    534026 | NS      | $538411.75    | 0.04%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global Incorporated                                                         | RAX 5.375 12/01/28 144A                                                           | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    631000 | NS      | $126200.00    | 0.01%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2023-1                                                                           | REACH 2024-1A B                                                                   | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1323030 | NS      | $1332220.63   | 0.10%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 202                                                              | REPS 2024-A A                                                                     | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | NS      | $358595.38    | 0.03%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| TOORAK MTG TR 2024-RRTL1                                                                         | TRK 2024-RRTL1 A1                                                                 | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $130497.15    | 0.01%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD V8.125 10/31/82                                                                | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    810000 | NS      | $854180.53    | 0.06%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 9.75 07/20/33                                                              | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  34665000 | NS      | $997567.38    | 0.07%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc.                                                                                      | RBRK 0 06/15/30                                                                   | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    342000 | NS      | $336015.00    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                              | AFFRM 2024-X2 A                                                                   | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11527 | NS      | $11530.64     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Amwins Group Inc                                                                                 | AMWINS 6.375 02/15/29 144A                                                        | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     23000 | NS      | $23653.48     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 5.5 09/15/33                                                                 | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   2249000 | NS      | $2292614.00   | 0.17%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.858 05/01/54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1380000 | NS      | $1549931.25   | 0.11%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-3                                                                 | TPMT 2018-6 A2                                                                    | CUSIP: 89176LAC8<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-O            | CORP              | US        |   1590000 | NS      | $1474944.25   | 0.11%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6 01/15/33 144A                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     23000 | NS      | $23539.81     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.469 04/15/34                                                               | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3980000 | NS      | $3629135.50   | 0.26%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                                       | CITADL 6.375 01/23/32 144A                                                        | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    200000 | NS      | $212271.11    | 0.02%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                         | EDF 6.9 05/23/53 144A                                                             | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    540000 | NS      | $594867.94    | 0.04%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.875 11/15/35                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    815000 | NS      | $813907.94    | 0.06%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-1                                                                  | FFIN 2025-2A D                                                                    | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | NS      | $404789.94    | 0.03%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                          | JBSSBZ 3.75 12/01/31                                                              | CUSIP: 46590XAM8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    825000 | NS      | $783430.44    | 0.06%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                       | ALVGR V6.35 09/06/53 144A                                                         | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    800000 | NS      | $858947.19    | 0.06%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| J P MG CH CM MT SC T 2024-OMNI                                                                   | JPMCC 2024-OMNI A                                                                 | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1535000 | NS      | $1565083.75   | 0.11%             | 2039-10-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                                   | JHXAU 6.125 07/31/32 144A                                                         | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2210000 | NS      | $2268690.94   | 0.16%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORT TR 2025-CES1                                                                      | JPMMT 2025-CES1 A1                                                                | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-O            | CORP              | US        |    812392 | NS      | $819433.50    | 0.06%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Constellation Oil Services Holding SA                                                            | COSHSA 9.375 11/07/29 144A                                                        | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |    240000 | NS      | $249600.00    | 0.02%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Trinet Group Inc                                                                                 | TNET 7.125 08/15/31 144A                                                          | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     15000 | NS      | $15461.87     | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Trinidad And Tobago (Republic Of)                                                                | TRITOB 5.95 01/14/31 144A                                                         | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    214000 | NS      | $217531.00    | 0.02%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                                   | OTEXCN 6.9 12/01/27 144A                                                          | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    215000 | NS      | $223667.80    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST 2022-AFC1                                                                            | PRKCM 2022-AFC1 A1A                                                               | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365207 | NS      | $1362930.09   | 0.10%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                              | ARDGRP 7.75 02/15/31 144A                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | NS      | $209670.95    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 5.8 04/15/34 144A                                                           | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    685000 | NS      | $718158.85    | 0.05%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 2.875 10/15/26 144A                                                           | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   2860000 | NS      | $2818282.59   | 0.20%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2018-1 Ltd/ Llc                                                               | ROCKT 2018-1A A                                                                   | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    111029 | NS      | $111027.14    | 0.01%             | 2031-05-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 5.5 10/25/32 144A                                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    680000 | NS      | $721823.31    | 0.05%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V5.45 03/06/31                                                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    335000 | NS      | $343475.59    | 0.02%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 5.125 04/10/30 144A                                                        | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    460000 | NS      | $467056.00    | 0.03%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                                         | AZURGY 8.125 01/23/30 144A                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    300000 | NS      | $300390.00    | 0.02%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BEIGNET INV LLC                                                                                  | RPLDCI 6.581 05/30/49 144A                                                        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2548000 | NS      | $2688140.00   | 0.19%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2024-1CON                                                               | BHG 2024-1CON B                                                                   | CUSIP: 08862HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130805 | NS      | $134579.25    | 0.01%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 11/15/54                                                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | NS      | $5517738.25   | 0.40%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                                      | UPXHI 2025-1 A                                                                    | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    824654 | NS      | $831859.81    | 0.06%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.122 01/26/34 MTN                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    565000 | NS      | $575669.44    | 0.04%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.867 06/08/34 MTN                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    775000 | NS      | $824673.50    | 0.06%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                            | WDC 4.75 02/15/26                                                                 | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    116000 | NS      | $116088.75    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4809515<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1072459 | NS      | $1073129.50   | 0.08%             | 2031-06-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 6 01/29/32                                                                  | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    880000 | NS      | $893280.94    | 0.06%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-4                                                                   | CARMX 2023-4 D                                                                    | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $104103.36    | 0.01%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 4 07/01/29 144A                                                               | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    555000 | NS      | $542250.13    | 0.04%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc                                                                                     | AVGO 4.926 05/15/37 144A                                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1791000 | NS      | $1767731.94   | 0.13%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL5245313<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | NS      | $616025.19    | 0.04%             | 2032-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL5316866<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    606938 | NS      | $607791.88    | 0.04%             | 2031-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                         | CC 5.75 11/15/28 144A                                                             | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    228000 | NS      | $221732.33    | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMDC 2025-1A A2                                                                   | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | NS      | $536111.06    | 0.04%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| U S Bank National Assn Minneapolis Minnesota                                                     | USCLN 2023-1 B                                                                    | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    256769 | NS      | $259397.06    | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                             | URI 3.875 02/15/31                                                                | CUSIP: 911363AM1<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | DBT              | CORP              | US        |     25000 | NS      | $23842.63     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings Group Co Ltd                                                                       | CIFIHG 0 06/30/29 IAI                                                             | CUSIP: G2140ABF3<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    198900 | NS      | $18646.88     | 0.00%             | 2029-06-30      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKGB 36 08/12/26 2Y                                                             | CUSIP: M8T85VGT8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 105855000 | NS      | $2484435.42   | 0.18%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMDC 2025-1A A3                                                                   | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | NS      | $95959.46     | 0.01%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Corevest American Finance Trust                                                                  | CAFL 2021-1 C                                                                     | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $94720.72     | 0.01%             | 2054-04-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                        | SUNAC 0 06/23/26 144A                                                             | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    318711 | NS      | $50993.75     | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 6.875 12/05/27 REGS                                                        | CUSIP: Y2835JAE8<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    903000 | NS      | $909360.75    | 0.07%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                                  | UHS 2.65 01/15/32                                                                 | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1182000 | NS      | $1043679.94   | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.75 05/01/35 144A                                                         | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    920000 | NS      | $1007357.19   | 0.07%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 9 01/31/40 2040                                                              | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 114404000 | NS      | $6918519.32   | 0.50%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                              | BPL 6.75 02/01/30 144A                                                            | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    360000 | NS      | $377910.38    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                             | CLIF 2025-R A                                                                     | CUSIP: 12572DAA2<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    535190 | NS      | $532238.94    | 0.04%             | 2050-06-21      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| VISIO 2022-1 TRUST                                                                               | VISIO 2022-1 A2                                                                   | CUSIP: 92838CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    679996 | NS      | $677628.94    | 0.05%             | 2057-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.7 12/30/34 144A                                                             | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    220000 | NS      | $227075.64    | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vivint Solar Fin V 2018                                                                          | VSLR 2018-1A A                                                                    | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320738 | NS      | $308987.47    | 0.02%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                                         | GRA 5.625 08/15/29 144A                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1380000 | NS      | $1313602.24   | 0.09%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                                      | W 7.25 10/31/29 144A                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     10000 | NS      | $10436.70     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.9 PERP BB                                                                  | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    890000 | NS      | $887231.25    | 0.06%             | 2500-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.125 12/01/30 144A                                                        | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1400000 | NS      | $858484.76    | 0.06%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 3.375 02/15/31 144A                                                        | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    860000 | NS      | $520780.14    | 0.04%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.5 08/15/48                                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     35000 | NS      | $30789.73     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 6.15 04/01/33                                                                 | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1580000 | NS      | $1673006.35   | 0.12%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEAS LLC 2024-1                                                                    | SCFET 2024-1A D                                                                   | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $104858.00    | 0.01%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 6.75 08/01/29 144A                                                             | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    596000 | NS      | $600375.97    | 0.04%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V6.377 06/08/34                                                               | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    905000 | NS      | $978242.30    | 0.07%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V5.197 09/11/36                                                               | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    635000 | NS      | $631797.00    | 0.05%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-P3                                                           | CRVNA 2023-N1 D                                                                   | CUSIP: 14688FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | NS      | $941282.63    | 0.07%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 4.5 10/01/29                                                                  | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    110000 | NS      | $110231.28    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 7 08/01/32 144A                                                                | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     11000 | NS      | $10813.75     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                               | STX 3.5 06/01/28                                                                  | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     73000 | NS      | $245170.50    | 0.02%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                                | CHH 5.85 08/01/34                                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    210000 | NS      | $214107.86    | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                                                                   | NET 0 06/15/30                                                                    | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |    148000 | NS      | $160876.00    | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHENTEL ISSUER LLC                                                                               | SHENTL 2025-1A A2                                                                 | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | NS      | $847736.63    | 0.06%             | 2055-12-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES                                                              | SRFC 2023-2A B                                                                    | CUSIP: 82650BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337724 | NS      | $347739.41    | 0.03%             | 2040-04-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V5.439 10/03/36 144A                                                       | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1510000 | NS      | $1513283.00   | 0.11%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO 5.7 03/15/34                                                                   | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    845000 | NS      | $889589.91    | 0.06%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4                                                     | WLAKE 2023-4A D                                                                   | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | NS      | $661675.69    | 0.05%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                                        | WTW 5.15 03/15/36                                                                 | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    186000 | NS      | $186015.25    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc                                                                                  | SPOT 0 03/15/26                                                                   | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     79000 | NS      | $89665.00     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.375 02/12/35 10Y                                                         | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2867000 | NS      | $2972070.82   | 0.21%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| YPF Sociedad Anonima                                                                             | YPFDAR 9.5 01/17/31 144A                                                          | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    264000 | NS      | $281784.88    | 0.02%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                                                   | ZBRA 6.5 06/01/32 144A                                                            | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     30000 | NS      | $31011.72     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                                                                      | ZS 0 07/15/28                                                                     | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    354000 | NS      | $331167.00    | 0.02%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL3580315<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    499485 | NS      | $392511.44    | 0.03%             | 2028-04-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4420347<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439305 | NS      | $422556.23    | 0.03%             | 2030-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4598787<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510321 | NS      | $510321.32    | 0.04%             | 2029-12-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                             | STLD 5.25 05/15/35                                                                | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    665000 | NS      | $680076.06    | 0.05%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIO ISSUE LLC 2024-A                                                                   | SNVA 2024-A A                                                                     | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551814 | NS      | $484951.39    | 0.03%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4783074<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527934 | NS      | $529253.69    | 0.04%             | 2031-10-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES INC                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4978666<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    574435 | NS      | $572855.00    | 0.04%             | 2032-01-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC                                                                               | TIF 2021-1A A                                                                     | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222771 | NS      | $204170.00    | 0.01%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.7 03/15/32                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    195000 | NS      | $175309.64    | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND VIII HOLDINGS LLC                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4985265<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | NS      | $369306.25    | 0.03%             | 2032-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5133873<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | NS      | $563966.50    | 0.04%             | 2032-06-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Telesat Canada /Telesat LLC                                                                      | TELSAT 6.5 10/15/27 144A                                                          | CUSIP: 87952VAM8<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | CA        |    349000 | NS      | $160540.00    | 0.01%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 4.1 10/01/46                                                                 | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   4771000 | NS      | $3607852.11   | 0.26%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 8 11/14/35                                                                  | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1602000 | NS      | $1706931.00   | 0.12%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 5.75 11/15/33 144A                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    434000 | NS      | $443778.90    | 0.03%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL5171733<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357818 | NS      | $358935.88    | 0.03%             | 2031-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL5171774<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37238 | NS      | $0.00         | 0.00%             | 2031-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 8.125 09/15/31                                                               | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    890000 | NS      | $1024781.69   | 0.07%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Pt Mtg Tr 2018-5                                                                            | TPMT 2018-5 M1                                                                    | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | NS      | $145352.81    | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Corevest American Finance Trust                                                                  | CAFL 2019-3 C                                                                     | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | NS      | $222413.52    | 0.02%             | 2052-10-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 5.95 01/08/34 144A                                                           | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    237000 | NS      | $247810.16    | 0.02%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                                | MFRA 2024-NPL1 A1                                                                 | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464988 | NS      | $465638.37    | 0.03%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MET 9.25 04/08/38                                                                 | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    245000 | NS      | $294040.44    | 0.02%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL5173515<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224438 | NS      | $226120.78    | 0.02%             | 2032-07-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIMON & SCHUSTER                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL5179793<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528339 | NS      | $525829.56    | 0.04%             | 2030-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 6.6 06/01/36 144a                                                          | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    496000 | NS      | $522015.22    | 0.04%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                                     | DASH 0 05/15/30                                                                   | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    243000 | NS      | $253813.50    | 0.02%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.875 01/13/33                                                             | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    190000 | NS      | $202909.03    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EVERBRIGHT SOLAR TRUST 2024-A                                                                    | EVBRT 2024-A A                                                                    | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278288 | NS      | $265715.97    | 0.02%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL5216785<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2360782 | NS      | $2351633.56   | 0.17%             | 2032-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5224581<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    713854 | NS      | $717932.59    | 0.05%             | 2032-09-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | MU 5.875 09/15/33                                                                 | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1632000 | NS      | $1733180.45   | 0.12%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 8 11/01/27 144A                                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     33000 | NS      | $33702.90     | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.75 11/15/65                                                                | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1640000 | NS      | $1563746.13   | 0.11%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.625 11/15/55 .                                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1105000 | NS      | $1060546.88   | 0.08%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOVELIS                                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL5229317<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    981453 | NS      | $983600.38    | 0.07%             | 2032-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OPENLANE                                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL5245164<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | NS      | $165000.00    | 0.01%             | 2032-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL5258522<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | NS      | $978862.50    | 0.07%             | 2030-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL5258969<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114056 | NS      | $112630.76    | 0.01%             | 2028-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                                     | ENOIGA 5.875 03/30/31                                                             | CUSIP: M4R2A7AB4<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    470000 | NS      | $454585.77    | 0.03%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                     | Times China Holdings Limited HKD0.1                                               | CUSIP: G8904A100<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | HK        |     88317 | NS      | $1163.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 6.44 01/26/36 REGS                                                           | CUSIP: P3143NBT0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    358000 | NS      | $388206.31    | 0.03%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Port of Spain Waterfront Development Ltd.                                                        | POSWDL 7.875 02/19/40 REGS                                                        | CUSIP: P7S30QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    232000 | NS      | $231420.00    | 0.02%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 5 06/30/30 .                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    111080 | NS      | $2221.60      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                        | SUNAC 0 06/23/28 144A                                                             | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    235513 | NS      | $53718.16     | 0.00%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 3.9 10/19/31 REGS                                                           | CUSIP: Y000WRAE8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    855000 | NS      | $790386.39    | 0.06%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 6 04/08/26 REGS                                                            | CUSIP: Y2835JAH1<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   1173000 | NS      | $1170021.38   | 0.08%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                        | TPMT 2024-CES1 A1A                                                                | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888128 | NS      | $892947.79    | 0.06%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.875 12/15/30 144A                                                           | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    507000 | NS      | $530578.90    | 0.04%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 0 12/31/31 144A                                                            | CUSIP: YK2410966<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    185669 | NS      | $232.10       | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 5.375 05/29/27 144A                                                         | CUSIP: Y000WRAM0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    755000 | NS      | $906555.44    | 0.07%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICN HM TR 2020-SFR1                                                                   | TAH 2020-SFR1 D                                                                   | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | NS      | $226802.91    | 0.02%             | 2038-07-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                                     | TRIVIU 8.25 07/15/30 144A                                                         | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     80000 | NS      | $85758.88     | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 6.25 01/15/33 144A                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    306000 | NS      | $311956.22    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ncl Finance Limited                                                                              | NCLH 6.125 03/15/28 144A                                                          | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    140000 | NS      | $143995.69    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                                          | TYL 0.25 03/15/26                                                                 | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |    137000 | NS      | $138507.00    | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V3.127 06/03/32 144A                                                        | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    600000 | NS      | $557625.06    | 0.04%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL0019                                                                         | CUSIP: 31427MAV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6421707 | NS      | $6514238.50   | 0.47%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST 2021-SFR2                                                                   | FKH 2021-SFR2 E1                                                                  | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | NS      | $176346.67    | 0.01%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 5.375 03/22/33                                                                | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    708000 | NS      | $701628.00    | 0.05%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 6.125 03/15/34 144A                                                           | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1120000 | NS      | $1166673.75   | 0.08%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                               | CYRUS 2024-3A A2                                                                  | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | NS      | $268676.85    | 0.02%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                                  | DUBAEE 3.375 03/20/28 144A                                                        | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    867000 | NS      | $844184.75    | 0.06%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 5.1 02/15/36                                                                 | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1140000 | NS      | $1125822.25   | 0.08%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V5.403 09/11/35                                                                | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   1040000 | NS      | $1060824.75   | 0.08%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| FHF ISSUER TRUST 2025-1                                                                          | FHF 2025-1A A2                                                                    | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    732307 | NS      | $730320.67    | 0.05%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                                            | GUYS 2023-1A A2                                                                   | CUSIP: 33830JAE5<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |   1633500 | NS      | $1680023.25   | 0.12%             | 2054-01-25      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                  | FFIN 2023-2A A                                                                    | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504012 | NS      | $525959.38    | 0.04%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                              | FYBR 2024-1 C                                                                     | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | NS      | $813679.19    | 0.06%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| Gls Auto Select Receivables Issuer Trust 2025-1                                                  | GSAR 2025-1A C                                                                    | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | NS      | $51030.35     | 0.00%             | 2031-03-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                 | GEL 8.875 04/15/30                                                                | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   1195000 | NS      | $1257523.60   | 0.09%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                                                  | GPOR 6.75 09/01/29 144A                                                           | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    630000 | NS      | $650589.06    | 0.05%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOME PT AMERICA TR 2021-1                                                                        | HPA 2021-1 E                                                                      | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81600 | NS      | $73935.19     | 0.01%             | 2041-09-19      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 4.45 06/15/29 144A                                                            | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1245000 | NS      | $1239503.71   | 0.09%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1                                                                         | NYMT 2022-CP1 A1                                                                  | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1978201 | NS      | $1863393.50   | 0.13%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 07/02/26                                                                      | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6959000 | NS      | $6836628.50   | 0.49%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UPGRADE MTR PASS THR 2025-ST4                                                                    | UMPT 2025-ST4 A                                                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1245949 | NS      | $1252529.25   | 0.09%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                  | ACRISU 8.25 02/01/29 144A                                                         | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    365000 | NS      | $379144.84    | 0.03%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-1                                                                  | AOMT 2023-1 A1                                                                    | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2314579 | NS      | $2306619.53   | 0.17%             | 2067-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NY 2025-299P A                                                                                   | NY 2025-299P A                                                                    | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930000 | NS      | $977436.81    | 0.07%             | 2047-02-12      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                              | NAVI 6.75 06/15/26                                                                | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     35000 | NS      | $35367.47     | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST 2021-SFR2                                                                   | FKH 2021-SFR2 E2                                                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | NS      | $137164.45    | 0.01%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-3 S                                                              | FCAT 2024-3 B                                                                     | CUSIP: 33843YAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    941000 | NS      | $940073.13    | 0.07%             | 2029-07-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2018-2                                                                     | ARRW 2019-2 A1                                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303405 | NS      | $296430.78    | 0.02%             | 2049-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6.25 03/18/31                                                              | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    290000 | NS      | $302397.50    | 0.02%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UPGRADE MTR PASS THRU 2025-ST3                                                                   | UMPT 2025-ST3 A                                                                   | CUSIP: 91534LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    914341 | NS      | $925113.50    | 0.07%             | 2032-06-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 01/15/34 144A                                                          | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1077000 | NS      | $1103106.53   | 0.08%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VFI ABS 2023-1 LLC                                                                               | VFI 2023-1A A                                                                     | CUSIP: 92555QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29417 | NS      | $29486.55     | 0.00%             | 2029-03-26      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Vistajet Malta Finance Plc/Vista Management Holding Inc.                                         | VSTJET 9.5 06/01/28 144A                                                          | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |   1325000 | NS      | $1370422.30   | 0.10%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding Llc                                                                                  | CLIF 2020-3A A                                                                    | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195207 | NS      | $184536.66    | 0.01%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Comm 2012-LTRT                                                                                   | COMM 2012-LTRT A2                                                                 | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55237 | NS      | $54866.80     | 0.00%             | 2030-10-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.5 02/07/35                                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    510000 | NS      | $528339.00    | 0.04%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                           | FTAI 7 05/01/31 144A                                                              | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    465000 | NS      | $489685.91    | 0.04%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.625 11/01/30 144A                                                          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    193000 | NS      | $202275.58    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2021-C LL                                                              | CASL 2021-C D                                                                     | CUSIP: 19424WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67995 | NS      | $64422.18     | 0.00%             | 2055-07-26      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd Bermuda                                                            | WFRD 6.75 10/15/33 144A                                                           | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     23000 | NS      | $23554.58     | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                               | WEN 2018-1A A2II                                                                  | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     59782 | NS      | $58759.90     | 0.00%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                           | FTAI 7 06/15/32 144A                                                              | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    860000 | NS      | $904077.56    | 0.07%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                              | FYBR 2023-1 C                                                                     | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | NS      | $494165.13    | 0.04%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 6.75 12/01/33                                                                | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    165000 | NS      | $179334.20    | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2                                                              | GSAR 2024-4A D                                                                    | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101041.87    | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                            | NLSN 9.29 04/15/29 144A                                                           | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1140000 | NS      | $1141948.00   | 0.08%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                                            | USRE 2021-1 A1                                                                    | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | NS      | $217046.05    | 0.02%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Gls Auto Select Receivables Issuer Trust 2025-1                                                  | GSAR 2025-1A D                                                                    | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | NS      | $51061.44     | 0.00%             | 2032-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                                 | GMABDC 6.25 12/15/32 144A                                                         | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     40000 | NS      | $40993.86     | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 6.35 01/15/29                                                                 | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    480000 | NS      | $505122.72    | 0.04%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-1                                                     | WLAKE 2025-1A D                                                                   | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $202965.58    | 0.01%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 0 07/03/26 144A                                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      6640 | NS      | $6517.92      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Incorporated                                                             | AIMEGR 7.375 10/01/32 144A                                                        | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    500000 | NS      | $519686.91    | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                            | WHISPI 5.95 09/30/34 144A                                                         | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    280000 | NS      | $289540.91    | 0.02%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                                         | UNVR 8.5 06/15/30 144A                                                            | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    430000 | NS      | $454233.94    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                                                     | GRFSM 4.75 10/15/28 144a                                                          | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   1070000 | NS      | $1056726.40   | 0.08%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HINNT TR LLC 2024-A                                                                              | HINTT 2024-A A                                                                    | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43006 | NS      | $43830.23     | 0.00%             | 2043-03-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                                               | HLX 9.75 03/01/29 144A                                                            | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    740000 | NS      | $779138.63    | 0.06%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 6.125 04/01/32 144A                                                           | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     23000 | NS      | $23816.68     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                            | DNKN 2025-1A A2I                                                                  | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1400000 | NS      | $1403434.75   | 0.10%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                                 | GWCN 8.375 11/15/32 144A                                                          | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    675000 | NS      | $687563.79    | 0.05%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Home Partners Of America Trust 2019-1                                                            | HPA 2019-1 D                                                                      | CUSIP: 43731QAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152436 | NS      | $149554.88    | 0.01%             | 2039-09-19      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                                      | IMBLN 5.625 07/01/35 144A                                                         | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1300000 | NS      | $1334526.00   | 0.10%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms                                    | JPMCC 2025-BMS B                                                                  | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $298882.03    | 0.02%             | 2042-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MFA TRUST 2022-NQM2                                                                              | MFRA 2022-NQM2 A1                                                                 | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237358 | NS      | $235275.09    | 0.02%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc                                                                   | VAC 4.75 01/15/28                                                                 | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     32000 | NS      | $31520.92     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 4.375 06/15/28 144A                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    435000 | NS      | $427798.81    | 0.03%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Home Company Inc                                                                             | NWHM 9.25 10/01/29 144A                                                           | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    745000 | NS      | $777530.94    | 0.06%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 09/15/29                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    894000 | NS      | $890744.78    | 0.06%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL3425255<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    559741 | NS      | $549071.13    | 0.04%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL3572759<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | NS      | $787.50       | 0.00%             | 2027-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 7.375 01/15/33 144A                                                        | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     16000 | NS      | $15183.23     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corporation                                                                     | NGGLN 5.994 03/06/33 144A                                                         | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1235000 | NS      | $1303010.79   | 0.09%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| VIASAT                                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL3856764<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    523312 | NS      | $521131.69    | 0.04%             | 2029-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4416311<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    636760 | NS      | $637265.71    | 0.05%             | 2030-09-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 8.6308 01/13/36 144A                                                       | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    230000 | NS      | $246954.05    | 0.02%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 TRUST                                                                              | OBX 2024-HYB2 A1                                                                  | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    631112 | NS      | $625843.01    | 0.05%             | 2053-04-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Gls Auto Receivables Issuer Trust 2023-2                                                         | GCAR 2023-2A D                                                                    | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | NS      | $158555.41    | 0.01%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                                                                         | GVA 3.75 05/15/28                                                                 | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     67000 | NS      | $169979.00    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                       | LADAR 2024-1A C                                                                   | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $102089.70    | 0.01%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 5.3 05/15/34                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    520000 | NS      | $536310.50    | 0.04%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL4569192<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    515881 | NS      | $456339.66    | 0.03%             | 2029-11-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LANNETT CO INC                                                                                   | PIK TERM LOAN                                                                     | CUSIP: BL4604551<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26359 | NS      | $0.00         | 0.00%             | 2030-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust Series 2024-BPL3                                                                 | NYMT 2024-BPL3 A1                                                                 | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-O            | CORP              | US        |    340000 | NS      | $340792.63    | 0.02%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 4 10/15/30 144A                                                             | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   1765000 | NS      | $1680993.34   | 0.12%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                                    | MIDCAP 6.5 05/01/28                                                               | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | NS      | $983275.70    | 0.07%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Insurance Co                                                                     | MUTOMA 6.8 06/15/36 144A                                                          | CUSIP: 628312AA8<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |   1410000 | NS      | $1557841.88   | 0.11%             | 2036-06-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4651388<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    648053 | NS      | $547706.06    | 0.04%             | 2029-07-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4673192<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    623454 | NS      | $598515.45    | 0.04%             | 2030-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 4 05/01/31 144A                                                               | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    515000 | NS      | $493050.56    | 0.04%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Partners Of America Trust 2019-2                                                            | HPA 2019-2 D                                                                      | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123640 | NS      | $120042.86    | 0.01%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4726834<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | NS      | $395269.38    | 0.03%             | 2029-04-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4742195<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73460 | NS      | $33057.16     | 0.00%             | 2028-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 5.25 07/15/30 144A                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2099000 | NS      | $2073612.25   | 0.15%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOL Air Limited                                                                                  | JOLAR 2019-1 A                                                                    | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    417941 | NS      | $415939.75    | 0.03%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 3.5 02/15/29 144A                                                           | CUSIP: 68245XAP4<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     65000 | NS      | $62803.21     | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.5 09/01/30 144A                                                             | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    205000 | NS      | $219782.47    | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 7 03/15/33 144A                                                               | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1470000 | NS      | $1624921.84   | 0.12%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Navient Pvt Education Loan Trust 2023-B                                                          | NAVSL 2023-BA B                                                                   | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | NS      | $265111.41    | 0.02%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP / OTG Co Issuer Inc.                                                       | ONGAME 8 08/01/30 144A                                                            | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    895000 | NS      | $848633.28    | 0.06%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.45 06/15/27                                                                 | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | NS      | $101663.34    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC/ NGL Energy Finance Corp                                                | NGL 8.375 02/15/32 144A                                                           | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | NS      | $942364.17    | 0.07%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                                                 | NAVSL 2021-FA B                                                                   | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | NS      | $192537.02    | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                              | PLNT 2022-1A A2II                                                                 | CUSIP: 72703PAE3<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |     96250 | NS      | $91233.65     | 0.01%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                                       | PROG 2021-SFR6 E1                                                                 | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | NS      | $182705.05    | 0.01%             | 2038-07-19      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                           | OTEXCN 4.125 02/15/30 144A                                                        | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | NS      | $36321.21     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PG&E Corporation 6% SER A MAND CONV PFD STK                                       | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      6266 | NS      | $256843.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                              | NRMLT 2024-RTL1 A1                                                                | CUSIP: 64831PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | NS      | $617849.44    | 0.04%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                                        | NIPLIF V6.25 09/13/53 144A                                                        | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    805000 | NS      | $852012.84    | 0.06%             | 2053-09-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                                               | PROG 2021-SFR3 E1                                                                 | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | NS      | $124155.21    | 0.01%             | 2038-05-19      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                       | PRU V6.75 03/01/53                                                                | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    560000 | NS      | $598382.38    | 0.04%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 6.125 05/15/30                                                                | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    145000 | NS      | $147840.13    | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                                          | OMFIT 2021-1A D                                                                   | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | NS      | $249721.30    | 0.02%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.575 01/29/36                                                               | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1365000 | NS      | $1423177.25   | 0.10%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 8 03/01/38                                                                 | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    232000 | NS      | $270883.19    | 0.02%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC                                                                        | EQS 2025-1M A                                                                     | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390774 | NS      | $393052.94    | 0.03%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 7.5 03/01/31                                                               | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    276000 | NS      | $305973.59    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-1                                                                        | RCO 2025-1 A1                                                                     | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    934723 | NS      | $936692.50    | 0.07%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 8 10/29/35                                                                 | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  33623000 | NS      | $887774.63    | 0.06%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOURYON USA LLC                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4778223<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373652 | NS      | $373495.94    | 0.03%             | 2028-04-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4793917<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128375 | NS      | $127291.77    | 0.01%             | 2031-04-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                            | PETMK 5.848 04/03/55 144A                                                         | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1096000 | NS      | $1146608.48   | 0.08%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                                       | PROG 2021-SFR7 E2                                                                 | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $93916.71     | 0.01%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4809531<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236419 | NS      | $236714.06    | 0.02%             | 2028-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4811875<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    451979 | NS      | $433899.59    | 0.03%             | 2031-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                   | DGX 6.4 11/30/33                                                                  | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    720000 | NS      | $797155.06    | 0.06%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RCO VIII Mortgage LLC 2025-3                                                                     | RCO 2025-3 A1                                                                     | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510583 | NS      | $511701.72    | 0.04%             | 2030-05-27      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4812220<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94052 | NS      | $94137.45     | 0.01%             | 2031-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4871903<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295517 | NS      | $295024.25    | 0.02%             | 2030-11-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                             | RKT 6.375 08/01/33 144A                                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | NS      | $620358.31    | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 6.25 03/15/32 144A                                                            | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    410000 | NS      | $424248.41    | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                                  | SEB4P 2021-1A A2                                                                  | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199500 | NS      | $199245.22    | 0.01%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                                          | ST 4 04/15/29 144A                                                                | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    754000 | NS      | $735672.50    | 0.05%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCK TR 2024-CNTR                                                                                | ROCC 2024-CNTR A                                                                  | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | NS      | $996556.56    | 0.07%             | 2041-11-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 4.975 04/20/55                                                             | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    797000 | NS      | $725867.75    | 0.05%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                              | KENINT 9.5 03/05/36 144A                                                          | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    397000 | NS      | $422609.12    | 0.03%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                          | KGS 6.75 10/01/35 144A                                                            | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    395000 | NS      | $406142.67    | 0.03%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Penn Mutual Life Insurance Co.                                                                   | PMUL 6.65 06/15/34                                                                | CUSIP: 707567AA1<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |    535000 | NS      | $577030.00    | 0.04%             | 2034-06-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                       | PFGC 4.25 08/01/29 144A                                                           | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     16000 | NS      | $15642.92     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4938967<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | NS      | $347812.50    | 0.03%             | 2032-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VETSTRATEGY CANADA HOLDING LTD                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4978401<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237582 | NS      | $238769.80    | 0.02%             | 2028-12-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                                          | SON 5 09/01/34                                                                    | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    790000 | NS      | $782572.31    | 0.06%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Sprint Capital Corporation                                                                       | S 8.75 03/15/32                                                                   | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1355000 | NS      | $1638677.63   | 0.12%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                                      | PNW 4.75 06/15/27                                                                 | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    206000 | NS      | $219905.00    | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                              | PLNT 2025-1A A2I                                                                  | CUSIP: 72703PAH6<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |    450000 | NS      | $452631.84    | 0.03%             | 2055-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LERNEN US FINCO LLC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL5161965<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    704442 | NS      | $706203.19    | 0.05%             | 2031-10-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEBIA                                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL5308590<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | NS      | $476484.38    | 0.03%             | 2032-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.4 07/31/33                                                                  | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1041544.91   | 0.08%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OASIS SECURITISATION 24-1A                                                                       | OASIS 2024-1A A                                                                   | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270000 | NS      | $1270500.00   | 0.09%             | 2038-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Stream Innovations 2024-2 Issuer Trust                                                           | STRE 2024-2A A                                                                    | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246963 | NS      | $249766.98    | 0.02%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS III ISSUER LLC                                                                    | SNVA 2019-AA A                                                                    | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88850 | NS      | $83015.92     | 0.01%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAREXEL INTERNATIONAL CORP                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL5335288<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | NS      | $190475.00    | 0.01%             | 2031-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 9.5 10/21/26 26/H                                                             | CUSIP: X51627ZX2<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 395789984 | NS      | $1239873.17   | 0.09%             | 2026-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC                                                                               | PRET 2025-NPL6 A1                                                                 | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |    388226 | NS      | $389731.25    | 0.03%             | 2055-06-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES 2023                                                                   | PART 2023-2A D                                                                    | CUSIP: 74113VAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $100377.63    | 0.01%             | 2029-08-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V5.935 08/02/30                                                               | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    585000 | NS      | $609673.07    | 0.04%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                            | BELL 2025-1A A2I                                                                  | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1615000 | NS      | $1605224.38   | 0.12%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services Inc                                                                    | PRIHEA 9.375 09/01/29 144A                                                        | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | NS      | $666750.38    | 0.05%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc.                                            | PRMWCN 6.25 04/01/29 144A                                                         | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    405000 | NS      | $406957.72    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | SOFTBK 4.625 07/06/28                                                             | CUSIP: J75963BR8<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    200000 | NS      | $195758.66    | 0.01%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                        | PDVSA 9 11/17/21 REGS                                                             | CUSIP: P7807HAP0<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |   5230000 | NS      | $1325805.00   | 0.10%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 5.55 08/15/35                                                                | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    935000 | NS      | $956982.31    | 0.07%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 5.125 05/09/29                                                               | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    385000 | NS      | $389351.00    | 0.03%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Progress Residential Trust                                                                       | PROG 2021-SFR9 E1                                                                 | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $93799.02     | 0.01%             | 2040-11-19      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ROCK TR 2024-CNTR                                                                                | ROCC 2024-CNTR C                                                                  | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | NS      | $1180153.47   | 0.09%             | 2041-11-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 5.15 03/15/34                                                                 | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2445000 | NS      | $2485975.01   | 0.18%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                             | BLD 5.625 01/31/34 144A                                                           | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     31000 | NS      | $31359.18     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 5 03/05/37 13Y                                                             | CUSIP: X0R483BD3<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    538000 | NS      | $534234.00    | 0.04%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 5.1 02/25/29 144A                                                           | CUSIP: Y000WRAS7<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    440000 | NS      | $534356.99    | 0.04%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 5.5 04/01/28 144A                                                             | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1580000 | NS      | $1608303.15   | 0.12%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                                    | SMBCAC 5.1 04/01/30 144A                                                          | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    805000 | NS      | $823387.19    | 0.06%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MSSG Trust 2017-237P                                                                             | MSSG 2017-237P A                                                                  | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1922000 | NS      | $1834305.34   | 0.13%             | 2039-09-13      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                                                   | MVWOT 2021-2A C                                                                   | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170210 | NS      | $162309.05    | 0.01%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 8.5 05/15/31 144A                                                             | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    525000 | NS      | $520026.09    | 0.04%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Trinet Group Inc                                                                                 | TNET 3.5 03/01/29 144A                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    232000 | NS      | $219230.94    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                                        | SOBOCN 5.584 10/01/34                                                             | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    445000 | NS      | $449406.50    | 0.03%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2019-B                                                          | SMB 2019-B A2A                                                                    | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187828 | NS      | $184591.41    | 0.01%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Redwood Funding Trust 2025-1                                                                     | RFT 2025-1 A                                                                      | CUSIP: 757912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711102 | NS      | $711884.00    | 0.05%             | 2055-05-27      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2025-2                                                        | RMIT 2025-2 D                                                                     | CUSIP: 75908BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | NS      | $265081.44    | 0.02%             | 2037-11-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/34 144A                                                          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1196000 | NS      | $728896.63    | 0.05%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V5.459 06/30/35 144A                                                        | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    280000 | NS      | $285408.00    | 0.02%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                               | SO 5.75 09/15/33                                                                  | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    210000 | NS      | $222524.23    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP / Suburban Energy Finance Corporation                               | SPH 6.5 12/15/35 144A                                                             | CUSIP: 864486AM7<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    380000 | NS      | $380083.88    | 0.03%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIDE TRUST 2025-SHRE                                                                             | RIDE 2025-SHRE C                                                                  | CUSIP: 765692AE8<br>LEI: 5493000HCHF3YP6AGZ15 | Long             | ABS-O            | CORP              | US        |   1410000 | NS      | $1432605.88   | 0.10%             | 2047-02-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 4 10/15/33 144A                                                               | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   2160000 | NS      | $2006847.57   | 0.14%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN ATLAS ISSUER LLC 2019-2                                                                   | SUNRN 2019-2 A                                                                    | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302607 | NS      | $291727.28    | 0.02%             | 2055-01-30      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 6.5 03/30/34                                                                 | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1610000 | NS      | $1757134.00   | 0.13%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 7.125 01/17/33 144A                                                        | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1416000 | NS      | $1537096.94   | 0.11%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                                     | RCL 5.375 01/15/36                                                                | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    690000 | NS      | $692889.56    | 0.05%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.625 02/15/35                                                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5970000 | NS      | $6196906.50   | 0.45%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Visio Trust 2019-2                                                                               | VISIO 2019-2 A1                                                                   | CUSIP: 92837DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22266 | NS      | $22141.74     | 0.00%             | 2054-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2019-2                                                                            | TPMT 2019-2 M1                                                                    | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    945000 | NS      | $827928.87    | 0.06%             | 2058-12-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.8 09/15/35                                                                 | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     80000 | NS      | $79577.52     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml Tr 2016-C36                                                                     | WFCM 2016-C36 B                                                                   | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-O            | CORP              | US        |    135000 | NS      | $128846.90    | 0.01%             | 2059-11-18      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                            | WDC 2.85 02/01/29                                                                 | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1140000 | NS      | $1091082.81   | 0.08%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sbna Auto Receivables Trust 2024-A                                                               | SBAT 2024-A C                                                                     | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101841.10    | 0.01%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                             | SAMMIN 9.5 06/30/31 144A                                                          | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    277224 | NS      | $280815.50    | 0.02%             | 2031-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                             | VIKCRU 5.875 10/15/33 144A                                                        | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     31000 | NS      | $31479.35     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wix.com Limited                                                                                  | WIX 0 09/15/30                                                                    | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |    269000 | NS      | $237661.50    | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2022-3                                                                   | MSAIC 2022-3A A                                                                   | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77512 | NS      | $76221.79     | 0.01%             | 2053-06-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                              | PLNT 2024-1A A2I                                                                  | CUSIP: 72703PAF0<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |   1372625 | NS      | $1395149.68   | 0.10%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC                                                                     | SCLGX 2025-1A A2                                                                  | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1580000 | NS      | $1584504.38   | 0.11%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                        | STX 8.25 12/15/29 144a                                                            | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     12000 | NS      | $12725.24     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.892 09/15/36                                                               | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1715000 | NS      | $1709644.00   | 0.12%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.25 02/01/50                                                                 | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1200000 | NS      | $1027260.19   | 0.07%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTO REC TR 2023-1                                                                      | WLAKE 2023-1A D                                                                   | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | NS      | $158533.75    | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                                      | ZTS 0.25 06/15/29                                                                 | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    112000 | NS      | $115080.00    | 0.01%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS CO INC                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL3560150<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    547291 | NS      | $541036.19    | 0.04%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CATAWBA NATION GAMING AUTHORIT                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4843068<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | NS      | $406925.00    | 0.03%             | 2031-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                        | STX 5.75 12/01/34 144a                                                            | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     12000 | NS      | $12298.50     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sempra Infrastructure Partners LP                                                                | SMPINF 3.25 01/15/32 144A                                                         | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    839000 | NS      | $741894.11    | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nielsen                                                                                          | Nielsen Term Loan B 500 2029-04-01                                                | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    605342 | NS      | $597586.56    | 0.04%             | 2029-04-01      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4645646<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1459104 | NS      | $1464120.13   | 0.11%             | 2031-05-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATLAS AIR                                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4990570<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338291 | NS      | $338855.38    | 0.02%             | 2030-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL5162369<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    469651 | NS      | $469330.72    | 0.03%             | 2028-11-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                                         | SNAP 6.875 03/15/34 144A                                                          | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    375000 | NS      | $386108.25    | 0.03%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 6.875 11/15/28                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     70000 | NS      | $75119.03     | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4804573<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    592100 | NS      | $551022.94    | 0.04%             | 2029-06-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4825297<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173631 | NS      | $173847.81    | 0.01%             | 2027-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL5179835<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233810 | NS      | $234686.91    | 0.02%             | 2031-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL5189412<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501613 | NS      | $499104.75    | 0.04%             | 2030-08-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4985877<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | NS      | $76125.00     | 0.01%             | 2032-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL5162658<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1440990 | NS      | $1445620.75   | 0.10%             | 2031-05-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 3.7 11/25/30 REGS                                                           | CUSIP: Y000WRAD0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | NS      | $185609.88    | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 7 12/28/31 144A                                                            | CUSIP: YK2130051<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    425184 | NS      | $6377.78      | 0.00%             | 2031-12-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corporation                                                         | STC 3.6 11/15/31                                                                  | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1525000 | NS      | $1348271.94   | 0.10%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS X ISSUER LLC                                                                      | SNVA 2022-C C                                                                     | CUSIP: 86744WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349809 | NS      | $129150.53    | 0.01%             | 2049-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                                   | SNX 6.1 04/12/34                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1530000 | NS      | $1616691.07   | 0.12%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                           | TCO 2024-DPM A                                                                    | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | NS      | $189999.91    | 0.01%             | 2039-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LIMITED                                                          | TMCL 2025-1H A                                                                    | CUSIP: 87257FAA1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |    910456 | NS      | $914372.31    | 0.07%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 4.7 01/15/35                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    595000 | NS      | $584579.25    | 0.04%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL5174109<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827925 | NS      | $832294.81    | 0.06%             | 2031-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLSTICE                                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL5230596<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | NS      | $1094995.50   | 0.08%             | 2032-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 6.95 03/15/37 REGS                                                         | CUSIP: P3579ECW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1116000 | NS      | $1197579.62   | 0.09%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/29 REGS                                                          | CUSIP: X5S0055V9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    107444 | NS      | $80069.14     | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 202                                                              | PART 2022-1A D                                                                    | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | NS      | $423802.69    | 0.03%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 3.875 03/01/31 144A                                                           | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    375000 | NS      | $356098.00    | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                        | TRGP 4 01/15/32                                                                   | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    440000 | NS      | $419845.71    | 0.03%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 6 11/15/33 144A                                                               | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    150000 | NS      | $154439.09    | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 0 12/31/29 144A                                                            | CUSIP: YK2163615<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    148535 | NS      | $557.01       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 0 12/31/26 144A                                                            | CUSIP: YK2407939<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     74267 | NS      | $742.66       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.65 09/27/47 30Y                                                            | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1617000 | NS      | $1366389.66   | 0.10%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF 7.25 02/02/33                                                                 | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     22000 | NS      | $23632.65     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                                      | TRMB 6.1 03/15/33                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   1775000 | NS      | $1911219.38   | 0.14%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.625 01/29/38                                                                | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    392000 | NS      | $409052.00    | 0.03%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/34 REGS                                                            | CUSIP: X5S0056A4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    114812 | NS      | $54456.18     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Gabonese (Republic of)                                                                           | GABON 9.5 02/18/29 4Y                                                             | CUSIP: V36284AA1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |    211000 | NS      | $182557.09    | 0.01%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                                       | SHIMAO 5 07/21/31 144A                                                            | CUSIP: YQ4311896<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      6350 | NS      | $209.55       | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 05/15/54                                                                  | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | NS      | $3852343.75   | 0.28%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 11/30/30                                                                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91752000 | NS      | $90827312.00  | 6.54%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                                  | TEVA 5.75 12/01/30                                                                | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    715000 | NS      | $741615.50    | 0.05%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                                              | TPMT 2025-CES4 A1A                                                                | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |    963214 | NS      | $966691.88    | 0.07%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 5.7 08/01/35                                                                 | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   2095000 | NS      | $2138010.28   | 0.15%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                       | VMW 2.2 08/15/31                                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    850000 | NS      | $755271.39    | 0.05%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GREEN INFRASTRUCTURE PARTNERS                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL5231651<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | NS      | $310000.00    | 0.02%             | 2032-09-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRACE3                                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL5253234<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303095 | NS      | $303600.50    | 0.02%             | 2032-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017 4                                                                 | TPMT 2017-4 A2                                                                    | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1241583 | NS      | $1187074.66   | 0.09%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2019-2                                                                            | TPMT 2019-2 A2                                                                    | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | NS      | $1074137.94   | 0.08%             | 2058-12-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Voltagrid LLC                                                                                    | VOLTAG 7.375 11/01/30 144A                                                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    692000 | NS      | $685596.07    | 0.05%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 6.875 04/23/32 144A                                                        | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    525000 | NS      | $513416.03    | 0.04%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 7.875 10/15/32 144A                                                           | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     40000 | NS      | $41776.04     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 8.75 02/15/30 144A                                                            | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    427500 | NS      | $446698.19    | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL5258860<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139094 | NS      | $26288.72     | 0.00%             | 2026-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL5258985<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480413 | NS      | $473807.06    | 0.03%             | 2028-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                                  | RIG 8.375 02/01/28 144A                                                           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     29952 | NS      | $30589.83     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2019-Sfr1                                                                  | TAH 2019-SFR1 D                                                                   | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | NS      | $114392.78    | 0.01%             | 2038-03-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB                                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4420255<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277875 | NS      | $277875.00    | 0.02%             | 2028-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                                                  | CORPORTAE TERM LOAN                                                               | CUSIP: BL4676906<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2689196 | NS      | $2692557.88   | 0.19%             | 2031-06-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5307634<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2155840 | NS      | $2159189.75   | 0.16%             | 2031-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd.                                                                  | COGARD 5 12/31/32 AI                                                              | CUSIP: G24524BR3<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    137311 | NS      | $13035.62     | 0.00%             | 2032-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2015-SFR1 Trust                                                            | TAH 2020-SFR2 D                                                                   | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895000 | NS      | $850827.66    | 0.06%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                                     | TRIVIU 12.25 01/15/31 144A                                                        | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    395000 | NS      | $428589.34    | 0.03%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ENDEAVOR OPERATING CO LLC                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4982379<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238800 | NS      | $239620.98    | 0.02%             | 2032-01-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL5285913<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    155000 | NS      | $155645.89    | 0.01%             | 2032-11-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 8.5 11/18/38 M                                                              | CUSIP: P6625CAM0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  70600000 | NS      | $3673088.88   | 0.26%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 12.75 08/23/22                                                               | CUSIP: P17625AC1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1190000 | NS      | $371875.00    | 0.03%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| TSC Spv Funding LLC                                                                              | TROP 2024-1A A2                                                                   | CUSIP: 898912AA8<br>LEI: 21380072ODEONQKNZ348 | Long             | ABS-O            | CORP              | US        |   1287000 | NS      | $1307047.00   | 0.09%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                                  | TCELLT 7.65 01/24/32 144A                                                         | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    350000 | NS      | $372144.53    | 0.03%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd.                                                                  | Country Garden Holdings Co Ltd. HKD0.10                                           | CUSIP: G24524103<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | HK        |      1200 | NS      | $64.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | Yuzhou Group Holdings Company Ltd HKD1                                            | CUSIP: G9884A102<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |     54029 | NS      | $728.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.625 05/15/34 10Y                                                         | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1415000 | NS      | $1537368.68   | 0.11%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.617 09/13/30 144A                                                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    745000 | NS      | $777804.38    | 0.06%             | 2030-09-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 6.25 08/15/36 REGS                                                         | CUSIP: P5015VAU0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    522000 | NS      | $545490.00    | 0.04%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Logan Group Company Ltd                                                                          | LOGPH 4.25 07/12/25                                                               | CUSIP: G5631SAE7<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $18750.00     | 0.00%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UGI Corp                                                                                         | UGI 5 06/01/28                                                                    | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |    137000 | NS      | $194129.00    | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 5.8 01/15/36                                                                  | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |   1399457 | NS      | $1461867.44   | 0.11%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust 2012-1                                                   | UACST 2023-1 D                                                                    | CUSIP: 90945CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649425 | NS      | $654375.38    | 0.05%             | 2028-07-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 3.771 05/24/61                                                                | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    306000 | NS      | $188343.00    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 3.5 02/12/34                                                                  | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1465000 | NS      | $1266492.50   | 0.09%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 5.375 11/15/33 144A                                                           | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1533000 | NS      | $1531914.75   | 0.11%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.25 02/15/54                                                                   | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6115000 | NS      | $5528342.19   | 0.40%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 02/15/55                                                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8915000 | NS      | $8625262.50   | 0.62%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 03/31/30                                                                      | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35945000 | NS      | $36402737.00  | 2.62%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| USQ RAIL III LLC/ LLP                                                                            | STEAM 2024-1A A                                                                   | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255867 | NS      | $1255784.50   | 0.09%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                                  | UHS 5.05 10/15/34                                                                 | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    265000 | NS      | $260038.00    | 0.02%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8 08/15/28 144A                                                               | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1200000 | NS      | $1242810.01   | 0.09%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 6.9474 05/25/32 144A                                                        | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    820000 | NS      | $885329.69    | 0.06%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VACT 2025-NPL1 LLC                                                                               | VCAT 2025-NPL1 A1                                                                 | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313692 | NS      | $317536.25    | 0.02%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                                               | VCAT 2025-NPL3 A1                                                                 | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    747504 | NS      | $749239.25    | 0.05%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG V9 PERP 144a                                                               | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    752000 | NS      | $593877.49    | 0.04%             | 2500-12-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST                                                                                      | VISIO 2020-1R A2                                                                  | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46385 | NS      | $44921.04     | 0.00%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| VOLOFIN FIN DESG ACTIV CO 24-1                                                                   | VFIN 2024-1A A                                                                    | CUSIP: 92873RAA9<br>LEI: 254900VCWBJCNVMCJ740 | Long             | ABS-O            | CORP              | IE        |    378411 | NS      | $385610.38    | 0.03%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC/Weekley Finance Corp.                                                          | WEEKHM 4.875 09/15/28 144A                                                        | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    969000 | NS      | $955613.31    | 0.07%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts 2020-1 Llc                                                                      | WESTR 2024-1A A                                                                   | CUSIP: 96034KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    609090 | NS      | $619049.56    | 0.04%             | 2038-01-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST VII                                                               | WESTF 2023-A A                                                                    | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402029 | NS      | $413297.75    | 0.03%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | YUM 3.625 03/15/31                                                                | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1385000 | NS      | $1310129.07   | 0.09%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | YUM 4.625 01/31/32                                                                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    279000 | NS      | $273418.38    | 0.02%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 6.875 04/14/28 144A                                                        | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    490000 | NS      | $499998.69    | 0.04%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 7.125 04/14/30 144A                                                        | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    190000 | NS      | $191468.52    | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 6.75 04/23/30 144A                                                         | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    345000 | NS      | $340919.16    | 0.02%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EAGLE BROADBAND INVESTMENTS                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL3467828<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1054360 | NS      | $997248.43    | 0.07%             | 2027-11-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS INC                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4424356<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539186 | NS      | $536152.69    | 0.04%             | 2028-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURE HOLDCO INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4587764<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449729 | NS      | $445794.16    | 0.03%             | 2031-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DARKTRACE                                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4648657<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264334 | NS      | $265160.22    | 0.02%             | 2031-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4663615<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    619048 | NS      | $621523.80    | 0.04%             | 2028-06-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MODIVECARE INC                                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4684637<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132928 | NS      | $67350.10     | 0.00%             | 2031-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTL INC                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4687168<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49251 | NS      | $48610.98     | 0.00%             | 2029-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4763878<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453009 | NS      | $454708.09    | 0.03%             | 2031-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GEN II FUND SERVICES                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4805372<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486325 | NS      | $486628.94    | 0.04%             | 2031-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4843480<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286416 | NS      | $286774.13    | 0.02%             | 2031-05-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4938900<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418686 | NS      | $420386.53    | 0.03%             | 2032-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4985315<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554295 | NS      | $555681.13    | 0.04%             | 2028-12-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4989556<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653588 | NS      | $654767.86    | 0.05%             | 2032-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL5011004<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    699712 | NS      | $699712.50    | 0.05%             | 2032-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL5105350<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    766150 | NS      | $764234.63    | 0.06%             | 2032-05-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL5162419<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317521 | NS      | $318359.19    | 0.02%             | 2031-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL5166170<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322853 | NS      | $323256.19    | 0.02%             | 2032-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL5168010<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477972 | NS      | $478793.22    | 0.03%             | 2032-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL5168465<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88285 | NS      | $88946.87     | 0.01%             | 2026-04-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL5179389<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    583009 | NS      | $583616.44    | 0.04%             | 2032-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HLDGS V LLC                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL5179785<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    663334 | NS      | $663665.19    | 0.05%             | 2029-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5184058<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | NS      | $602625.00    | 0.04%             | 2032-08-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL5184751<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203465 | NS      | $204323.48    | 0.01%             | 2031-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TURQUOISE                                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL5189610<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | NS      | $334050.00    | 0.02%             | 2032-08-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL5195534<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | NS      | $130406.25    | 0.01%             | 2028-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING SYS                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5314697<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | NS      | $0.00         | 0.00%             | 2025-12-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3.4 10/29/33                                                                  | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   2425000 | NS      | $2189350.31   | 0.16%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 2.55 11/19/30 144A                                                            | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1150000 | NS      | $1037598.75   | 0.07%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-3A A                                                                   | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    385000 | NS      | $389610.22    | 0.03%             | 2028-02-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                                               | BX 2025-VLT6 A                                                                    | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2460000 | NS      | $2456925.00   | 0.18%             | 2042-03-17      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty Limited                                                                     | CRNAU 9.25 10/01/29 144A                                                          | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    680000 | NS      | $630068.11    | 0.05%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 7.3 11/13/54 144A                                                          | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    477000 | NS      | $535432.50    | 0.04%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL5335239<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | NS      | $235881.25    | 0.02%             | 2032-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                                                   | CENCHI 7.5 07/14/25                                                               | CUSIP: G20769AJ7<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    205000 | NS      | $5637.50      | 0.00%             | 2025-07-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dubai (Government Of)                                                                            | DUGB 3.9 09/09/50 EMTN                                                            | CUSIP: M52168AL1<br>LEI: 549300IY6A4IPIRLLX57 | Long             | DBT              | NUSS              | AE        |    410000 | NS      | $309709.66    | 0.02%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Limited                                                                           | LVIATH 6.5 06/30/27                                                               | CUSIP: M6746GAC0<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     30000 | NS      | $30173.07     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 8.25 01/30/37 144A                                                         | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    460000 | NS      | $499923.25    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                          | DTV 8.875 02/01/30 144A                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    874000 | NS      | $885747.25    | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                             | ENTERP 4.9 05/01/33 144A                                                          | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    595000 | NS      | $603727.56    | 0.04%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                  | ENELIM 7.5 10/14/32 144A                                                          | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    775000 | NS      | $892836.85    | 0.06%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Limited                                                                           | LVIATH 6.75 06/30/30                                                              | CUSIP: M6746GAD8<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    231000 | NS      | $235070.45    | 0.02%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 6.9 07/31/35 REGS                                                            | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    194000 | NS      | $171011.00    | 0.01%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                                   | BNTNF 10 01/01/31 NTNF                                                            | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     27548 | NS      | $4414799.26   | 0.32%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 4.625 03/01/30 REGS                                                           | CUSIP: U98340AC3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    245000 | NS      | $238889.14    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5072                                                                         | CUSIP: 31418ET67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1096084 | NS      | $1114891.25   | 0.08%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V4.337 04/25/33                                                              | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    905000 | NS      | $884687.56    | 0.06%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR1 TRUST                                                                   | FKH 2021-SFR1 D                                                                   | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | NS      | $496325.16    | 0.04%             | 2038-08-19      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Gabonese (Republic of)                                                                           | GABON 6.625 02/06/31 144A                                                         | CUSIP: 362420AD3<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |    862000 | NS      | $667628.26    | 0.05%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/36 REGS                                                          | CUSIP: X5S0056C0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     58769 | NS      | $34542.03     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 5 07/03/35 REGS                                                             | CUSIP: V3R60FEN0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   1113792 | NS      | $1017758.75   | 0.07%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 7 06/30/27 .                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |     59750 | NS      | $5898.36      | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                                | YUZHOU 5.5 06/30/31 .                                                             | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    155826 | NS      | $1534.88      | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.125 10/06/28 144A                                                        | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1025000 | NS      | $1075279.75   | 0.08%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT REC TR 2024-2                                                                    | GSAR 2024-2A C                                                                    | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | NS      | $82295.10     | 0.01%             | 2030-06-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 6.875 08/15/55 144A                                                        | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    486000 | NS      | $520106.21    | 0.04%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 5.5 03/31/34 144A                                                             | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    449000 | NS      | $452083.66    | 0.03%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                                      | HOLX 3.25 02/15/29 144A                                                           | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    330000 | NS      | $325238.44    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 4.2 10/15/50                                                                | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    507000 | NS      | $417474.88    | 0.03%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 7 02/15/29 144A                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     23000 | NS      | $23625.85     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2021-GS4                                                             | LMAT 2021-GS4 A1                                                                  | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81408 | NS      | $81470.17     | 0.01%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 4.375 05/15/30                                                               | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | NS      | $99876.18     | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 10 06/01/32 144A                                                           | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    365000 | NS      | $387660.66    | 0.03%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MMC 5 03/15/35                                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1420000 | NS      | $1438415.88   | 0.10%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCURY FIN CC MSTR TR 2025-1A                                                                   | ABS SER.2025-1A CL.B                                                              | CUSIP: 58940BBG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | NS      | $386143.84    | 0.03%             | 2031-12-22      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                               | MSBAM 2013-C12 C                                                                  | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14551 | NS      | $13823.55     | 0.00%             | 2046-10-17      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                               | CHRD 6 10/01/30 144A                                                              | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    784000 | NS      | $793614.19    | 0.06%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 5.625 09/15/29 144A                                                         | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    269000 | NS      | $273892.03    | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                                   | OTEXCN 3.875 02/15/28 144A                                                        | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     95000 | NS      | $93231.87     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.2 09/26/35                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2398000 | NS      | $2297477.61   | 0.17%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 4.875 10/04/33 10Y                                                         | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    331000 | NS      | $336598.95    | 0.02%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                       | PRU V5.125 03/01/52                                                               | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    338000 | NS      | $334910.05    | 0.02%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                                  | PRPM 2024-7 A1                                                                    | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266403 | NS      | $266540.06    | 0.02%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES                                                              | SRFC 2023-3A C                                                                    | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87617 | NS      | $90676.69     | 0.01%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FING CORP VA                                                                  | VA TOBGEN 6.71 06/01/2046                                                         | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | NS      | $865615.36    | 0.06%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2019-Sfr1                                                                  | TAH 2019-SFR1 C                                                                   | CUSIP: 89612LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1740000 | NS      | $1731213.50   | 0.12%             | 2038-03-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Trinidad And Tobago (Republic Of)                                                                | TRITOB 6.4 06/26/34 144A                                                          | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    136000 | NS      | $137020.00    | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 9.125 07/13/30                                                             | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1865000 | NS      | $2134163.69   | 0.15%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                                                                  | ZAYO 2025-3A A2                                                                   | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | NS      | $1151720.75   | 0.08%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL3547868<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | NS      | $343361.25    | 0.02%             | 2028-01-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4071538<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    419583 | NS      | $1048.95      | 0.00%             | 2027-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS USA INC                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4673614<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    557938 | NS      | $551914.56    | 0.04%             | 2031-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4783066<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68336 | NS      | $40356.16     | 0.00%             | 2031-10-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5019718<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    552225 | NS      | $552915.25    | 0.04%             | 2032-03-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL5142775<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    547847 | NS      | $530590.08    | 0.04%             | 2030-06-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5240454<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | NS      | $444718.75    | 0.03%             | 2032-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRACE3                                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL5253226<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31905 | NS      | $0.00         | 0.00%             | 2032-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARNOTT GROUP                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL5261088<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | NS      | $160800.00    | 0.01%             | 2032-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL5355500<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498292 | NS      | $499848.94    | 0.04%             | 2032-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd.                                                                  | COGARD 0 12/31/31 AI                                                              | CUSIP: G24524BX0<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    278784 | NS      | $26466.36     | 0.00%             | 2031-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | Kaisa Group Holdings Ltd. HKD0.10                                                 | CUSIP: G52132100<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | HK        |     92058 | NS      | $1140.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 5.8 09/30/27 REGS                                                           | CUSIP: M1487WDM4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1368000 | NS      | $1382280.63   | 0.10%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.375 01/30/34 REGS                                                        | CUSIP: X7360WCT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1812000 | NS      | $1884534.58   | 0.14%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                        | KAISAG 0 12/31/27 144A                                                            | CUSIP: YK2128873<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     92838 | NS      | $464.16       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                                   | TEVA 7.375 09/15/29                                                               | CUSIP: N8539TAN4<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    465000 | NS      | $614775.75    | 0.04%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                           | US T-NOTE 2YR                                                                     | CUSIP: 00002TUH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |       -36 | NC      | $2251.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | US T-BOND 30YR                                                                    | CUSIP: 00002USH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |       -84 | NC      | $140488.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | US T-NOTE 10YR                                                                    | CUSIP: 00002TYH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       207 | NC      | $-184144.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | US T-NOTE ULTRA 10Y                                                               | CUSIP: 0002UXYH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |     -1439 | NC      | $1241109.29   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | US T-BOND ULTRA                                                                   | CUSIP: 00002WNH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |       -93 | NC      | $248371.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | US T-NOTE 5YR                                                                     | CUSIP: 00002FVH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |      4104 | NC      | $-1257810.98  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-12

**Name of Applicant:** EMPOWER FUNDS, INC.

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

**Title:** Treasurer, Empower Funds, Inc.